Biblio
45 resultats trouvés
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Editorial - Beliefs, norms and marketsBook chapter , In: Beliefs, norms and markets, Christophe Deissenberg et 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