Access Statistics for Laurence Broze

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
Analyse critique des rapport des SPPS sur la recherche industrielle en Belgique 0 0 0 0 0 0 1 34
Analyse économique de l'équilibre financier de l'assurance-maladie: détermination des principaux facteurs explicatifs 0 0 0 1 0 2 4 30
Bulles spéculatives et transmission d'information sur le marché d'un bien stockable 0 0 0 1 1 5 6 71
Computation of multipliers in multivariate rational expectations models 0 0 0 0 1 4 6 150
Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method 0 0 0 8 0 3 5 186
Discrimination spatiale des femmes et ségrégation sur le marché du travail: l'exemple de Bruxelles 0 0 0 0 1 5 7 21
Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes 0 0 0 7 0 1 7 38
Efficient use of higher-lag autocorrelations for estimating autoregressive processes 0 0 0 6 2 7 11 34
Estimation of a latent linear model based on the rank statistics of the dependent variable 0 0 0 3 0 1 3 31
Exponential smoothing: estimation by maximum likelihood 0 0 0 1 0 1 4 72
Forecast Intervals in ARCH Exponential Smoothing 0 0 0 13 0 1 4 110
Forme réduite d'un modèle général à anticipations rationnelles 0 0 0 0 0 1 1 30
Identification & consistent estimation of multi-variate linear models with rational expectations of current variables 0 0 0 1 0 2 4 119
Lissage exponentiel généralisé 0 0 0 1 0 0 0 50
Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes 0 0 0 17 2 7 11 282
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes 0 0 0 1 0 2 3 30
On Econometric Models with Rational Expectations 0 0 0 1 0 1 3 24
On Linear Models with Rational Expectations which Admit a Unique solution 0 0 0 0 3 18 20 48
On Solutions of Linear Models with Rational Expectations 0 0 0 1 2 5 9 37
On econometric models with rational expectations 0 0 0 0 0 2 4 34
On invisible trade relations between Mesopotamian cities during the Third Millennium B.C 0 0 0 0 1 1 4 24
On invisible trade relations between Mesopotamian cities during the third millennium B.C 0 0 0 6 1 3 9 68
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators 0 0 0 2 1 1 4 20
Quasi Indirect Inference for Diffusion Processes 0 0 0 9 0 3 8 59
Quasi-indirect inference for diffusion processes 0 0 0 0 0 4 6 31
Reduced Forms of Rational Expectations Models 0 1 1 7 0 3 4 78
Reduction and identification of simultaneous equations models with rational expectations 0 0 0 4 0 2 6 159
Solutions des modèles linéaires à anticipations rationnelles 0 0 1 1 0 2 7 43
Solutions of Dynamic Linear Rational Expectations Models 0 0 0 0 0 3 4 49
Solutions of Multivariate Rational Expectations Models 0 0 0 0 1 4 10 67
Solutions of dynamic linear rational expectations models 0 0 0 7 0 3 14 196
Solutions of multivariate rational expectations models 0 0 0 10 3 6 8 40
Speculative Bubbles and Exchange of Information on the Market of a Storable Good 0 0 0 0 1 1 4 37
Testing for Continuous-Time Models of the Short-Term Interest Rate 0 0 0 10 2 21 29 355
Testing for continuous-time models of the short-term interest rate 0 0 0 3 0 6 7 43
The Econometric Analysis of Non-Uniqueness in Rational Expectations Models 0 0 0 0 0 2 4 65
Total Working Papers 0 1 2 121 22 133 241 2,765


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyse des résultats financiers de l'assurance-soins de santé 0 0 0 4 0 2 2 25
Bulles spéculatives et transmission d’information sur le marché d’un bien stockable 0 0 0 16 5 33 37 119
Efficient use of higher‐lag autocorrelations for estimating autoregressive processes 0 0 0 0 0 2 4 7
Estimation de modèles de la structure par terme des taux d'intérêt 0 0 0 17 0 2 4 76
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes 0 0 0 11 0 3 5 74
On linear models with rational expectations which admit a unique solution 0 0 0 22 0 7 13 105
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators 0 0 0 60 0 9 13 166
QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES 0 0 0 25 0 8 10 95
Solutions of Linear Rational Expectations Models 0 0 0 19 0 4 8 72
Solutions of multivariate Rational Expectations Models 0 0 0 28 0 6 10 93
Testing for continuous-time models of the short-term interest rate 0 0 1 132 1 8 18 313
Total Journal Articles 0 0 1 334 6 84 124 1,145


Statistics updated 2026-04-09