Anne Peguin-Feissolle

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

Research outcomes over time

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