Guillaume Chevillon
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| We modeled long memory with just one lag! Journal of Econometrics | 2023-08-18 | Paper |
| Probabilistic forecasting of bubbles and flash crashes Econometrics Journal | 2022-06-22 | Paper |
| Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming Econometric Reviews | 2022-06-07 | Paper |
| ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS Econometric Theory | 2020-03-03 | Paper |
| Learning can generate long memory Journal of Econometrics | 2020-02-11 | Paper |
| Perpetual learning and apparent long memory Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Generating univariate fractional integration within a large VAR(1) Journal of Econometrics | 2018-04-18 | Paper |
Research outcomes over time
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