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Kernel Based Nonlinear Canonical Analysis
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005571942
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Efficient GMM Estimation Using the Empirical Characteristic Function
Carrasco, Marine; Florens, Jean-Pierre - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005571950
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Kernel Based Nonlinear Canonical Analysis and Time Reversibility
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005703975
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Factor ARMA Representation of a Markov Process
Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005704055
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Nonparametric Instrumental Regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005704066
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Duration Models and Point Processes
Florens, Jean-Pierre; Fougère, Denis; Pouget, Julien; … - Centre de Recherche en Économie et Statistique … - 2007
This survey is devoted to the statistical analysis of duration models and pointprocesses. The first section introduces specific concepts and definitions forsingle-spell duration models. Section two is devoted to the presentation ofconditional duration models which incorporate the effects of...
Persistent link: https://www.econbiz.de/10005704098