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Details about Laurence Broze

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Workplace:Université de Lille, département de mathématiques

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

  1. 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)
  2. 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) Downloads (2002)

2001

  1. 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) Downloads

    See also Journal Article Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes, Economics Letters, Elsevier (2001) Downloads View citations (10) (2001)
  2. 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) Downloads View citations (8)

1999

  1. Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)

1998

  1. 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) Downloads (1998)
  2. 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) Downloads View citations (5)

    See also Journal Article QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES, Econometric Theory, Cambridge University Press (1998) Downloads View citations (23) (1998)

1997

  1. 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) Downloads

1995

  1. 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) Downloads View citations (19) (1995)
  2. 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) Downloads View citations (14)

    See also Journal Article Testing for continuous-time models of the short-term interest rate, Journal of Empirical Finance, Elsevier (1995) Downloads View citations (45) (1995)

1994

  1. Forecast Intervals in ARCH Exponential Smoothing
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
  2. Lissage exponentiel généralisé
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads

1993

  1. Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)

1991

  1. 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)
  2. The Econometric Analysis of Non-Uniqueness in Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (35)

1990

  1. Exponential smoothing: estimation by maximum likelihood
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
  2. Reduced Forms of Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (13)

1989

  1. 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

  1. Analyse économique de l'équilibre financier de l'assurance-maladie: détermination des principaux facteurs explicatifs
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads

1987

  1. Analyse critique des rapport des SPPS sur la recherche industrielle en Belgique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
  2. On Econometric Models with Rational Expectations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985) View citations (3)

1986

  1. Bulles spéculatives et transmission d'information sur le marché d'un bien stockable
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
    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) Downloads (1986)
  2. Identification & consistent estimation of multi-variate linear models with rational expectations of current variables
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads View citations (1)
  3. Reduction and identification of simultaneous equations models with rational expectations
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1985

  1. Forme réduite d'un modèle général à anticipations rationnelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
  2. Solutions des modèles linéaires à anticipations rationnelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  3. Solutions of Dynamic Linear Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (14)
    Also in CEPREMAP Working Papers (Couverture Orange), CEPREMAP (1984) Downloads View citations (2)

1984

  1. On Linear Models with Rational Expectations which Admit a Unique solution
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (5)
    See also Journal Article On linear models with rational expectations which admit a unique solution, European Economic Review, Elsevier (1984) Downloads View citations (5) (1984)
  2. On Solutions of Linear Models with Rational Expectations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (2)

Journal Articles

2002

  1. Efficient use of higher‐lag autocorrelations for estimating autoregressive processes
    Journal of Time Series Analysis, 2002, 23, (3), 287-312 Downloads
    See also Working Paper Efficient use of higher-lag autocorrelations for estimating autoregressive processes, LIDAM Reprints CORE (2002) View citations (1) (2002)

2001

  1. Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
    Economics Letters, 2001, 71, (3), 317-322 Downloads 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

  1. Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
    Journal of Econometrics, 1998, 85, (1), 75-98 Downloads
    See also Working Paper Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators, LIDAM Reprints CORE (1998) (1998)
  2. QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES
    Econometric Theory, 1998, 14, (2), 161-186 Downloads View citations (23)
    See also Working Paper Quasi-indirect inference for diffusion processes, LIDAM Reprints CORE (1998) View citations (10) (1998)

1996

  1. Estimation de modèles de la structure par terme des taux d'intérêt
    Revue Économique, 1996, 47, (3), 511-519 Downloads View citations (2)

1995

  1. Solutions of multivariate Rational Expectations Models
    Econometric Theory, 1995, 11, (2), 229-257 Downloads View citations (19)
    See also Working Paper Solutions of Multivariate Rational Expectations Models, ULB Institutional Repository (1995) View citations (16) (1995)
  2. Testing for continuous-time models of the short-term interest rate
    Journal of Empirical Finance, 1995, 2, (3), 199-223 Downloads 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

  1. Analyse des résultats financiers de l'assurance-soins de santé
    Brussels Economic Review, 1988, 120, 483-527 Downloads

1986

  1. Bulles spéculatives et transmission d’information sur le marché d’un bien stockable
    L'Actualité Economique, 1986, 62, (2), 166-184 Downloads
    See also Working Paper Bulles spéculatives et transmission d'information sur le marché d'un bien stockable, ULB Institutional Repository (1986) Downloads (1986)

1985

  1. Solutions of Linear Rational Expectations Models
    Econometric Theory, 1985, 1, (3), 341-368 Downloads View citations (15)

1984

  1. On linear models with rational expectations which admit a unique solution
    European Economic Review, 1984, 24, (1), 103-111 Downloads View citations (5)
    See also Working Paper On Linear Models with Rational Expectations which Admit a Unique solution, ULB Institutional Repository (1984) Downloads View citations (5) (1984)
 
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