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Pierre Chausse

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This is information that was supplied by Pierre Chausse in registering through RePEc. If you are Pierre Chausse , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pierre
Middle Name:
Last Name: Chausse
Suffix:

RePEc Short-ID: pch932

Email: [This author has chosen not to make the email address public]
Homepage: http://www.arts.uwaterloo.ca/~pchausse/
Postal Address:
Phone:

Affiliation

Department of Economics
University of Waterloo
Location: Waterloo, Canada
Homepage: http://economics.uwaterloo.ca/
Email:
Phone: (519) 888-4567 ext 33695
Fax: (519) 725-0530
Postal: Waterloo, Ontario, N2L 3G1
Handle: RePEc:edi:dewatca (more details at EDIRC)

Works

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Working papers

  1. Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.
  2. Pierre Chaussé, 2011. "Generalized empirical likelihood for a continuum of moment conditions," Working Papers 1104, University of Waterloo, Department of Economics, revised Oct 2011.

Articles

  1. Pierre Chaussé, . "Computing Generalized Method of Moments and Generalized Empirical Likelihood with R," Journal of Statistical Software, American Statistical Association, vol. 34(i11).

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2011-11-14 2012-09-03. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2012-09-03. Author is listed
  3. NEP-ORE: Operations Research (1) 2012-09-03. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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