10
H index
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i10 index
549
Citations
Michel Lubrano : Citation Profile
Aix-Marseille Université (80% share) | RESEARCH PRODUCTION: 27 Articles 91 Papers 1 Books 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1984 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Lubrano. | Is cited by:
| Cites to:
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Main data
Where Michel Lubrano has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 6 |
| Computational Statistics & Data Analysis | 2 |
| The Journal of Economic Inequality | 2 |
| Annals of Economics and Statistics | 2 |
Recent works citing Michel Lubrano (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Dynamic Quantile Function Models. (2017). Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Papers. RePEc:arx:papers:1707.02587. Full description at Econpapers || Download paper |
| 2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper |
| 2021 | The determinants of business contribution to the 2030 Agenda: Introducing the SDG Reporting Score. (2021). Venturelli, Andrea ; Rosati, Francesco ; Pizzi, Simone. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:404-421. Full description at Econpapers || Download paper |
| 2021 | Depth and breadth relevance in citation metrics. (2021). Tol, Richard ; Stern, David. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:961-977. Full description at Econpapers || Download paper |
| 2022 | Winners and Losers of the COVID-19 Pandemic: An Excess Profits Tax Proposal. (2022). Nicolai, Jean-Philippe ; Melindi-Ghidi, Paolo ; Desbordes, Rodolphe ; Azemar, Celine. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-8. Full description at Econpapers || Download paper |
| 2021 | Testing for international business cycles: A multilevel factor model with stochastic factor selection. (2021). Pozzi, Lorenzo ; Everaert, Gerdie ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000695. Full description at Econpapers || Download paper |
| 2021 | Diffusion copulas: Identification and estimation. (2021). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:616-643. Full description at Econpapers || Download paper |
| 2021 | The numerical simulation of Quanto option prices using Bayesian statistical methods. (2021). Wu, Jianhong ; Gao, Rui ; Li, Yaqiong ; Lin, Lisha. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309274. Full description at Econpapers || Download paper |
| 2021 | Hoarding of reserves in the banking industry: Explaining the African paradox. (2021). Petey, Joël ; Tamini, Arnaud. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:214-225. Full description at Econpapers || Download paper |
| 2021 | A Multidimensional Comparative Analysis of Involvement in CSR Activities of Energy Companies in the Context of Sustainable Development Challenges: Evidence from Poland. (2021). Szwajca, Danuta ; Nawrocki, Tomasz L. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4592-:d:604078. Full description at Econpapers || Download paper |
| 2021 | Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects. (2021). Men, Zhongxian ; Kolkiewicz, Adam W ; Wirjanto, Tony S. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:225-:d:557170. Full description at Econpapers || Download paper |
| 2021 | Can Financial Constraints and Regulatory Distance Reduce Corporate Environmental Irresponsibility?. (2021). Li, YI ; Zhou, Zhifang ; Liao, Wenli ; Wu, Haiquan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13243-:d:691324. Full description at Econpapers || Download paper |
| 2021 | Zur Relevanz von Ausstattungsunterschieden für Forschungsleistungsvergleiche: Ein Diskussionsbeitrag für die Wirtschaftswissenschaften in Deutschland. (2020). Thomsen, Stephan ; Puttmann, Vitus ; Trunzer, Johannes. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-679. Full description at Econpapers || Download paper |
| 2021 | A Statistical Analysis of Global Economies Using Time Varying Copulas. (2021). Afuecheta, Emmanuel ; Chan, Stephen ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09996-y. Full description at Econpapers || Download paper |
| 2022 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2022). Asai, Manabu ; McAleer, Michael. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10074-6. Full description at Econpapers || Download paper |
| 2022 | Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. (2022). Zhang, Dabin ; Xia, Qiang ; Liang, Kun ; Zheng, Xiaobing. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10124-7. Full description at Econpapers || Download paper |
| 2022 | Housing and credit misalignments in a two-market disequilibrium framework. (2022). Petrokait, Austja ; Mikalinait-Jouvanceau, Ieva ; Karmelaviius, Jaunius. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:42. Full description at Econpapers || Download paper |
| 2021 | Evaluating the performance of degrees of freedom estimation in asymmetric GARCH models with t-student innovations. (2021). , Thais ; Christian, ; Migon, Helio S ; Cerqueira, Vinicius S. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:40:y:2021:i:2:a:80292. Full description at Econpapers || Download paper |
| 2021 | How the publish-or-perish principle divides a science: the case of economists. (2021). Dalen, Hendrik P. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:2:d:10.1007_s11192-020-03786-x. Full description at Econpapers || Download paper |
| 2022 | Housing and credit misalignments in a two-market disequilibrium framework. (2022). Petrokait, Austja Petrokait ; Mikalinait-Jouvanceau, Ieva ; Karmelaviius, Jaunius. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022135. Full description at Econpapers || Download paper |
| 2021 | How the publish-or-perish principle divides a science: The case of economists. (2020). van Dalen, Hendrik. In: Other publications TiSEM. RePEc:tiu:tiutis:a6a5a855-bb5a-4d52-a841-377da4202553. Full description at Econpapers || Download paper |
| 2021 | Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Piffer, Michele ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-07. Full description at Econpapers || Download paper |
| 2021 | Estimating expected shortfall using a quantile function model. (2021). Cai, Yuzhi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4332-4360. Full description at Econpapers || Download paper |
