Denis Pelletier
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Short run and long run causality in time series: inference Journal of Econometrics | 2016-06-10 | Paper |
| Regime switching for dynamic correlations Journal of Econometrics | 2016-06-10 | Paper |
| Simulation smoothing for state-space models: a computational efficiency analysis Computational Statistics and Data Analysis | 2012-09-15 | Paper |
| Nonnested testing in models estimated via generalized method of moments Econometric Theory | 2011-04-27 | Paper |
Research outcomes over time
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