Actions
Incoming Resources
- From a Hicks-Grandmont temporary equilibrium to a rational expectations equilibrium and conversely
- Estimation robuste dans les processus stationnaires discrets
- A la recherche des moments perdus, covariance models for unbalanced panels with endogenous death
- Parameter of interest, nuisance parameter and orthogonality conditions, an application to autoregressive error component models
- An econometric analysis of household portfolio allocation
- La robustesse statistique, I, Generalites, outils, definitions
- Generalised residuals
- A la recherche des moments perdus, covariance models for unbalanced panels with endogenous death
- The portfolio composition of households, a scoring analysis from French data
- La robustesse statistique, II, Les M, L, R-estimateurs
- On the residual dynamics implied by the rational expectations hypothesis