Publications

by members of

UFR Mathématiques Sciences Économiques et Sociales
Université Charles-de-Gaulle (Lille 3)
Lille, France

(Faculty of Mathematics, Economics and Social Sciences, )

Working papers

2009

1. Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany. [Downloadable!]
2. Boubacar Mainassara, Yacouba & Francq, Christian, 2009. "Estimating structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper 15141, University Library of Munich, Germany. [Downloadable!]
3. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany. [Downloadable!]
4. Amendola, Alessandra & Francq, Christian, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany. [Downloadable!]
5. Francq, Christian & Zakoian, Jean-Michel, 2009. "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper 15147, University Library of Munich, Germany. [Downloadable!]
6. Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009. "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper 16893, University Library of Munich, Germany. [Downloadable!]
7. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Riots, Battles and Cycles," Cahiers de recherche 09-01, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 05 Apr 2009. [Downloadable!]
8. Stéphane Auray & Aurélien Eyquem & Jean-Christophe Poutineau, 2009. "Inflation Targets in a Monetary Union with Endogenous Entry," Cahiers de recherche 09-02, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
9. Stéphane Auray, 2009. "Monnaie, Consommation et Substitution Intertemporelle," Cahiers de recherche 09-04, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
10. Stéphane Auray & Beatriz de Blas & Aurélien Eyquem, 2009. "Ramsey Policies in a Small Open Economy with Sticky Prices and Capital," Cahiers de recherche 09-12, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
11. Stephane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Working Papers 09005, Concordia University, Department of Economics. [Downloadable!]
12. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche 09-17, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
13. Stéphane Auray & Paul Gomme & Shen Guo, 2009. "Nominal Rigidities, Monetary Policy and Pigou Cycles," Cahiers de recherche 09-18, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
14. Stéphane Auray & Beatriz de Blas, 2009. "On Stickiness, Cash in Advance, and Persistence," Cahiers de recherche 09-19, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
15. Stéphane Auray & Samuel Danthine, 2009. "Bargaining Frictions, Labor Income Taxation, and Economic Performance," Cahiers de recherche 09-20, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]

2008

1. Christian Francq ; Jean-Michel Zakoïan, 2008. "Can One Really Estimate Nonstationary GARCH Models ?," Working Papers 2008-06, Centre de Recherche en Economie et Statistique, revised Jun 2008. [Downloadable!]
2. Christian Francq ; Jean-Michel Zakoïan, 2008. "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers 2008-04, Centre de Recherche en Economie et Statistique, revised Apr 2008. [Downloadable!]
3. Christian Francq ; Jean-Michel Zakoïan, 2008. "Barlett’s Formula for Non Linear Processes," Working Papers 2008-05, Centre de Recherche en Economie et Statistique, revised May 2008. [Downloadable!]
4. Christian Francq ; Jean-Michel Zakoïan, 2008. "A Tour in the Asymptotic Theory of GARCH Estimation," Working Papers 2008-03, Centre de Recherche en Economie et Statistique, revised Mar 2008. [Downloadable!]
5. Christian Francq ; Jean-Michel Zakoïan, 2008. "Estimating ARCH Models when the Coefficients are Allowed to be Equal to Zero," Working Papers 2008-07, Centre de Recherche en Economie et Statistique, revised Jul 2008. [Downloadable!]
6. Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany. [Downloadable!]
7. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany. [Downloadable!]
8. André De Palma & Moez Kilani & Michel De Lara & Serge Piperno, 2008. "Cordon pricing in the Monocentric city model: Theory and application to Ile-de- France," Working Papers hal-00348437_v1, HAL. [Downloadable!]
9. Michel De Lara & André De Palma & Moez Kilani & Serge Piperno, 2008. "Congestion pricing and long term urban form: Application to Ile-de-France," Working Papers hal-00348439_v2, HAL. [Downloadable!]
10. Stéphane Auray & Aurélien Eyquem & Jean-Christophe Poutineau, 2008. "The Welfare Gains of Trade Integration in the European Monetary Union," Cahiers de recherche 08-10, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
11. Stéphane Auray & Aurélien Eyquem, 2008. "Effets des chocs asymétriques en union monétaire avec marchés financiers incomplets," Cahiers de recherche 08-13, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
12. Stéphane Auray & Aurélien Eyquem & Jean-Christophe Poutineau, 2008. "The Extensive Margin of Trade under Alternative Monetary Policy Regimes," Cahiers de recherche 08-09, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
13. Stéphane Auray & Samuel Danthine, 2008. "Bargaining Frictions, Labor Income Taxation and Economic Performance," Cahiers de recherche 0803, CIRPEE. [Downloadable!]
14. Stéphane Auray & Thomas Mariotti & Fabien Moizeau, 2008. "Dynamic Regulation of Quality," Cahiers de recherche 08-11, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
15. Stéphane Auray & Samuel Danthine, 2008. "Bargaining Frictions, Labor Income Taxation and Economic Performance," Working Papers 2008-1, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center. [Downloadable!]
16. Stéphane Auray (GREMARS - University of Lille 3) & Aurélien Eyquem (CREM – CNRS - University of Rennes 1), 2008. "On financial markets inclompleteness, price stickyness and welfare in a monetary union ?," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 200802, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS. [Downloadable!]
17. Stéphane Auray & Aurélien Eyquem & Jean-Christophe Poutineau, 2008. "Régimes de politique monétaire et effet de variété," Cahiers de recherche 08-19, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 27 Apr 2009. [Downloadable!]
18. Stéphane Auray & Aurélien Eyquem, 2008. "On Financial Markets Incompleteness, Price Stickiness, and Welfare in a Monetary Union," Cahiers de recherche 08-16, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 01 Sep 2009. [Downloadable!]
19. Blancard, S. & Boussemart, J.P. & Briec, W. & Kerstens, K., 2008. "Technology Adoption in French Agriculture and the Role of Financial Constraints," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44160, European Association of Agricultural Economists. [Downloadable!]
20. Blancard, S. & Boussemart, J.P. & Crainich, D. & Leleu, H., 2008. "How can allocative inefficiency reveal risk preference? An empirical investigation on French wheat farms," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44208, European Association of Agricultural Economists. [Downloadable!]

