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9
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4
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ECONIS (ZBW)
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RePEc
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1
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoian, Jean-Michel
- In:
Journal of Empirical Finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10005152439
Saved in:
2
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
3
Efficient use of higher-lag autocorrelations for estimating autoregressive processes
BROZE, Laurence
;
FRANCQ, Christian
;
ZAKOIAN, Jean-Michel
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927319
Saved in:
4
On invisible trade relations between Mesopotamian cities during the Third Millennium B.C.
BOSSUYT, Audrey
;
BROZE, Laurence
;
GINSBURGH, Victor
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927411
Saved in:
5
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
;
Gourieroux, Christian
- In:
Journal of Econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10005285754
Saved in:
6
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoian, Jean-Michel
- In:
Economics Letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10005269617
Saved in:
7
Exponential smoothing: estimation by maximum likelihood
Broze, Laurence
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1990
Persistent link: https://www.econbiz.de/10008589983
Saved in:
8
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
BROZE, Laurence
;
FRANCQ, Christian
;
ZAKOIAN, Jean-Michel
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010693996
Saved in:
9
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
BROZE, Laurence
;
GOURIEROUX, Christian
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694099
Saved in:
10
Efficient use of higher-lag autocorrelations for estimating autoregressive processes
BROZE, Laurence
;
FRANCQ, Christian
;
ZAKOIAN, Jean-Michel
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695002
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