CREST Working Papers Series No. 2022-12
by Christian Belzil, Jörgen Hansen and Xingfei Liu
Estimating dynamic systemic risk measures
CREST Working Papers Series No. 2022-11
by Loïc Cantin, Christian Francq and Jean-Michel Zakoïan
Les déterminants du consentement à l’impôt en France: Analyse de l’enquête du Conseil des prélèvements obligatoires 2021
CREST Working Papers Series No. 2022-10
by Pierre Boyer, Thibault Ingrand and Christophe Strassel
Inference on Multiplicative Component GARCH without any Small-Order Moment
CREST Working Papers Series No. 2022-09
by Christian Francq, Baye Matar Kandji and Jean-Michel Zakoian
Dealing with Logs and Zeros in Regression Models
CREST Working Papers Series No. 2022-08
by Christophe Bellego and David Benatia and Louis-Daniel Pape
Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models
CREST Working Papers Series No. 2022-07