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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. 225-241

Persistent link: https://www.econbiz.de/10003691880

Aloy, Marcel; Dufrénot, Gilles; Lai-Tong, Charles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296

Persistent link: https://www.econbiz.de/10009740335

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/10003739214

Behaviour of skewness, kurtosis and normality tests in long memory data

Boutahar, Mohamed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 2, pp. 193-215

Persistent link: https://www.econbiz.de/10003983085

Croissance, fluctuations et chaos

Dufrénot, Gilles - 1999

Persistent link: https://www.econbiz.de/10001402144

Neo-classical growth and complex dynamics : a note on Day's (1982) model

Dufrénot, Gilles - In: Non-linear dynamics and endogenous cycles, (pp. 27-46). 1998

Persistent link: https://www.econbiz.de/10001323718

Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form

Péguin-Feissolle, Anne; Strikholm, Birgit - 2007

In this paper we propose a general method for testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. These tests are based on a Taylor expansion of the nonlinear model around a given point in a sample space. We study the performance of our tests by...

Persistent link: https://www.econbiz.de/10010281171

Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels

Caulet, Renaud; Péguin-Feissolle, Anne - In: Annales d'économie et de statistique (2000), pp. 177-197

Persistent link: https://www.econbiz.de/10001536355

A comparison of the power of some tests for conditional heteroscedasticity

Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17

Persistent link: https://www.econbiz.de/10001398780

Protection tarifaire, brevets, et diffusion internationale de la connaissance : croissance et dynamique de court terme aux Etats-Unis de 1889 à 1985

Péguin-Feissolle, Anne - In: Revue économique : revue bimestrielle 44 (1993) 2, pp. 369-388

Persistent link: https://www.econbiz.de/10001331058