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Laurence BROZE
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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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