Michel Lubrano : Citation Profile

Are you Michel Lubrano?

Aix-Marseille Université (80% share)
Jiangxi University of Finance and Econonics (20% share)

9

H index

8

i10 index

460

Citations

RESEARCH PRODUCTION:

25

Articles

69

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 13
   Journals where Michel Lubrano has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 15 (3.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu3
   Updated: 2020-02-22    RAS profile: 2018-12-13    
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Relations with other researchers

Works with:

Benzidia, Majda (4)

Melindi-Ghidi, Paolo (2)

FOURRIER-NICOLAÏ, Edwin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Lubrano.

Is cited by:

Bauwens, Luc (18)

Rombouts, Jeroen (15)

van Dijk, Herman (10)

Ruiz-Castillo, Javier (9)

Ardia, David (8)

Panagiotidis, Theodore (7)

Malley, Jim (7)

King, Maxwell (7)

Woitek, Ulrich (7)

Luoto, Jani (7)

Villani, Mattias (7)

Cites to:

Engle, Robert (7)

van Dijk, Herman (6)

Ait-Sahalia, Yacine (6)

Davidson, Russell (6)

Bauwens, Luc (5)

Abadir, Karim (5)

McDonald, James (4)

Constantinides, George (4)

Foster, James (4)

Tschernig, Rolf (4)

Wagner, Niklas (4)

Main data

Where Michel Lubrano has published?

Journals with more than one article published# docs
Journal of Econometrics6
Annals of Economics and Statistics2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / HAL12
Post-Print / HAL6
AMSE Working Papers / Aix-Marseille School of Economics, France6
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)4
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2

Recent works citing Michel Lubrano (2018 and 2017)

YearTitle of citing document
2019The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves. (2019). FOURRIER-NICOLAÏ, Edwin ; Lubrano, Michel ; Fourrier-Nicolai, Edwin . In: AMSE Working Papers. RePEc:aim:wpaimx:1914.

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2019Dynamic Quantile Function Models. (2017). Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Papers. RePEc:arx:papers:1707.02587.

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2017Asymptotics for Greeks under the constant elasticity of variance model. (2017). Zalmezh, Vladimir F ; Kritski, Oleg L. In: Papers. RePEc:arx:papers:1707.04149.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Gerlach, Richard H ; Ye, Wilson . In: Papers. RePEc:arx:papers:1708.07587.

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2019The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods. (2019). Wu, Jianhong ; Gao, Rui ; Li, Yaqiong ; Lin, Lisha. In: Papers. RePEc:arx:papers:1910.04075.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Accounting Research: A Bibliometric Analysis. (2017). Merigo, Jose M ; Yang, Jian-Bo. In: Australian Accounting Review. RePEc:bla:ausact:v:27:y:2017:i:1:p:71-100.

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2017ARE MIGRANTS MORE PRODUCTIVE THAN STAYERS? SOME EVIDENCE FROM A SET OF HIGHLY PRODUCTIVE ACADEMIC ECONOMISTS. (2017). Ruiz-Castillo, Javier ; carrasco, raquel ; Albarran, Pedro. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1308-1323.

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2017Economists, Research Performance and National Inbreeding: North Versus South. (2017). Panagiotidis, Theodore ; Zontanos, Costas ; Katranidis, Stelios . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:1:p:145-163.

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2017Examining the Performance of the South African Economics Departments, 2005-2014. (2017). Yu, Derek ; Moses, Mariana ; Kasongo, Atoko. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:138-158.

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2017Specification analysis in regime-switching continuous-time diffusion models for market volatility. (2017). Ruijun, BU ; Kaddour, Hadri ; Jie, Cheng . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:65-80:n:3.

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2018Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Hsieh, Chih-Sheng ; Konig, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7309.

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2017Ajuste de modelos garch clásico y bayesiano con innovaciones t—student para el índice COLCAP. (2017). Vaca, Paola Andrea ; Espinosa, Oscar Andres . In: Revista de Economía del Caribe. RePEc:col:000382:017147.

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2017Ajuste de modelos garch clásico y bayesiano con innovaciones t—student para el índice COLCAP. (2017). Vaca, Paola Andrea ; Espinosa, Oscar Andres . In: Revista de Economía del Caribe. RePEc:col:000382:017172.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13239.

