The following pages link to Olivier Darné (Q1927439):
Displaying 6 items.
- Seasonal cointegration for monthly data (Q1927440) (← links)
- Outliers and GARCH models in financial data (Q1927757) (← links)
- Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- Oil price shocks, real economic activity and uncertainty (Q5156252) (← links)
- A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment (Q5451141) (← links)