Access Statistics for Alain Trognon

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 La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death 0 0 1 64 0 0 4 649
An Econometric Analysis of Household Portfolio Allocation 0 0 0 38 0 0 1 77
Composition des portefeuilles des ménages: une analyse scores sur données françaises 0 0 0 0 0 0 0 359
Dynamique des taux de change: Prise en compte de differents regimes de formation et determination de regresseurs optimaux 0 0 0 0 0 0 1 614
Estimation and test in probit models with serial correlation 1 3 17 20 2 7 24 793
From a hicks-grandmont temporary equilibrium to a rational expectations equilibrium and conversely 0 1 2 2 0 4 5 139
General approach of serial correlation (a) 0 0 1 1 0 0 1 214
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 0 212 0 1 4 633
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 1 4 7 36
On the Residual Dynamics Implied by Rational Expectations Hypothesis 0 0 0 0 0 0 0 104
On the Residual Dynamics Implied by Rational Expectations Hypothesis 0 0 0 6 0 0 0 54
Pseudo maximum likelihood methods: theory 2 4 24 30 4 13 61 990
Pseudo maximum lilelihood methods: applications to poisson models 0 0 2 6 1 1 11 526
Simulated residuals 0 0 1 1 1 2 5 249
The Portfolio Composition of Households: A Scoring Analysis from French Data 0 0 0 17 0 0 0 50
Total Working Papers 3 8 48 411 9 32 124 5,487


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Approach to Serial Correlation 0 0 0 17 0 1 5 54
A note on autoregressive error components models 0 2 12 161 0 3 18 368
Bocaux hier, congélateur aujourd'hui 0 0 0 2 0 0 0 35
Estimation of an Error in Variable Autoregressive Model 0 0 0 2 0 1 1 14
Estimation of an Error in Variable Autoregressive Model 0 0 0 4 0 0 1 16
Generalised residuals 3 10 61 806 7 22 107 1,391
Introduction 0 3 11 11 0 5 24 27
Invariant tests based on M -estimators, estimating functions, and the generalized method of moments 0 0 0 0 0 1 4 7
L'Héterogénéité en économétrie / Heterogeneity in Econometrics 0 0 1 1 0 0 1 5
L'économétrie des panels en perspective 0 0 1 27 2 2 6 82
La percée de la télé-couleur 0 0 0 3 0 1 1 53
Le mythe du nouveau consommateur 0 0 0 4 0 0 1 46
Les méthodes du pseudo-maximum de vraisemblance 0 0 0 0 0 0 1 9
Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models 0 0 1 60 0 0 4 266
Présentation générale 1 1 2 7 1 1 2 19
Pseudo Maximum Likelihood Methods: Applications to Poisson Models 0 1 8 851 1 2 34 2,211
Pseudo Maximum Likelihood Methods: Theory 2 6 26 1,392 4 12 61 3,273
Simulated residuals 0 0 1 140 0 0 3 244
Specification pre-test estimator 0 0 0 39 0 0 1 155
Testing nested or non-nested hypotheses 0 1 1 123 0 1 6 288
Total Journal Articles 6 24 125 3,650 15 52 281 8,563


Statistics updated 2018-08-04