Access Statistics for Michel Lubrano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Misspecification Tests 0 0 0 0 0 0 3 367
Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift 0 0 0 0 0 1 3 1,282
Bayesain Tests for Co-Integration in the Case of Structural Breaks: An Application to the Analysis of Wages Moderation in France 0 0 0 0 0 0 0 233
Bayesian Analysis of Nonlinear Time Series Models with Threshold 0 0 0 1 1 1 4 1,041
Bayesian Analysis of Nonlinear Time Series Models with a Threshold 0 0 0 0 1 2 10 1,127
Bayesian Inference in Dynamic Disequilibrium Models: an Application to the Polish Credit Market 0 0 4 124 0 0 13 361
Bayesian Inference on GARCH Models Using the Gibbs Sampler 0 0 0 1 1 3 13 1,629
Bayesian Inference on GARCH Models using the Gibbs Sampler 0 0 5 25 1 1 13 1,073
Bayesian Option Pricing Using Asymmetric GARCH 0 0 0 0 0 0 2 1,541
Bayesian Option Pricing using Asymmetric Garch Models 0 0 0 2 1 2 35 919
Bayesian Tests for Co-Integration in the Case of Structural Breaks: An Application to the Analysis of Wage Moderation in France 0 0 0 0 0 0 3 12
Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009 0 5 12 30 1 9 34 88
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market 0 0 3 15 2 4 18 74
Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools 0 0 0 21 2 5 15 392
Bayesian option pricing using asymmetric GARCH 0 1 2 17 0 1 5 37
EXPLICIT SOLUTIONS FOR THE ASYMPTOTICALLY-OPTIMAL BANDWIDTH IN CROSS VALIDATION 0 0 1 25 0 0 2 43
Elicitation of prior information in single market disequilibrium models 0 0 0 0 0 0 0 10
Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation 0 0 3 29 0 0 7 66
Human capital, social capital and scientific research in Europe: an application of linear hierarchical models 0 1 6 67 1 4 17 80
Identification Restrictions and Posterior Densities in Cointegrated Gaussian VAR Systems 1 2 4 18 1 2 6 111
Inequality decomposition using the Gibbs output of a Mixture of lognormal distributions 0 1 7 42 0 2 14 82
Introduction à l'économétrie des mesures de pauvreté 0 0 3 115 0 0 7 317
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations 2 2 4 53 2 3 11 182
Properties of Unit Root Tests for Models with Trend and Cycles 0 0 0 0 0 1 3 917
Properties of the ADF Unit Root Test for Models with Trends and Cycles 0 0 0 6 1 10 28 2,873
Ranking economics departments in Europe: a statistical approach 0 2 15 218 2 6 62 605
Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium 1955-1988 0 0 0 0 1 2 10 405
Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988 0 0 0 0 0 0 2 639
Smooth Transition GARCH Models: a Bayesian perspective 0 0 0 0 0 1 18 448
Smooth Transition Garch Models: a Baysian Perspective 0 0 0 24 0 2 6 77
Smooth transition GARCH models: a Bayesian perspective 0 0 1 29 0 2 8 506
TPS 4.4 An Old But Powerful Econometric Software 0 0 0 0 1 2 5 985
Testing for Unit Roots Cointegration in a Bayesian Framework 0 0 0 0 0 0 5 196
The Redistributive Aspects of ELIE: a simulationapproach 0 0 0 8 0 1 2 20
The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model 0 0 2 52 0 1 6 109
The Tradeoff Between Growth and Redistribution: ELIE in an Overlapping Generations Model 0 0 6 67 0 1 24 208
The tradeoff between growth and redistribution: ELIE in an overlapping generations model 0 0 1 13 0 1 2 48
Wage and Price Fromation Under External Constraint in France 1963-1989 0 0 0 0 0 0 1 263
Total Working Papers 3 14 79 1,002 19 70 417 19,366


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models 0 2 3 44 0 3 13 136
Approximation des identités comptables dans les modéles spécifiés en logarithme 0 0 0 3 0 0 3 15
Bayesian Diagnostics for Heterogeneity 0 0 0 3 1 2 11 20
Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market 0 0 6 49 0 2 16 154
Bayesian analysis of switching regression models 0 1 1 23 0 1 5 42
Bayesian inference on GARCH models using the Gibbs sampler 0 0 0 2 0 2 12 1,094
Bayesian option pricing using asymmetric GARCH models 0 0 5 218 0 0 22 423
Density inference for ranking European research systems in the field of economics 0 0 0 22 1 1 3 112
Editors' introduction Bayesian and classical econometric modeling of time series 0 0 0 43 0 0 1 141
Fonctions de production et biais d'agrégation 0 0 1 11 0 0 4 57
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations 1 1 12 43 4 6 34 118
Modélisation bayésienne non linéaire du taux d’intérêt de court terme américain: l’aide des outils non paramétriques 0 1 2 21 0 2 9 97
Ranking Economics Departments in Europe: A Statistical Approach 0 2 9 1,238 0 3 16 4,390
Real Wages, Quantity Constraints and Equilibrium Unemployment: Belgium, 1955-1988 0 0 0 0 0 0 5 698
Recent advances in Bayesian econometrics 0 0 0 66 0 1 1 143
Some aspects of prior elicitation problems in disequilibrium models 0 0 0 7 1 1 4 26
Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity 0 1 1 48 0 1 2 206
Testing for unit roots in a Bayesian framework 0 0 2 54 0 0 4 106
The Econometrics of Industrial Organization 0 5 14 187 0 6 25 369
Unit roots tests and SARIMA models 0 1 2 116 0 3 7 338
Total Journal Articles 1 14 58 2,198 7 34 197 8,685


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Dynamic Econometric Models 0 0 0 0 1 9 52 171
Total Books 0 0 0 0 1 9 52 171


Statistics updated 2014-11-03