Access Statistics for Christophe Hurlin

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
20th Symposium on Monetary and Financial Economics 0 0 0 0 0 6 9 27
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 2 3 14
A DARE for VaR 0 0 0 0 0 1 4 12
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 1 7 11 430
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 1 2 265 1 5 12 650
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 5 15 172
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 2 8 14 126
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 1 2 9 0 7 16 34
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 4 6 21
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 0 6 12 97
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 7 14 59
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 5 9 629
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 2 9 62
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 15
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 2 5 29
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 2 17
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 2 28
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 5 31
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 20
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 1 3 5 23
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 6 31
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 3 6 36
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 3 8 42
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 21 2 5 14 101
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 25 0 3 10 128
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 14 21 382
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 2 6 41
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 4 8 44
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 2 26
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 3 5 34
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 1 7 39
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 2 4 12 614
Backtesting marginal expected shortfalland related systemic risk measures 1 2 3 6 1 3 14 25
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 1 7 10 26
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 3 4 30
Certify reproducibility with confidential data 0 0 0 0 0 3 9 14
CoMargin 0 0 0 159 0 5 11 458
CoMargin 0 0 0 0 0 6 12 16
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 2 7 7
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 1 2 1 5 13 16
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 3 8 16 495
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 3 5 37
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 0 0 7 29
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 3 7 0 4 13 53
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 4 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 0 3 8 103
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 3 95 0 4 13 174
Currency crises early warning systems: why they should be dynamic 0 0 5 328 3 8 19 731
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 2 8 21 96
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 2 6 11 132
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 1 3 48
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 4 8 101
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 1 5 8 72
Downgrading in the First Job: Who and Why 0 0 0 0 0 4 4 24
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 2 3 36
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 1 5 33
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 3 9 39
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 1 4 4 32
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 5 8 41
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 3 7 38
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 1 4 11 469
Explainable Performance 0 0 0 1 0 4 8 30
Explainable Performance 0 1 1 13 3 7 14 19
Extreme Financial Cycles 0 0 0 136 1 3 4 219
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 1 642 1 11 20 1,111
Forecasting High-Frequency Risk Measures 0 0 0 0 0 2 6 8
High-Frequency Risk Measures 0 0 0 232 0 3 10 630
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 0 6 12 226
How to Estimate Public Capital Productivity? 0 0 0 74 0 1 2 156
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 5 11 77
How to evaluate an Early Warning System ? 0 0 1 431 0 7 12 791
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 1 1 2 184 1 5 12 397
Implied Risk Exposures 0 0 0 179 0 3 6 384
Implied Risk Exposures 0 0 0 0 0 1 8 26
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 1 11 11 11
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 1 4 5 18
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 3 6 8 207
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 4 5 22
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 4 7 46
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 22
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 2 22
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 16
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 1 173 0 3 6 347
Is public capital really productive? A methodological reappraisal 0 0 0 0 1 4 9 35
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 0 4 7 3,759
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 1 4 6 46
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 4 84
Loss functions for LGD model comparison 0 0 0 147 4 6 13 356
Machine Learning and IRB Capital Requirements 0 0 0 2 0 3 4 15
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 2 2 15 2 8 18 30
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 8 0 1 9 20
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 4 15 58
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 0 6 10 50
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 2 3 5 70 5 14 37 200
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 2 4 134 2 13 28 278
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 1 1 2 39 3 7 31 138
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 6 9 14
Margin Backtesting 0 0 1 117 1 4 14 235
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 1 1 10 1 7 16 31
Modelling Financial Crises Mutation 0 0 0 11 0 3 6 74
Modèles Non Linéaires et Prévisions 0 0 0 131 0 2 2 345
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 1 1 9 20 6 9 31 83
Modèles non linéaires et prévisions 0 0 0 0 0 0 2 19
Modèles non linéaires et prévisions 0 0 0 0 0 2 4 22
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 3 4 20
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 3 4 20
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 1 9 19 818
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 2 43
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 3 6 48
Network effects and infrastructure productivity in developing countries 0 0 0 208 1 5 6 423
Network effects of the productivity of infrastructure in developing countries 0 0 2 941 0 9 17 1,878
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 1 1 19
Non-Standard Errors 0 0 2 44 1 13 38 471
Non-Standard Errors 0 0 0 27 3 5 21 166
Nonstandard Errors 0 0 0 0 5 6 28 28
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard Errors 0 0 0 0 0 2 16 16
Nonstandard errors 0 0 1 12 5 13 32 76
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 6 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 1 4 7 43
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 4 5 30
Reproducibility Certification in Economics Research 0 0 0 2 1 11 18 48
Reproducibility Certification in Economics Research 1 1 1 2 1 3 10 11
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 11 19 27
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 0 1 1 1 1 3 3 3
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 0 1 7 7 0 11 16 16
Risk Measure Inference 0 0 0 181 0 10 11 380
Risk Measure Inference 0 0 0 0 0 1 3 42
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 1 4 29 380
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 2 4 25
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 1 10 15 319
Second Generation Panel Unit Root Tests 1 3 17 546 7 24 99 1,682
Statistique et probabilités en économie-gestion 0 0 0 0 0 2 5 59
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 3 8 26
Systemic Risk Score: A Suggestion 0 0 0 42 0 5 7 84
Systemic Risk Score: A Suggestion 0 0 0 30 0 5 6 63
