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~person:"Lardic, Sandrine"
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Lardic, Sandrine
Mignon, Valérie
219
Palma, A. de
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Couharde, Cécile
35
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35
Dufrénot, Gilles
22
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ECONIS (ZBW)
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Les tests de mémoire longue appartiennent-ils au "camp du démon"?
Lardic, Sandrine
- In:
Revue économique : revue bimestrielle
47
(
1996
)
3
,
pp. 531-540
Persistent link: https://www.econbiz.de/10001334260
Saved in:
2
Long-term memory and chaos : a note
Abraham-Frois, Gilbert
- In:
Non-linear dynamics and endogenous cycles
,
(pp. 185-201)
.
1998
Persistent link: https://www.econbiz.de/10001323727
Saved in:
3
Essai de mesure du "degré" de mémoire longue des séries : l'exemple de la modélisation ARFIMA
Lardic, Sandrine
- In:
Economie appliquée : archives de l'Institut de …
50
(
1997
)
2
,
pp. 161-195
Persistent link: https://www.econbiz.de/10001250288
Saved in:
4
Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
Saved in:
5
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
6
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
7
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
8
Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907185
Saved in:
9
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
Lardic, Sandrine
;
Mignon, Valérie
- In:
Economie appliquée : archives de l'Institut de …
56
(
2003
)
2
,
pp. 205-237
Persistent link: https://www.econbiz.de/10001775037
Saved in:
10
Coi͏̈ntégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
- In:
Revue économique : revue bimestrielle
55
(
2004
)
3
,
pp. 449-458
Persistent link: https://www.econbiz.de/10002068730
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