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2018Spatial Mobility in Elite Academic Institutions in Economics : the Case of Spain. (2018). Ruiz-Castillo, Javier ; carrasco, raquel ; Perea, Raquel Carrasco ; Ucelay, Javier Ruiz-Castillo. In: UC3M Working papers. Economics. RePEc:cte:werepe:26093.

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2017Improving Estimation of Labor Market Disequilibrium through Inclusion of Shortage Indicators. (2017). , Krishnakumar ; Kumar, Krishna ; Daugherty, Lindsay ; Baird, Matthew. In: CINCH Working Paper Series. RePEc:duh:wpaper:1701.

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2017Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2017Parameter estimation risk in asset pricing and risk management: A Bayesian approach. (2017). Tunaru, Radu ; Zheng, Teng. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:80-93.

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2017An empirical comparison of transformed diffusion models for VIX and VIX futures. (2017). JAWADI, Fredj ; Bu, Ruijun ; Li, Yuyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:116-127.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2018Complexity analysis based on generalized deviation for financial markets. (2018). Li, Chao ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:118-128.

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2019Direct preferences of sports fans: Is there a superstar effect in the fantasy league?. (2019). Kotrba, Vojtch. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:78:y:2019:i:c:p:89-97.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:104259.

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2018Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; König, Michael ; Hsieh, Chih-Sheng ; Konig, Michael D. In: Working Papers. RePEc:fip:fedlwp:2018-028.

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2018Adult Learning, Economic Growth and the Distribution of Income. (2018). Kumar, Ronald ; Stauvermann, Peter J. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:1:p:11-:d:131538.

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2019The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves. (2019). FOURRIER-NICOLAÏ, Edwin ; Lubrano, Michel ; Fourrier-Nicolai, Edwin . In: Working Papers. RePEc:hal:wpaper:halshs-02122371.

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2017Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175.

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2018Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Hsieh, Chih-Sheng ; Konig, Michael D. In: IZA Discussion Papers. RePEc:iza:izadps:dp11916.

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2019Improving Estimation of Labor Market Disequilibrium Using Shortage Indicators, with an Application to the Market for Anesthesiologists. (2019). Kumar, Krishna B ; Daugherty, Lindsay ; Baird, Matthew. In: IZA Discussion Papers. RePEc:iza:izadps:dp12129.

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2017Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach. (2017). Xia, Qiang ; Liang, Rubing ; Liu, Jinshan ; Wong, Heung . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9588-x.

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2019Research Performance of Turkish Economists and Economics Departments: Another Update and a Review of the 2000s. (2019). Okgezen, Murat . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:1:p:133-149.

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2018Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136.

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2019Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership. (2019). Zens, Gregor. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:4:d:10.1007_s11634-019-00353-y.

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2017Geographic mobility and research productivity in a selection of top world economics departments. (2017). Ruiz-Castillo, Javier ; carrasco, raquel ; Albarran, Pedro. In: Scientometrics. RePEc:spr:scient:v:111:y:2017:i:1:d:10.1007_s11192-017-2245-x.

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2018Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180005.

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2018Consumption and wealth in the long run: an integrated unobserved component approach. (2018). Gardberg, Malin ; Pozzi, Lorenzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180046.

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2019Do the Values of Economists Matter in the Art and Science of Economics?. (2019). van Dalen, Hendrik. In: Discussion Paper. RePEc:tiu:tiucen:bda08972-cae2-4c5b-be28-c7317680e272.

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2019Values of economists matter in the art and science of economics. (2019). van Dalen, Hendrik. In: Other publications TiSEM. RePEc:tiu:tiutis:eb9877cc-e840-4625-bcee-9767a546c771.

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2018Bayesian analysis of realized matrix-exponential GARCH models. (2018). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1804.

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2019Labor Market Segmentation and the Distribution of Income: New Evidence from Internal Census Bureau Data. (2019). Schneider, Markus ; Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_08.

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2018Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change. (2018). Tong, Zhigang ; Liu, Allen. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:01:n:s2424786318500020.

