Biblio
Found 45 results
Filters: Author is Anne Péguin-Feissolle [Clear All Filters]
Editorial - Beliefs, norms and marketsBook chapter, In: Beliefs, norms and markets, Christophe Deissenberg and Anne Péguin-Feissolle (Eds.), 2007-11, Volume 2, Number 19, pp. 167-169, Lavoisier, 2007
Robust Tests for Heteroscedasticity in a general FrameworkJournal article, Annals of Economics and Statistics, Issue 85, pp. 159-187, 2007
Beliefs, Norms, and Markets. EditorialJournal article, European Journal of Economic and Social Systems, Volume 19, Issue 2, pp. 167-169, 2006
Persistent misalignments of the European exchange rates: some evidence from non-linear cointegrationJournal article, Applied Economics, Volume 38, Issue 2, pp. 203-229, 2006
Long-memory dynamics in a SETAR model - applications to stock marketsJournal article, Journal of International Financial Markets, Institutions and Money, Volume 15, Issue 5, pp. 391-406, 2005
Modelling squared returns using a SETAR model with long-memory dynamicsJournal article, Economics Letters, Volume 86, Issue 2, pp. 237-243, 2005
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR modelsJournal article, Economic Modelling, Volume 21, Issue 1, pp. 37-71, 2004
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?Journal article, Revue Économique, Volume 55, Issue 3, pp. 449-458, 2004
Économétrie: modélisation et inférenceBook, 2004, 506 pages, Armand Colin, 2004
Modeling the volatility of the US SαP 500 index using an LSTGARCH modelJournal article, Revue d'économie politique, Volume 114, Issue 4, pp. 453-465, 2004
Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificielsJournal article, Annals of Economics and Statistics, Issue 59, pp. 177-197, 2000
A comparison of the power of some tests for conditional heteroscedasticityJournal article, Economics Letters, Volume 63, Issue 1, pp. 5-17, 1999
Bayesian estimation and forecasting in non-linear models: application to an LSTAR modelJournal article, Economics Letters, Volume 46, Issue 3, pp. 187-194, 1994
Protection tarifaire, brevets et diffusion internationale de la connaissance : croissance et dynamique de court terme aux États-Unis de 1889 à 1985Journal article, Revue Économique, Volume 44, Issue 2, pp. 369-388, 1993
Market access strategy and exchange rate instabilityJournal article, Journal of Economics and Finance, pp. 414-419, 1991
Prévision bayésienne et structure par terme des taux d'intérêtJournal article, Revue Économique, Volume 41, Issue 5, pp. 817-838, 1990
An attempt to provide supplementary information in modelling : bayesian inference and organizational weightJournal article, The Journal for Studies in Economics and Econometrics, 1988
Optimal trade policy under oligopoly : A calibrated model of the Europe-Japan rivalry in the EEC car marketJournal article, European Economic Review, Volume 32, Issue 7, pp. 1547-1565, 1988
Prévision économique et Intelligence Artificielle : le système à base de connaissances TONIJournal article, Proceedings de l’ARETHUSE, 1988
Inférence bayésienne dans un modèle de régression non linéaire : utilisation de la méthode d'intégration de Monte-CarloJournal article, Publications Econométriques, 1981
