Details about Laurence Broze
Access statistics for papers by Laurence Broze.
Last updated 2022-05-09. Update your information in the RePEc Author Service.
Short-id: pbr664
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Working Papers
2002
- Discrimination spatiale des femmes et ségrégation sur le marché du travail: l'exemple de Bruxelles
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
- Efficient use of higher-lag autocorrelations for estimating autoregressive processes
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
See also Journal Article Efficient use of higher‐lag autocorrelations for estimating autoregressive processes, Journal of Time Series Analysis, Wiley Blackwell (2002) (2002)
2001
- Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000) 
See also Journal Article Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes, Economics Letters, Elsevier (2001) View citations (10) (2001)
- On invisible trade relations between Mesopotamian cities during the Third Millennium B.C
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)
Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2001) View citations (8)
1999
- Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes
Working Papers, Center for Research in Economics and Statistics View citations (1)
1998
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
See also Journal Article Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators, Journal of Econometrics, Elsevier (1998) (1998)
- Quasi-indirect inference for diffusion processes
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (5)
See also Journal Article QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES, Econometric Theory, Cambridge University Press (1998) View citations (23) (1998)
1997
- Estimation of a latent linear model based on the rank statistics of the dependent variable
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
1995
- Solutions of Multivariate Rational Expectations Models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (16)
Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (6)
See also Journal Article Solutions of multivariate Rational Expectations Models, Econometric Theory, Cambridge University Press (1995) View citations (19) (1995)
- Testing for continuous-time models of the short-term interest rate
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (27)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1993) View citations (14)
See also Journal Article Testing for continuous-time models of the short-term interest rate, Journal of Empirical Finance, Elsevier (1995) View citations (45) (1995)
1994
- Forecast Intervals in ARCH Exponential Smoothing
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
- Lissage exponentiel généralisé
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1993
- Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
1991
- Computation of multipliers in multivariate rational expectations models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
- The Econometric Analysis of Non-Uniqueness in Rational Expectations Models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (35)
1990
- Exponential smoothing: estimation by maximum likelihood
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
- Reduced Forms of Rational Expectations Models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
1989
- Speculative Bubbles and Exchange of Information on the Market of a Storable Good
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
1988
- Analyse économique de l'équilibre financier de l'assurance-maladie: détermination des principaux facteurs explicatifs
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
1987
- Analyse critique des rapport des SPPS sur la recherche industrielle en Belgique
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
- On Econometric Models with Rational Expectations
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985) View citations (3)
1986
- Bulles spéculatives et transmission d'information sur le marché d'un bien stockable
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles 
See also Journal Article Bulles spéculatives et transmission d’information sur le marché d’un bien stockable, L'Actualité Economique, Société Canadienne de Science Economique (1986) (1986)
- Identification & consistent estimation of multi-variate linear models with rational expectations of current variables
CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)
- Reduction and identification of simultaneous equations models with rational expectations
CEPREMAP Working Papers (Couverture Orange), CEPREMAP
1985
- Forme réduite d'un modèle général à anticipations rationnelles
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (3)
- Solutions des modèles linéaires à anticipations rationnelles
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
- Solutions of Dynamic Linear Rational Expectations Models
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (14)
Also in CEPREMAP Working Papers (Couverture Orange), CEPREMAP (1984) View citations (2)
1984
- On Linear Models with Rational Expectations which Admit a Unique solution
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
See also Journal Article On linear models with rational expectations which admit a unique solution, European Economic Review, Elsevier (1984) View citations (5) (1984)
- On Solutions of Linear Models with Rational Expectations
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
Journal Articles
2002
- Efficient use of higher‐lag autocorrelations for estimating autoregressive processes
Journal of Time Series Analysis, 2002, 23, (3), 287-312 
See also Working Paper Efficient use of higher-lag autocorrelations for estimating autoregressive processes, LIDAM Reprints CORE (2002) View citations (1) (2002)
2001
- Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
Economics Letters, 2001, 71, (3), 317-322 View citations (10)
See also Working Paper Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes, LIDAM Reprints CORE (2001) View citations (7) (2001)
1998
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Journal of Econometrics, 1998, 85, (1), 75-98 
See also Working Paper Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators, LIDAM Reprints CORE (1998) (1998)
- QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES
Econometric Theory, 1998, 14, (2), 161-186 View citations (23)
See also Working Paper Quasi-indirect inference for diffusion processes, LIDAM Reprints CORE (1998) View citations (10) (1998)
1996
- Estimation de modèles de la structure par terme des taux d'intérêt
Revue Économique, 1996, 47, (3), 511-519 View citations (2)
1995
- Solutions of multivariate Rational Expectations Models
Econometric Theory, 1995, 11, (2), 229-257 View citations (19)
See also Working Paper Solutions of Multivariate Rational Expectations Models, ULB Institutional Repository (1995) View citations (16) (1995)
- Testing for continuous-time models of the short-term interest rate
Journal of Empirical Finance, 1995, 2, (3), 199-223 View citations (45)
See also Working Paper Testing for continuous-time models of the short-term interest rate, LIDAM Reprints CORE (1995) View citations (27) (1995)
1988
- Analyse des résultats financiers de l'assurance-soins de santé
Brussels Economic Review, 1988, 120, 483-527
1986
- Bulles spéculatives et transmission d’information sur le marché d’un bien stockable
L'Actualité Economique, 1986, 62, (2), 166-184 
See also Working Paper Bulles spéculatives et transmission d'information sur le marché d'un bien stockable, ULB Institutional Repository (1986) (1986)
1985
- Solutions of Linear Rational Expectations Models
Econometric Theory, 1985, 1, (3), 341-368 View citations (15)
1984
- On linear models with rational expectations which admit a unique solution
European Economic Review, 1984, 24, (1), 103-111 View citations (5)
See also Working Paper On Linear Models with Rational Expectations which Admit a Unique solution, ULB Institutional Repository (1984) View citations (5) (1984)
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