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  3. Dumitrescu, Elena-Ivona [Author]; Truchis, Gilles de [Author]

    Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems

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    Nanterre: EconomiX - UMR7235, Université Paris Nanterre, [2019]

    Published in: Document de travail ; 2019,14

  4. Arezki, Rabah [Other]; Dumitrescu, Elena-Ivona [Other]; Freytag, Andreas [Other]; Quintyn, Marc [Other]

    Commodity prices and exchange rate volatility : lessons from South Africa’s capital account liberalization

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    Washington, D.C: International Monetary Fund, 2012 ; Online-Ausg.

    Published in: Internationaler Währungsfonds: IMF working papers ; 1200

  5. Dubois, Florent [Author]; Dumitrescu, Elena-Ivona [Author]; Truchis, Gilles de [Author]

    Local Whittle analysis of stationary unbalanced fractional cointegration systems - [Preliminary draft]

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    Nanterre: EconomiX - UMR7235, Université Paris Nanterre, [2019]

    Published in: Document de travail ; 2019,15

  6. Boucher, Christophe [Author]; Truchis, Gilles de [Author]; Dumitrescu, Elena-Ivona [Author]; Tokpavi, Sessi [Author]

    Testing for extreme volatility transmission with realized volatility measures

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    Nanterre: Université de Paris Ouest Nanterre La Défense, [2017]

    Published in: Document de travail ; 2017,20

  15. Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, Christophe; Palm, Franz C.

    Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims: Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation

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    Emerald Group Publishing Limited, 2014

    Published in: Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims

  16. Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, Christophe; Palm, Franz C.

    VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims: Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation

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    Emerald Group Publishing Limited, 2013

    Published in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims