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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
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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
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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
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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
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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
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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
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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
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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
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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
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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