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2017A model of the market for bank credit: The case of Germany. (2017). Ries, Mathias ; Maas, Daniel ; Bofinger, Peter. In: W.E.P. - Würzburg Economic Papers. RePEc:zbw:wuewep:98.

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Works by Michel Lubrano:

YearTitleTypeCited
1991Bayesian Diagnostics for Heterogeneity In: Annals of Economics and Statistics.
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1991Bayesian diagnostics for heterogeneity.(1991) In: CORE Discussion Papers RP.
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1991Approximation des identités comptables dans les modéles spécifiés en logarithme In: Annals of Economics and Statistics.
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2012Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009 In: AMSE Working Papers.
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2014Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009.(2014) In: Scottish Journal of Political Economy.
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2012Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009.(2012) In: Working Papers.
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2013A Bayesian Subjective Poverty Line, One Dollar a Day Revisited In: AMSE Working Papers.
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2013A Bayesian Subjective Poverty Line, One Dollar a Day Revisited.(2013) In: Working Papers.
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2016A Bayesian Look at American Academic Wages: The Case of Michigan State University In: AMSE Working Papers.
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2016A Bayesian Look at American Academic Wages: The Case of Michigan State University.(2016) In: Working Papers.
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2016Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation In: AMSE Working Papers.
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2016Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation.(2016) In: Working Papers.
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2017Bayesian Inference for TIP curves: An Application to Child Poverty in Germany In: AMSE Working Papers.
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2017Bayesian Inference for TIP curves: An Application to Child Poverty in Germany.(2017) In: Working Papers.
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2018The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections In: AMSE Working Papers.
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2018The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections.(2018) In: Econometrics.
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2013HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS In: Manchester School.
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2011Human capital, social capital and scientific research in Europe: an application of linear hierarchical models.(2011) In: Working Papers.
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2018A Bayesian Measure of Poverty in the Developing World In: Review of Income and Wealth.
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1984Elicitation of prior information in single market disequilibrium models In: CORE Discussion Papers.
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1994Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems In: CORE Discussion Papers.
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1996Identification restrictions and posterior densities in cointegrated Gaussian VAR system.(1996) In: CORE Discussion Papers RP.
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1996Bayesian Inference on GARCH Models using the Gibbs Sampler In: CORE Discussion Papers.
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1998Bayesian inference on GARCH models using the Gibbs sampler.(1998) In: CORE Discussion Papers RP.
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1998Bayesian inference on GARCH models using the Gibbs sampler.(1998) In: Econometrics Journal.
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1996Bayesian Inference on GARCH Models Using the Gibbs Sampler..(1996) In: G.R.E.Q.A.M..
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1997Bayesian option pricing using asymmetric GARCH In: CORE Discussion Papers.
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1997Bayesian Option Pricing Using Asymmetric GARCH.(1997) In: G.R.E.Q.A.M..
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1998Smooth transition GARCH models: a Bayesian perspective In: CORE Discussion Papers.
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2001Smooth Transition Garch Models : a Baysian Perspective.(2001) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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1999Smooth Transition GARCH Models: a Bayesian perspective..(1999) In: G.R.E.Q.A.M..
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2000Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools In: CORE Discussion Papers.
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2003Ranking economics departments in Europe: a statistical approach In: CORE Discussion Papers.
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2003Ranking economics departments in Europe: a statistical approach.(2003) In: CORE Discussion Papers RP.
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2003Ranking Economics Departments in Europe: A Statistical Approach.(2003) In: Journal of the European Economic Association.
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2006Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market In: CORE Discussion Papers.
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2007Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market.(2007) In: CORE Discussion Papers RP.
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2006Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market.(2006) In: Discussion Papers (ECON - Département des Sciences Economiques).
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2007Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market.(2007) In: Econometric Reviews.
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2009The tradeoff between growth and redistribution: ELIE in an overlapping generations model In: CORE Discussion Papers.
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2010The tradeoff between growth and redistribution: ELIE in an overlapping generations model.(2010) In: CORE Discussion Papers RP.
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2009The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model.(2009) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2009The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model.(2009) In: Working Papers.
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1995Bayesian and classical econometric modeling of time series In: CORE Discussion Papers RP.
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1999Trends and breaking points in the Bayesian econometric literature In: CORE Discussion Papers RP.
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2002Bayesian option pricing using asymmetric GARCH models In: CORE Discussion Papers RP.