2007

1. André de Palma & Moez Kilani & Robin Lindsey, 2007. "The economics of truck toll lanes," THEMA Working Papers 2007-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
2. Auray, Stephane & de Blas, Beatriz, 2007. "On Stickiness, Cash in Advance, and Persistence," Working Papers in Economic Theory 2007/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History). [Downloadable!]
3. Stéphane Auray & Aurélien Eyquem, 2007. "On Financial Markets Incompleteness, Price Stickiness, and Welfare in a Monetary Union," Cahiers de recherche 0748, CIRPEE. [Downloadable!]

2006

1. Christian Francq & Jean-Michel Zakoïan, 2006. "Inference in GARCH when some coefficients are equal to zero," Computing in Economics and Finance 2006 64, Society for Computational Economics. [Downloadable!]
2. Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006. "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006 63, Society for Computational Economics.
3. Andre De Palma & Moez Kilani & Robin Lindsey, 2006. "The Economics of Truck Toll Lanes," ERSA conference papers ersa06p896, European Regional Science Association. [Downloadable!]
4. Auray, Stéphane & Mariotti, Thomas & Moizeau, Fabien, 2006. "Dynamic Regulation of Quality," IDEI Working Papers 397, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
5. Stéphane Auray & Thomas Mariotti & Fabien Moizeau, 2006. "Dynamic Regulation of Public Good Quality," Cahiers de recherche 0610, CIRPEE. [Downloadable!]

2005

1. Stéphane Auray & Samuel Danthine, 2005. "Bargaining Frictions and Hours Worked," IZA Discussion Papers 1722, Institute for the Study of Labor (IZA). [Downloadable!]
2. Samuel Danthine & Stéphane Auray, 2005. "A welfare analysis of bargaining frictions," Computing in Economics and Finance 2005 110, Society for Computational Economics.

2004

1. Auray, Stéphane & Fève, Patrick, 2004. "Do Models with Exogenous Money Supply Produce a Taylor Rule like Behavior ?," IDEI Working Papers 271, Institut d'Économie Industrielle (IDEI), Toulouse.
2. Samuel Danthine & Stephane Auray, 2004. "Staggered Bargaining and Hours Worked," 2004 Meeting Papers 301, Society for Economic Dynamics. [Downloadable!]

