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Solutions of linear rational expectations models
Broze, Laurence - In: Econometric theory 1 (1985) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001072751
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Solutions of multivariate rational expectations models
Broze, Laurence - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10001185254
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Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence - In: Journal of econometrics 85 (1998) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
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Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence; Gouriéroux, Christian - 1995
Persistent link: https://www.econbiz.de/10000919516
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Covariance estimators and adjusted pseudo maximum likelihood method
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10013452779
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430412
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Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - In: Economics letters 71 (2001) 3, pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
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Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001514932
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Quasi-indirect inference for diffusion processes
Broze, Laurence - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10001245312