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ASTIN BULLETIN - Vol.33 - No.1 - 2003; 23-40
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Locally stationary volatility modelling
Van Bellegem, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009385331
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2
Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien
;
Sachs, Rainer von
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 611-627
Persistent link: https://www.econbiz.de/10002434284
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Nonparametric simultaneous testing for structural breaks
Gao, Jiti
;
Gijbels, Irène
;
Van Bellegem, Sébastien
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 123-142
Persistent link: https://www.econbiz.de/10003722595
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4
A unified approach to solve ill-posed inverse problems in econometrics
Johannes, Jan
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003570928
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5
Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre
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contributor
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-
2007
Persistent link: https://www.econbiz.de/10003570967
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6
Instrumental regression in partially linear models
Florens, Jean-Pierre
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contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003328253
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7
Convergence rates for ill-posed inverse problems with an unknown operator
Johannes, Jan
;
Van Bellegem, Sébastien
;
Vanhems, Anne
- In:
Econometric theory
27
(
2011
)
3
,
pp. 522-545
Persistent link: https://www.econbiz.de/10009266728
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8
Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre
;
Johannes, Jan
;
Van Bellegem, …
- In:
Econometric theory
27
(
2011
)
3
,
pp. 472-496
Persistent link: https://www.econbiz.de/10009266732
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9
Log-density deconvolution by wavelet thresholding
Bigot, Jérôme
;
Van Bellegem, Sébastien
-
2009
Persistent link: https://www.econbiz.de/10009762633
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10
Forecasting the Malmquist Productivity Index
Daskovska, Alexandra
;
Simar, Léopold
;
Van Bellegem, …
-
2009
Persistent link: https://www.econbiz.de/10009762634
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