2003

1. Auray, Stéphane & Fève, Patrick, 2003. "Money Growth and Interest Rate Rules : Is There an Observational Equivalence?," IDEI Working Papers 232, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
2. Auray, Stéphane & Fève, Patrick, 2003. "Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule?," IDEI Working Papers 231, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]

2000

1. Christian Francq ; Jean-Michel Zakoïan, 2000. "Stationarity of Multivariate Markov-Switching ARMA Models," Working Papers 2000-32, Centre de Recherche en Economie et Statistique. [Downloadable!]
2. Christian Francq ; Jean-Michel Zakoïan, 2000. "Estimating Stochastic Volatility Models : A New Approach Based on ARMA Representations," Working Papers 2000-47, Centre de Recherche en Economie et Statistique. [Downloadable!]
3. BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel, 2000. "Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," CORE Discussion Papers 2000033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

1999

1. Auray, Stéphane & Collard, Fabrice & Fève, Patrick, 1999. "Habit Persistence and Beliefs," IDEI Working Papers 108, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2001. [Downloadable!]
2. MAIRESSE, Franois & VANDEN EECKAUT, Philippe, 1999. "Museum assessment and FDH technology: a global approach," CORE Discussion Papers 1999038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

1998

1. KERSTENSÊ, Kristiaan & VANDEN EECKAUT, Philippe, 1998. "Distinguising technical and scale efficiency on non-convex and convex technologies: theoretical analysis and empirical illustrations," CORE Discussion Papers 1998055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

1997

1. KERSTENSÊ, Kristiaan & VANDEN EECKAUT, Philippe, 1997. "Estimating returns to scale using nonparametric deterministic technologies : a new method based on goodness-of-fit," CORE Discussion Papers 1997013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1996

1. ELÊBABSIRIÊÊ, Mohamed, & ZAKOIAN, Jean-Michel, 1996. "Contemporaneous Asymmetry in Weak GARCH Processes," CORE Discussion Papers 1996004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. TRIANTISÊ, Konstantinos & VANDENÊEECKAUTÊ, Philippe, 1996. "Fuzzy Pairwise Dominance and Implications for Technical Efficiency Performance Assessment," CORE Discussion Papers 1996036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1995

1. KERSTENSÊ , Kris & VANDENÊEECKAUTÊ, Philippe, 1995. "Technical Efficiency Measures on DEA and FDH : A Reconsideration of the Axiomatic Literature," CORE Discussion Papers 1995013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1994

1. VANDENÊEECKAUTÊ , Philippe & WUNSCH, Pierre, 1994. "Noise vs Inefficiency. Evidence from Mass Transit," CORE Discussion Papers 1994051, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. FERRIERÊ , GaryÊ & KERSTENSÊ, Kris & VANDENÊEECKAUTÊ, Philippe, 1994. "Radial and Nonradial Technical Efficiency Measures on a DEA Reference Technology : A Comparison using US Banking Data," CORE Discussion Papers 1994023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1991

1. Vanden Eeckaut, Ph. & Tulkens, H. & Jamar, M-A., 1991. "A Study of Cost-Efficiency and Returns to Scale for 235 Municipalities in Belgium," CORE Discussion Papers 1991058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. Tulkens, H. & Vanden Eeckaut, Ph., 1991. "Non-frontier measures of efficiency, progress and regress," CORE Discussion Papers 1991055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

1. Christian Francq & Michel Roussignol & Jean-Michel Zakoian, . "Conditional heteroskedasticity driven by hidden Markov chains," Sonderforschungsbereich 373 1998-86, Humboldt Universitaet Berlin.
2. Laurence Broze ; Christian Francq ; Jean-Michel Zakoïan, . "Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes," Working Papers 99-56, Centre de Recherche en Economie et Statistique. [Downloadable!]
3. Christian Francq ; Jean-Michel Zakoïan, . "Estimating Weak Garch Representations," Working Papers 97-40, Centre de Recherche en Economie et Statistique. [Downloadable!]
4. Christian Francq ; Jean-Michel Zakoïan, . "Linear-Representations Based Estimation of Switching-Regime GARCH Models," Working Papers 99-57, Centre de Recherche en Economie et Statistique. [Downloadable!]
5. Christian Francq ; Michel Roussignol ; Jean-Michel Zakoïan, . "Conditional Heteroskedasticity Driven by Hidden Markov Chains," Working Papers 98-45, Centre de Recherche en Economie et Statistique. [Downloadable!]
6. Christian Francq ; Jean-Michel Zakoïan, . "Covariance Matrix Estimation for Estimators of Mixing Wold's Arma," Working Papers 97-19, Centre de Recherche en Economie et Statistique. [Downloadable!]
7. M, El Babsiri ; Jean-Michel Zakoïan, . "Contemporaneous Asymmetry in GARCH Processes," Working Papers 97-03, Centre de Recherche en Economie et Statistique. [Downloadable!]

