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On Clustering Procedures and Nonparametric Mixture Estimation

Auray, Stéphane; Klutchnikoff, Nicolas; Rouvière, Laurent - Centre de Recherche en Économie et Statistique … - 2013

This paper deals with nonparametric estimation of conditional densities in mixture models. The proposed approach consists to perform a preliminary clustering algorithm to guess the mixture component of each observation. Conditional densities of the mixture model are then estimated using kernel...

Persistent link: https://www.econbiz.de/10010747001

Consommation, effet de substitution intertemporelle et formation des habitudes

Auray, Stéphane - In: L' Actualité économique : revue trimest. 85 (2009) 4, pp. 437-473

Persistent link: https://www.econbiz.de/10009307222

Estimation de la règle de Taylor et identification de la politique monétaire

Auray, Stéphane; Fève, Patrick - In: Revue économique : revue bimestrielle 54 (2003) 3, pp. 511-520

Persistent link: https://www.econbiz.de/10001762348

Habit persistence and beliefs based liquidity effect

Auray, Stéphane (contributor); Collard, Fabrice (contributor) - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740862

Interest rate and inflation in monetary models with exogenous money growth rule

Fève, Patrick (contributor); Auray, Stéphane (contributor) - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740987

Money and external habit persistence : a tale for chaos

Auray, Stéphane; Collard, Fabrice; Fève, Patrick - In: Economics letters 76 (2002) 1, pp. 121-127

Persistent link: https://www.econbiz.de/10001672153

Habit persistence, money growth rule and real indeterminacy

Auray, Stéphane; Collard, Fabrice; Fève, Patrick - In: Review of economic dynamics 8 (2005) 1, pp. 48-67

Persistent link: https://www.econbiz.de/10002619406

Real indeterminacy in a cash-in-advance economy

Auray, Stéphane; Collard, Fabrice; Fève, Patrick - In: Market imperfections and macroeconomic dynamics, (pp. 163-178). 2002

Persistent link: https://www.econbiz.de/10001731431

Habit persistence and money in the utility function

Auray, Stéphane (contributor); Collard, Fabrice (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10002743412

Modeling the liquidity effect with the limited participation model : a skeptical view

Auray, Stéphane; Fève, Patrick - In: Economics letters 87 (2005) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10002837445