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
This page was built for person: Denis Pelletier