Journal articles

2009

1. Christian Francq & Jean-Michel Zakoïan, 2009. "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 30(4), pages 449-465, 07. [Downloadable!] (restricted)
2. Francq, Christian & Zakoïan, Jean-Michel, 2009. "Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 313-324. [Downloadable!] (restricted)
3. Boussemart, Jean-Philippe & Briec, Walter & Peypoch, Nicolas & Tavéra, Christophe, 2009. "[alpha]-Returns to scale and multi-output production technologies," European Journal of Operational Research, Elsevier, vol. 197(1), pages 332-339, August. [Downloadable!] (restricted)

2008

1. Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel, 2008. "A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test," Journal of Econometrics, Elsevier, vol. 142(1), pages 312-326, January. [Downloadable!] (restricted)
2. Francq, Christian & ZakoI¨an, Jean-Michel, 2008. "Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3027-3046, February. [Downloadable!] (restricted)
3. de Palma, Andre & Kilani, Moez, 2008. "Regulation in the automobile industry," International Journal of Industrial Organization, Elsevier, vol. 26(1), pages 150-167, January. [Downloadable!] (restricted)
4. de Palma, André & Kilani, Moez & Lindsey, Robin, 2008. "The merits of separating cars and trucks," Journal of Urban Economics, Elsevier, vol. 64(2), pages 340-361, September. [Downloadable!] (restricted)
5. Stéphane Auray & Aurélien Eyquem & Gérard Hamiache & Jean-Christophe Poutineau, 2008. "Sharing Money Creation in a Monetary Union," Review of International Economics, Blackwell Publishing, vol. 16(5), pages 817-834, November. [Downloadable!] (restricted)
6. Auray, Stéphane & Fève, Patrick, 2008. "On the observational (non)equivalence of money growth and interest rate rules," Journal of Macroeconomics, Elsevier, vol. 30(3), pages 801-816, September. [Downloadable!] (restricted)
7. Auray, St Phane & F Ve, Patrick, 2008. "On Sunspots, Habits, And Monetary Facts," Macroeconomic Dynamics, Cambridge University Press, vol. 12(01), pages 72-96, February. [Downloadable!]
8. Stéphane Auray & Clémentine Gallès, 2008. "Consumption Growth and the Real Interest Rate following a Monetary Policy Shock: Is the Habit Persistence Assumption Relevant?," Recherches économiques de Louvain, De Boeck Université, vol. 74(2), pages 121-142. [Downloadable!] (restricted)

2007

1. Christian Francq & Hamdi Raïssi, 2007. "Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(3), pages 454-470, 05. [Downloadable!] (restricted)
2. Francq, Christian & Zakoïan, Jean-Michel, 2007. "HAC estimation and strong linearity testing in weak ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 114-144, January. [Downloadable!] (restricted)
3. Moez Kilani, 2007. "Evolution And The Complexity Of Finite Automata," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 731-743. [Downloadable!] (restricted)
4. de Palma, André & Kilani, Moez & Lindsey, Robin, 2007. "Maintenance, service quality and congestion pricing with competing roads," Transportation Research Part B: Methodological, Elsevier, vol. 41(5), pages 573-591, June. [Downloadable!] (restricted)