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2002Bayesian option pricing using asymmetric GARCH models.(2002) In: Journal of Empirical Finance.
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2000Bayesian Option Pricing using Asymmetric Garch Models..(2000) In: G.R.E.Q.A.M..
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1984Un modèle de production CES-Léontief pour lindustrie française In: CORE Discussion Papers RP.
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1984Emploi et chômage en France de 1955 à 1982: un modèle macro-économique annuel avec rationnement In: CORE Discussion Papers RP.
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1985Some aspects of prior elicitation problems in disequilibrium models In: CORE Discussion Papers RP.
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1985Some aspects of prior elicitation problems in disequilibrium models.(1985) In: Journal of Econometrics.
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1985Bayesian analysis of switching regression models In: CORE Discussion Papers RP.
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1985Bayesian analysis of switching regression models.(1985) In: Journal of Econometrics.
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1986Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity In: CORE Discussion Papers RP.
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1986Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity.(1986) In: Review of Economic Studies.
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1991Testing for Unit Roots Cointegration in a Bayesian Framework In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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1993Real Wages, Quantity Constraints and Equilibrium Unemployment : Belgium 1955-1988 In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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1993Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988..(1993) In: G.R.E.Q.A.M..
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1996Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988..(1996) In: Empirical Economics.
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1994Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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1995Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2016Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach In: Computational Statistics & Data Analysis.
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2008A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models In: Computational Statistics & Data Analysis.
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1996Unit roots tests and SARIMA models In: Economics Letters.
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2004Recent advances in Bayesian econometrics In: Journal of Econometrics.
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2004Density inference for ranking European research systems in the field of economics In: Journal of Econometrics.
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1995Editors introduction Bayesian and classical econometric modeling of time series In: Journal of Econometrics.
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1995Testing for unit roots in a Bayesian framework In: Journal of Econometrics.
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2014Tournaments and Superstar Models: A Mixture of Two Pareto Distributions In: Research on Economic Inequality.
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1991A Bayesian Approach to Misspecification Tests. In: G.R.E.Q.A.M..
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1992Wage and Price Fromation Under External Constraint in France 1963-1989. In: G.R.E.Q.A.M..
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1995Bayesain Tests for Co-Integration in the Case of Structural Breaks: An Application to the Analysis of Wages Moderation in France. In: G.R.E.Q.A.M..
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1996Properties of Unit Root Tests for Models with Trend and Cycles. In: G.R.E.Q.A.M..
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1996Bayesian Analysis of Nonlinear Time Series Models with Threshold. In: G.R.E.Q.A.M..
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1998Bayesian Analysis of Nonlinear Time Series Models with a Threshold.(1998) In: G.R.E.Q.A.M..
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1996Properties of the ADF Unit Root Test for Models with Trends and Cycles. In: G.R.E.Q.A.M..
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1998TPS 4.4 An Old But Powerful Econometric Software In: G.R.E.Q.A.M..
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2016Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach In: Post-Print.
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2016Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment In: Post-Print.
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2014Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009 In: Post-Print.
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2014Tournaments and Superstar models: A Mixture of two Pareto distributions In: Post-Print.
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2013Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models In: Post-Print.
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2018The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections In: Post-Print.
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2008Introduction à léconométrie des mesures de pauvreté In: Working Papers.
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2008The Redistributive Aspects of ELIE: a simulationapproach In: Working Papers.
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2009Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations In: Working Papers.
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2010EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION In: Working Papers.
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2010Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation.(2010) In: Working Paper series.
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2011Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions In: Working Papers.
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2007The Econometrics of Industrial Organization In: Journal of Applied Econometrics.
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2011Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations In: Journal of Financial Econometrics.
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2000Bayesian Inference in Dynamic Econometric Models In: OUP Catalogue.
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2009Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential In: Economics Working Papers.
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2004Modélisation bayésienne non linéaire du taux d’intérêt de court terme américain : l’aide des outils non paramétriques In: L'Actualité Economique.
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2016Simulation Estimation of Two‐tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment In: Journal of Applied Econometrics.
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