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Details about Alain Trognon

Homepage:http://www.crest.fr/pagesperso.php?user=3140
Workplace:Centre de Recherche en Économie et Statistique (CREST) (Center for Research in Economics and Statistics), (more information at EDIRC)
Maison des Sciences Économiques (Economics House), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)
Paris School of Economics, (more information at EDIRC)

Access statistics for papers by Alain Trognon.

Last updated 2017-07-07. Update your information in the RePEc Author Service.

Short-id: ptr68


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Working Papers

2015

  1. Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
    CIRANO Working Papers, CIRANO Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)

    See also Journal Article in Econometric Reviews (2017)

1997

  1. An Econometric Analysis of Household Portfolio Allocation
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (2)
  2. Composition des portefeuilles des ménages: une analyse scores sur données françaises
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
  3. The Portfolio Composition of Households: A Scoring Analysis from French Data
    Working Papers, Centre de Recherche en Economie et Statistique Downloads

1995

  1. A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
  2. On the Residual Dynamics Implied by Rational Expectations Hypothesis
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)

1992

  1. Dynamique des taux de change: Prise en compte de differents regimes de formation et determination de regresseurs optimaux
    Working Papers, Caisse des Depots et Consignations - Cahiers de recherche

1990

  1. From a hicks-grandmont temporary equilibrium to a rational expectations equilibrium and conversely
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1985

  1. Simulated residuals
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
    See also Journal Article in Journal of Econometrics (1987)

1984

  1. General approach of serial correlation (a)
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1982

  1. Estimation and test in probit models with serial correlation
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
  2. Pseudo maximum lilelihood methods: applications to poisson models
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
    See also Journal Article in Econometrica (1984)

1981

  1. Pseudo maximum likelihood methods: theory
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
    See also Journal Article in Econometrica (1984)

Journal Articles

2017

  1. Introduction
    Annals of Economics and Statistics, 2017, (125-126), 1-7 Downloads
  2. Invariant tests based on M -estimators, estimating functions, and the generalized method of moments
    Econometric Reviews, 2017, 36, (1-3), 182-204 Downloads
    See also Working Paper (2015)

2003

  1. L'économétrie des panels en perspective
    Revue d'économie politique, 2003, 113, (6), 727-748 Downloads View citations (1)

1997

  1. Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models
    Journal of Econometrics, 1997, 82, (1), 135-156 Downloads View citations (16)

1995

  1. Présentation générale
    Économie et Prévision, 1995, 121, (5), 1-5 Downloads

1991

  1. L'Héterogénéité en économétrie / Heterogeneity in Econometrics
    Annals of Economics and Statistics, 1991, (20-21), 1-15 Downloads

1989

  1. Estimation of an Error in Variable Autoregressive Model
    Econometric Theory, 1989, 5, (02), 328-331 Downloads View citations (1)
    Also in Econometric Theory, 1988, 4, (02), 351-352 (1988) Downloads

1987

  1. Generalised residuals
    Journal of Econometrics, 1987, 34, (1-2), 5-32 Downloads View citations (155)
  2. Les méthodes du pseudo-maximum de vraisemblance
    Annals of Economics and Statistics, 1987, (8), 117-134 Downloads View citations (1)
  3. Simulated residuals
    Journal of Econometrics, 1987, 34, (1-2), 201-252 Downloads View citations (20)
    See also Working Paper (1985)

1985

  1. A General Approach to Serial Correlation
    Econometric Theory, 1985, 1, (03), 315-340 Downloads View citations (22)
  2. A note on autoregressive error components models
    Journal of Econometrics, 1985, 28, (2), 231-245 Downloads View citations (32)

1984

  1. Pseudo Maximum Likelihood Methods: Applications to Poisson Models
    Econometrica, 1984, 52, (3), 701-20 Downloads View citations (379)
    See also Working Paper (1982)
  2. Pseudo Maximum Likelihood Methods: Theory
    Econometrica, 1984, 52, (3), 681-700 Downloads View citations (314)
    See also Working Paper (1981)
  3. Specification pre-test estimator
    Journal of Econometrics, 1984, 25, (1-2), 15-27 Downloads View citations (2)

1983

  1. Testing nested or non-nested hypotheses
    Journal of Econometrics, 1983, 21, (1), 83-115 Downloads View citations (14)

1980

  1. Le mythe du nouveau consommateur
    Économie et Statistique, 1980, 123, (1), 13-22 Downloads

1979

  1. Bocaux hier, congélateur aujourd'hui
    Économie et Statistique, 1979, 116, (1), 25-29 Downloads View citations (1)
  2. La percée de la télé-couleur
    Économie et Statistique, 1979, 110, (1), 37-41 Downloads
 
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