2006

1. Ahmed El Ghini & Christian Francq, 2006. "Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(6), pages 843-855, November. [Downloadable!] (restricted)
2. Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan, 2006. "Special Issue on Nonlinear Modelling and Financial Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2115-2117, December. [Downloadable!] (restricted)
3. CHRISTIAN FRANCQ & JEAN-MICHEL ZAKOÏAN, 2006. "Linear-representation Based Estimation of Stochastic Volatility Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 33(4), pages 785-806. [Downloadable!] (restricted)
4. Francq, Christian & Zako an, Jean-Michel, 2006. "Mixing Properties Of A General Class Of Garch(1,1) Models Without Moment Assumptions On The Observed Process," Econometric Theory, Cambridge University Press, vol. 22(05), pages 815-834, October. [Downloadable!]
5. Stéphane Auray, 2006. "Habit Persistence and the Liquidity Effect," Annales d'Economie et de Statistique, ADRES, issue 82, pages 06, Avril-Jui. [Downloadable!]
6. Stéphane Blancard & Jean-Philippe Boussemart & Walter Briec & Kristiaan Kerstens, 2006. "Short- and Long-Run Credit Constraints in French Agriculture: A Directional Distance Function Framework Using Expenditure-Constrained Profit Functions," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(2), pages 351-364, 05. [Downloadable!] (restricted)
7. Stéphane Blancard & Jean-Philippe Boussemart, 2006. "Productivité agricole et rattrapage technologique : le cas des exploitations de grandes cultures du Nord-Pas-de-Calais," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 80, pages 5-28. [Downloadable!]
8. Boussemart, Jean-Philippe & Briec, Walter & Cadoret, Isablelle & Tavera, Christophe, 2006. "A re-examination of the technological catching-up hypothesis across OECD industries," Economic Modelling, Elsevier, vol. 23(6), pages 967-977, December. [Downloadable!] (restricted)
9. Walter Briec & Kristiaan Kerstens & Philippe Vanden Eeckaut, 2006. "Non-convex Technologies and Cost Functions: Definitions, Duality and Nonparametric Tests of Convexity (Journal of Economics 81(2):155–192)," Journal of Economics, Springer, vol. 87(3), pages 307-308, 04. [Downloadable!] (restricted)

2005

1. Francq, Christian & Roy, Roch & Zakoian, Jean-Michel, 2005. "Diagnostic Checking in ARMA Models With Uncorrelated Errors," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 532-544, June. [Downloadable!] (restricted)
2. Francq, Christian & Zako an, Jean-Michel, 2005. "A Central Limit Theorem For Mixing Triangular Arrays Of Variables Whose Dependence Is Allowed To Grow With The Sample Size," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1165-1171, December. [Downloadable!]
3. de Palma, André & Kilani, Moez & Lindsey, Robin, 2005. "Congestion pricing on a road network: A study using the dynamic equilibrium simulator METROPOLIS," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(7-9), pages 588-611. [Downloadable!] (restricted)
4. Auray, Stephane & Feve, Patrick, 2005. "Modeling the liquidity effect with the limited participation model: A skeptical view," Economics Letters, Elsevier, vol. 87(2), pages 259-265, May. [Downloadable!] (restricted)
5. Stephane Auray & Fabrice Collard & Patrick Feve, 2005. "Habit Persistence, Money Growth Rule and Real Indeterminacy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 48-67, January. [Downloadable!] (restricted)

2004

1. Christian Francq & Antony Gautier, 2004. "Large sample properties of parameter least squares estimates for time-varying arma models," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(5), pages 765-783, 09. [Downloadable!] (restricted)
2. Francq, Christian & Gautier, Antony, 2004. "Estimation of time-varying ARMA models with Markovian changes in regime," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 243-251, December. [Downloadable!] (restricted)
3. Stéphane Auray & Fabrice Collard & Patrick Fève, 2004. "Habit Persistence and Money in the Utility Function," Economics Bulletin, Economics Bulletin, vol. 5(10), pages 1-9. [Downloadable!]

2003

1. Abdelouahab Bibi & Christian Francq, 2003. "Consistent and asymptotically normal estimators for cyclically time-dependent linear models," Annals of the Institute of Statistical Mathematics, Springer, vol. 55(1), pages 41-68, March. [Downloadable!] (restricted)
2. Jean-Philippe Boussemart & Walter Briec & Kristiaan Kerstens & Jean-Christophe Poutineau, 2003. "Luenberger and Malmquist Productivity Indices: Theoretical Comparisons and Empirical Illustration," Bulletin of Economic Research, Blackwell Publishing, vol. 55(4), pages 391-405, October. [Downloadable!] (restricted)

