The assumption of linearity is implicitly accepted in the process which generates a time series condition submitted to a ARIMA. That is why, in this paper, we shall discuss the research of long memory in the processes: the fractional ARIMA models, denoted as ARFIMA, where d and D, the degree of...

This paper presents the preliminary results of the study of the evolution of the SMEs in the information technology industry in France. This study was started during a research visit at the University Dauphine Paris, France, as a test model for a study involving SMEs from the information...

Sur la demande de l’Union française d’électricité (UFE), Jan Horst Keppler, Professeur d’économie à l’Université Paris - Dauphine, et Régis Bourbonnais, Maître de conférences à l’Université Paris - Dauphine et spécialiste en économétrie, ont entrepris une série de tests...

The aim of this study is to identify the micro-economic determinants of the Burgundy wine. Using yearly data, from 1980 to 1999 concerning : harvest, price downstream, inventories downstream, price uphill, inventories uphill, we proceed in two steps : - first step : we try to establish causal...

In this study we set the problem of the probable existence of an additive and multiplicative mixed seasonality. In this context, we show by some simulation that the seasonality correction according to a pure additive or a pure multiplicative scheme leads to biased estimators of the coefficients...

Econometrics has strongly evolved in recent years on both methodological level and in terms of applications. This article presents different econometric methods (time series econometrics, information panels, models of duration) and their applications to companies: demand analysis and forecasting...

Dans cette étude, portant sur l’analyse chronologique des ventes, nous posons le problème de l’existence probable d’une saisonnalité mixte additive et multiplicative. Dans ce contexte, nous montrons par des simulations que la désaisonnalisation selon un schéma additif pur ou un...