| 2022 | Aggregate consumption and wealth in the long run: The impact of financial liberalization. (2022). Gardberg, Malin ; Pozzi, Lorenzo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:161-186. Full description at Econpapers || Download paper |
Michel Lubrano has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Michel Lubrano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1991 | Bayesian Diagnostics for Heterogeneity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 1991 | Bayesian diagnostics for heterogeneity.(1991) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1991 | Approximation des identités comptables dans les modéles spécifiés en logarithme In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009 In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Bayesian 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | A Bayesian Subjective Poverty Line, One Dollar a Day Revisited In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Bayesian Subjective Poverty Line, One Dollar a Day Revisited.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Bayesian Look at American Academic Wages: The Case of Michigan State University In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Bayesian Look at American Academic Wages: The Case of Michigan State University.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Bayesian Inference for TIP curves: An Application to Child Poverty in Germany In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Bayesian inference for TIP curves: an application to child poverty in Germany.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Bayesian Inference for TIP curves: An Application to Child Poverty in Germany.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Bayesian inference for TIP curves: an application to child poverty in Germany.(2020) In: The Journal of Economic Inequality. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Effect of Aspirations on Inequality: Evidence from the German Reunification using Bayesian Growth Incidence Curves.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Lie of the Weak: Inconsistent Corporate Social Responsibility Activities of Chinese Zombie Firms In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Lie of the weak: Inconsistent corporate social responsibility activities of Chinese zombie firms.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2020 | Lie of the Weak: Inconsistent Corporate Social Responsibility Activities of Chinese Zombie Firms.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2020 | Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Bayesian Inference for Parametric Growth Incidence Curves In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Bayesian Inference for Parametric Growth Incidence Curves.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Bayesian Inference for Parametric Growth Incidence Curves.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | The Bayesian approach to poverty measurement In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The Bayesian approach to poverty measurement.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | HUMAN CAPITAL, SOCIAL CAPITAL AND SCIENTIFIC RESEARCH IN EUROPE: AN APPLICATION OF LINEAR HIERARCHICAL MODELS In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 2013 | Human Capital, Social Capital and Scientific Research in Europe: an Application of Linear Hierarchical Models.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | Human capital, social capital and scientific research in Europe: an application of linear hierarchical models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | A Bayesian Measure of Poverty in the Developing World In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 0 |
| 2018 | A Bayesian Measure of Poverty in the Developing World.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1984 | Elicitation of prior information in single market disequilibrium models In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 0 |
| 1994 | Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 19 |
| 1996 | Identification restrictions and posterior densities in cointegrated Gaussian VAR system.(1996) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1996 | Bayesian Inference on GARCH Models using the Gibbs Sampler In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 106 |
| 1998 | Bayesian inference on GARCH models using the Gibbs sampler.(1998) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
| 1998 | Bayesian inference on GARCH models using the Gibbs sampler.(1998) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 106 | article | |
| 1996 | Bayesian Inference on GARCH Models Using the Gibbs Sampler..(1996) In: G.R.E.Q.A.M.. [Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
| 1997 | Bayesian option pricing using asymmetric GARCH In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 5 |
| 1997 | Bayesian Option Pricing Using Asymmetric GARCH.(1997) In: G.R.E.Q.A.M.. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1998 | Smooth transition GARCH models: a Bayesian perspective In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 12 |
| 2001 | Smooth Transition Garch Models : a Baysian Perspective.(2001) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1999 | Smooth Transition GARCH Models: a Bayesian perspective..(1999) In: G.R.E.Q.A.M.. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2000 | Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Ranking economics departments in Europe: a statistical approach In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 115 |
| 2003 | Ranking economics departments in Europe: a statistical approach.(2003) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2003 | Ranking Economics Departments in Europe: A Statistical Approach.(2003) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
