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Updated: 10/12/2008 09:56 

  Laurence BROZE 

Université Lille III Charles-de-Gaulle
GREMARS - Groupe de Recherches 'Modélisation Appliquée à la Recherche en Sciences Sociales'
Professeur, mathématiques appliquées
B.P. 149
59653 Villeneuve d'Ascq cedex
FRANCE


Related authors  

FRANCQ, Christian
ZAKOIAN, Jean-Michel
GOURIEROUX, Christian
SCAILLET, Olivier


 Working papers and articles: (4)

 Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes   
BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel (2001)

 Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators   
BROZE, Laurence & GOURIEROUX, Christian (1998)

 Quasi-Indirect Inference For Diffusion Processes   
BROZE, Laurence & SCAILLET, Olivier & Zako an, Jean-Michel (1998)

 Testing for continuous-time models of the short-term interest rate   
BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel (1995)





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