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Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
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Fractional cointegration and term structure of interest rates
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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Paradoxe de Deaton et habitudes de consommation : une analyse en termes de mémoire longue
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 115 (2005) 1, pp. 129-160
Persistent link: https://www.econbiz.de/10002623975
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The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel (contributor); Lardic, Sandrine (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
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Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907185
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Un modèle multifactoriel des spreads de crédit : estimation sur panels complets et incomplets
Gauthier, Claire; Lardic, Sandrine - In: Economie & prévision : EP (2003) 3, pp. 53-69
Persistent link: https://www.econbiz.de/10001952135
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Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 114 (2004) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001952332
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Rational stock price bubbles : is there any international evidence?
Lardic, Sandrine; Mpacko Priso, Auguste - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 559-576
Persistent link: https://www.econbiz.de/10002453100
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Estimation of fractional error correction models : a methodological note
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436218
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Fractional cointegration and the term structure
Lardic, Sandrine; Mignon, Valérie - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 723-736
Persistent link: https://www.econbiz.de/10002478844