Systemic Risk Score: A Suggestion 0 0 0 0 0 2 5 20
Taux d'actualisation public, distorsions fiscales et croissance 0 0 1 3 2 4 9 1,010
Testing Convergence: A Panel Data Approach 0 0 0 0 0 3 8 16
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 1 7 46
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 4 9 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 2 11 99
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 3 57
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 50
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 1 4 13 91
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 3 5 45
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 5 8 27
Testing for Granger Non-causality in Heterogeneous Panels 1 2 14 1,698 4 16 52 4,149
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 10 18 241
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 1 10 523
The Collateral Risk of ETFs 0 0 2 82 1 5 15 306
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 2 9 12 187
The Economics of Computational Reproducibility 0 0 0 0 0 1 6 9
The Economics of Computational Reproducibility 0 0 0 14 1 5 6 13
The Fairness of Credit Scoring Models 0 1 1 4 7 16 35 39
The Fairness of Credit Scoring Models 0 1 1 6 4 22 37 52
The Fairness of Credit Scoring Models 0 1 2 39 2 13 26 73
The Fairness of Credit Scoring Models 0 0 0 0 1 5 15 47
The Fairness of Credit Scoring Models 0 0 0 0 2 10 17 17
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 5 9 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 10 46
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 8 40
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 5 73
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 3 11 44
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 6 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 3 7 86
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 1 25 0 3 11 169
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 3 6 51
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 5 15 18 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 4 10 41
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 2 549 1 6 18 1,138
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 2 5 23
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 1 4 9 661
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 1 1 1 1
The counterparty risk exposure of ETF investors 0 0 0 0 0 1 4 7
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 0 5 416
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 1 3 5 38
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 2 5 41
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 3 81 0 2 6 278
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 6 12 61
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 2 5 8 37
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 5 7 46
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 4 750 1 13 52 2,017
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 59 4 36 51 268
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 4 9 79
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 3 4 38
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 0 0 0
Un MEDAF à plusieurs moments réalisés 0 0 1 34 1 6 8 170
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 4 6 163
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 3 4 10
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 0 5 33
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 2 5 37
Un test de Validité de la Value-at-risk 0 0 0 0 0 3 5 26
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 6 9 22
Une Evaluation des Procédures de Backtesting 0 0 1 179 1 4 15 487
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 1 9 66
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 1 4 9 54
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 1 4 8 1,170
Une synthèse des tests de co-intégration sur données de panel 1 1 4 37 1 7 28 257
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 1 3 11 817
Une évaluation des procédures de Backtesting 0 0 0 7 0 5 9 55
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 3 3 25
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 1 5 6 34
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 6 8 22
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 7 9 10
What would Nelson and Plosser find had they used panel unit root tests? 0 0 5 182 0 2 17 411
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 6 14 224
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 1 6 14 381
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 16 28 320
Why don't banks lend to Egypt's private sector ? 0 0 0 109 1 5 7 248
Total Working Papers 10 32 150 13,444 167 1,018 2,339 43,531
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DARE for VaR 0 0 0 20 1 5 9 103
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 160 1 3 10 356
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 2 3 5 12 3 7 28 51
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 1 5 12 354
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 2 14 217
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 0 5 7 8
CoMargin 0 0 0 15 0 2 6 120
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 2 5 4 9 23 31
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 2 3 6 176
Currency crisis early warning systems: Why they should be dynamic 0 2 3 73 0 3 7 183
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 4 7 111
Downgrading in the first job: who and why? 0 0 0 29 0 2 7 157
Energy demand models: a threshold panel specification of the 'Kuznets curve' 1 1 1 178 1 4 5 375
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 4 51 1 2 8 159
Extreme Financial cycles 0 0 0 26 0 5 6 89
Forecasting High‐Frequency Risk Measures 0 0 0 19 1 4 8 51
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 2 6 309 3 8 22 691
Implied Risk Exposures 1 1 1 10 2 7 14 82
Is public capital really productive? A methodological reappraisal 0 0 0 36 0 6 10 104
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 2 3 85 0 3 5 217
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 3 44 1 5 8 170
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 1 4 10 65
Le partage de la valeur ajoutée dans le cycle 0 0 1 38 0 3 5 144
Loss functions for Loss Given Default model comparison 0 0 1 39 1 12 18 149
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 0 2 8 53
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 3 13 72 20 48 134 395
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 6 13 115
Nonstandard Errors 2 2 13 44 5 16 62 172
Pitfalls in systemic-risk scoring 0 0 1 39 1 2 6 176
Risk Measure Inference 0 0 0 6 0 3 7 52
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 4 10 81
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 4 6 21
Testing Convergence: A Panel Data Approach 0 1 3 72 0 6 17 190
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 3 7 54
Testing for Granger non-causality in heterogeneous panels 3 11 55 1,197 23 76 281 4,028
The Fairness of Credit Scoring Models 0 0 0 0 3 3 3 3
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 0 2 321 1 5 21 836
The Risk Map: A new tool for validating risk models 0 0 0 55 1 4 8 259
The counterparty risk exposure of ETF investors 0 0 1 41 1 7 15 148
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 2 7 7
Un MEDAF à plusieurs moments réalisés 0 0 0 71 2 5 7 266
Un test de validité de la Value at Risk 0 0 1 74 1 4 10 198
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 1 1 100 0 3 5 278
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 1 9 16 81
Une synthèse des tests de cointégration sur données de panel 1 1 1 22 1 8 15 192
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 24 0 2 12 199
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 2 7 11 78
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 4 7 32
What would Nelson and Plosser find had they used panel unit root tests? 0 0 1 38 0 10 18 177
Where the Risks Lie: A Survey on Systemic Risk 2 6 21 240 10 22 77 873
Why don't banks lend to Egypt's private sector? 0 0 1 24 0 3 8 85
Total Journal Articles 15 37 151 3,886 97 381 1,046 13,212

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Development and Energy Intensity: A Panel Data Analysis 0 0 0 0 2 7 9 21
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 1 5 14 24
Total Chapters 0 0 0 5 3 12 23 45

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