| 2006 | Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market.(2007) In: LIDAM Reprints CORE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2006 | Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market.(2006) In: Discussion Papers (ECON - Département des Sciences Economiques). [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2007 | Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2009 | The tradeoff between growth and redistribution: ELIE in an overlapping generations model In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 2010 | The tradeoff between growth and redistribution: ELIE in an overlapping generations model.(2010) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1995 | Bayesian and classical econometric modeling of time series In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1999 | Trends and breaking points in the Bayesian econometric literature In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 2002 | Bayesian option pricing using asymmetric GARCH models In: LIDAM Reprints CORE. [Citation analysis] | paper | 29 |
| 2002 | Bayesian option pricing using asymmetric GARCH models.(2002) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2000 | Bayesian Option Pricing using Asymmetric Garch Models..(2000) In: G.R.E.Q.A.M.. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 1984 | Un modèle de production CES-Léontief pour lindustrie française In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1984 | Emploi et chômage en France de 1955 à 1982: un modèle macro-économique annuel avec rationnement In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1985 | Some aspects of prior elicitation problems in disequilibrium models In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1985 | Some aspects of prior elicitation problems in disequilibrium models.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1985 | Bayesian analysis of switching regression models In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 1 |
| 1985 | Bayesian analysis of switching regression models.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1986 | Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 7 |
| 1986 | Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity.(1986) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 1991 | Testing for Unit Roots Cointegration in a Bayesian Framework In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 1 |
| 1993 | Real Wages, Quantity Constraints and Equilibrium Unemployment : Belgium 1955-1988 In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 4 |
| 1994 | Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 5 |
| 2009 | The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Bayesian 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). [Full Text][Citation analysis] | paper | 0 |
| 2016 | Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2016 | Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 1996 | Unit roots tests and SARIMA models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2004 | Recent advances in Bayesian econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Density inference for ranking European research systems in the field of economics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1995 | Editors introduction Bayesian and classical econometric modeling of time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Testing for unit roots in a Bayesian framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2014 | Tournaments and Superstar Models: A Mixture of Two Pareto Distributions In: Research on Economic Inequality. [Full Text][Citation analysis] | chapter | 1 |
| 2014 | Tournaments and Superstar models: A Mixture of two Pareto distributions.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1991 | A Bayesian Approach to Misspecification Tests. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 1992 | Wage and Price Fromation Under External Constraint in France 1963-1989. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 1993 | Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 5 |
| 1996 | Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988..(1996) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1995 | Bayesain 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.. [Citation analysis] | paper | 0 |
| 1996 | Properties of Unit Root Tests for Models with Trend and Cycles. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 1996 | Bayesian Analysis of Nonlinear Time Series Models with Threshold. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 5 |
| 1998 | Bayesian Analysis of Nonlinear Time Series Models with a Threshold.(1998) In: G.R.E.Q.A.M.. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1996 | Properties of the ADF Unit Root Test for Models with Trends and Cycles. In: G.R.E.Q.A.M.. [Citation analysis] | paper | 1 |
| 1998 | TPS 4.4 An Old But Powerful Econometric Software In: G.R.E.Q.A.M.. [Citation analysis] | paper | 0 |
| 2016 | Simulation Estimation of Two?tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Simulation Estimation of Two?tiered Dynamic Panel Tobit Models with an Application to the labour Supply of Married Women: A Comment.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | A Bayesian look at American academic wages: From wage dispersion to wage compression In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | A Bayesian look at American academic wages: From wage dispersion to wage compression.(2020) In: The Journal of Economic Inequality. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | Optimal lockdowns for COVID?19 pandemics: Analyzing the efficiency of sanitary policies in Europe In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | On Kolms Theory of Macrojustice In: Post-Print. [Citation analysis] | paper | 0 |
| 2011 | Why Should We Debate the Theory of Macrojustice? In: Post-Print. [Citation analysis] | paper | 8 |
| 2008 | Introduction à léconométrie des mesures de pauvreté In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Redistributive Aspects of ELIE: a simulationapproach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The Econometrics of Industrial Organization In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2000 | Bayesian Inference in Dynamic Econometric Models In: OUP Catalogue. [Citation analysis] | book | 133 |
| 2009 | Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Modélisation bayésienne non linéaire du taux d’intérêt de court terme américain : l’aide des outils non paramétriques In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2014 | Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-based Multivariate Approach In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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