2002

1. Francq, Christian & Zako an, Jean-Michel, 2002. "Comments On The Paper By Minxian Yang:," Econometric Theory, Cambridge University Press, vol. 18(03), pages 815-818, June. [Downloadable!]
2. Stéphane Auray & Fabrice Collard & Patrick Fève, 2002. "Habit Persistence and Beliefs Based Liquidity Effect," Economics Bulletin, Economics Bulletin, vol. 5, pages 1-7. [Downloadable!]
3. Auray, Stephane & Collard, Fabrice & Feve, Patrick, 2002. "Money and external habit persistence: A tale for chaos," Economics Letters, Elsevier, vol. 76(1), pages 121-127, June. [Downloadable!] (restricted)
4. Patrick Fève & Stéphane Auray, 2002. "Interest Rate and Inflation in Monetary Models with Exogenous Money Growth Rule," Economics Bulletin, Economics Bulletin, vol. 5, pages 1-10. [Downloadable!]
5. François Mairesse & Philippe Vanden Eeckaut, 2002. "Museum Assessment and FDH Technology: Towards a Global Approach," Journal of Cultural Economics, Springer, vol. 26(4), pages 261-286, November. [Downloadable!] (restricted)

2001

1. Broze, Laurence & Francq, Christian & Zakoian, Jean-Michel, 2001. "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Economics Letters, Elsevier, vol. 71(3), pages 317-322, June. [Downloadable!] (restricted)
2. Francq, C. & Zakoian, J. -M., 2001. "Stationarity of multivariate Markov-switching ARMA models," Journal of Econometrics, Elsevier, vol. 102(2), pages 339-364, June. [Downloadable!] (restricted)
3. Babsiri, Mohamed El & Zakoian, Jean-Michel, 2001. "Contemporaneous asymmetry in GARCH processes," Journal of Econometrics, Elsevier, vol. 101(2), pages 257-294, April. [Downloadable!] (restricted)

2000

1. Francq, Christian & Zako an, Jean-Michel, 2000. "Estimating Weak Garch Representations," Econometric Theory, Cambridge University Press, vol. 16(05), pages 692-728, October. [Downloadable!]

1999

1. Kerstens, Kristiaan & Vanden Eeckaut, Philippe, 1999. "Estimating returns to scale using non-parametric deterministic technologies: A new method based on goodness-of-fit," European Journal of Operational Research, Elsevier, vol. 113(1), pages 206-214, February. [Downloadable!] (restricted)
2. Kristiaan Kerstens & Philippe Vanden Eeckaut, 1999. "A new criterion for technical efficiency measures: non-monotonicity across dimensions axioms," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(1), pages 45-59.

1998

1. Alain Berlinet & Christian Francq, 1998. "On the Identifiability of Minimal VARMA Representations," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 1-15, January. [Downloadable!] (restricted)
2. Broze, Laurence & Scaillet, Olivier & Zako an, Jean-Michel, 1998. "Quasi-Indirect Inference For Diffusion Processes," Econometric Theory, Cambridge University Press, vol. 14(02), pages 161-186, April. [Downloadable!]
3. Dervaux, Benoît & Kerstens, Kristiaan & Vanden Eeckaut, Philippe, 1998. "Radial and nonradial static efficiency decompositions: a focus on congestion measurement," Transportation Research Part B: Methodological, Elsevier, vol. 32(5), pages 299-312, June. [Downloadable!] (restricted)

1995

1. Broze, Laurence & Scaillet, Olivier & Zakoian, Jean-Michel, 1995. "Testing for continuous-time models of the short-term interest rate," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 199-223, September. [Downloadable!] (restricted)
2. Tulkens, Henry & Vanden Eeckaut, Philippe, 1995. "Non-frontier measures of efficiency, progress and regress for time series data," International Journal of Production Economics, Elsevier, vol. 39(1-2), pages 83-97, April. [Downloadable!] (restricted)
3. Tulkens, Henry & Vanden Eeckaut, Philippe, 1995. "Non-parametric efficiency, progress and regress measures for panel data: Methodological aspects," European Journal of Operational Research, Elsevier, vol. 80(3), pages 474-499, February. [Downloadable!] (restricted)

1994

1. Zakoian, Jean-Michel, 1994. "Threshold heteroskedastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 18(5), pages 931-955, September. [Downloadable!] (restricted)
2. Jean-Michel Zakoian, 1994. "Modéles autoregressifs à seuils multiple," Annales d'Economie et de Statistique, ADRES, issue 36, pages 02, Octobre-D. [Downloadable!]

1993

1. Rabemananjara, R & Zakoian, J M, 1993. "Threshold Arch Models and Asymmetries in Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 31-49, Jan.-Marc. [Downloadable!] (restricted)
2. Fried, Harold O. & Knox Lovell, C. A. & Eeckaut, Philippe Vanden, 1993. "Evaluating the performance of US credit unions," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 251-265, April. [Downloadable!] (restricted)

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