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Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter; Croux, Christophe - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
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Real or nominal variables, does it matter for the impulse response?
Reusens, Peter; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011290632
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Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter; Croux, Christophe - In: Journal of econometric methods 7 (2018) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
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Testing the information matrix equality with robust estimators
Croux, Christophe; Dhaene, Geert; Hoorelbeke, Dirk - 2003
Persistent link: https://www.econbiz.de/10001765884
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Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina; Croux, Christophe - 2003
Persistent link: https://www.econbiz.de/10001820238
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Maxbias curves of robust scale estimators based on subranges
Croux, Christophe; Haesbroeck, Gentiane - In: Metrika : international journal for theoretical and … 53 (2001) 2, pp. 101-122
Persistent link: https://www.econbiz.de/10001626383
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Implementing the Bianco and Yohai estimator for logistic regression
Croux, Christophe; Haesbroeck, Gentiane - 2002
Persistent link: https://www.econbiz.de/10001696883
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Testing the information matrix equality with robust estimators
Croux, Christophe; Dhaene, Geert; Hoorelbeke, Dirk - 2003
Persistent link: https://www.econbiz.de/10001747992
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Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix
Ollila, Esa; Croux, Christophe; Oja, Hannu - 2002
Persistent link: https://www.econbiz.de/10001649285
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The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, Christophe; Flandre, Cécile; Haesbroeck, Gentiane - 2002
Persistent link: https://www.econbiz.de/10001649458