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
Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models
CREST Working Papers Series No. 2022-06
by Christian Francq and Jean-Michel Zakoïan
Home Ownership, Labour Market Transitions and Earnings
CREST Working Papers Series No. 2022-05
by Carole Brunet, Thierry Kamionka and Guy Lacroix
Peer Competition: Evidence from 5- to 95-Year-olds
CREST Working Papers Series No. 2022-04
by José De Sousa and Benoît Schmutz