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A smooth transition long-memory model
Aloy, Marcel; Dufrénot, Gilles; Lai-Tong, Charles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10009740335
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Testing catching-up between the developing countries : "growth resistance" and sometimes "growth tragedy"
Dufrénot, Gilles; Mignon, Valérie; Naccache, Théo - In: Bulletin of economic research 64 (2012) 4, pp. 470-508
Persistent link: https://www.econbiz.de/10009722630
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Modeling the French consumption functions using SETAR models
Dufrénot, Gilles (contributor);  … - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072890
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Persistence in the CEEC's exchange rate misalignments : an empirical analysis based on FI-STARMA models
Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436004
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SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed; Péguin-Feissolle, Anne; Terraza, Michel - In: Computational economics 41 (2013) 2, pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
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Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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Tests of the constancy of conditional correlations of unknown functional form in multivariate GARCH models
Péguin-Feissolle, Anne; Sanhaji, Bilel - In: Annals of economics and statistics 123/124 (2016), pp. 77-101
Persistent link: https://www.econbiz.de/10011592735
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Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas; Flachaire, Emmanuel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
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Testing real convergence in the ECOWAS countries in presence of heterogeneous long-run growths : a panel data study
Dufrénot, Gilles (contributor); Sanon, Gilles (contributor) - 2005
Persistent link: https://www.econbiz.de/10003313217
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Financial integration and growth correlation in Sub-Saharan Africa
Acalin, Julien; Cabrillac, Bruno; Dufrénot, Gilles; … - 2015
Persistent link: https://www.econbiz.de/10011305194