Anne Peguin-Feissolle

Available identifiers

zbMath Open peguin-feissolle.anneMaRDI QIDQ671795

List of research outcomes

Publication	Date of Publication	Type
Testing for misspecification in the short-run component of GARCH-type models	2023-03-30	Paper
A smooth transition long-memory model	2023-03-13	Paper
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form	2013-05-13	Paper
Modelling squared returns using a SETAR model with long-memory dynamics	2013-01-02	Paper
A simple fractionally integrated model with a time-varying long memory parameter \(d_t\)	2008-06-11	Paper
Econometric Modeling and Inference	2007-10-02	Paper
A comparison of the power of some tests for conditional heteroscedasticity	1999-04-28	Paper
Bayesian estimation and forecasting in non-linear models	1997-02-27	Paper
Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model	1995-03-01	Paper

Research outcomes over time

This page was built for person: Anne Peguin-Feissolle