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Modélisation de la volatilité de l'indice américain S&P 500 par un modèle LSTGARCH
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-466
Persistent link: https://www.econbiz.de/10007958811
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IDENTIFICATION OF TREATMENT EFFECTS USING CONTROL FUNCTIONS IN MODELS WITH CONTINUOUS, ENDOGENOUS TREATMENT AND HETEROGENEOUS EFFECTS
Florens, Jean-Pierre; Heckman, James J.; Meghir, Costas; … - 2008
Persistent link: https://www.econbiz.de/10008063748
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Panel data analysis of household brand choices
Chintagunta, Pradeep; Kyriazidou, Ekaterini; Perktold, Josef - In: Journal of econometrics 103 (2001) 1, pp. 111-154
Persistent link: https://www.econbiz.de/10006774212
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Structure et comportements macro-économiques : comparaisons économiques entre nations - Une Europe monétaire à plusieurs vitesses ? La demande de monnaie dans les grands pays de la zone euro (1979-1999)
Bordes, Christian; Chevrou-Séverac, Hélène; … - In: Economie & prévision : EP (2001) 147, pp. 51-72
Persistent link: https://www.econbiz.de/10007969932
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Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10006249897
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Études pour la macroéconomie - Coi͏̈ntégration entre les taux de change et les fondamentaux - Changement de régime ou mémoire longue ?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique 55 (2004) 3, pp. 449-458
Persistent link: https://www.econbiz.de/10007961158
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Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010175547
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A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341
Persistent link: https://www.econbiz.de/10008170440
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Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7-9, pp. 519-526
Persistent link: https://www.econbiz.de/10008070704
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799