ULB Institutional Repository
From ULB -- Universite Libre de Bruxelles Contact information at EDIRC. Bibliographic data for series maintained by Benoit Pauwels (). Access Statistics for this working paper series.
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- 2013/14208: Norms and values of the various microfinance institutions
- Marek Hudon
- 2013/14206: [Book review:] The economics of microfinance, by Beatriz Armendariz de Aghion and Jonathan Morduch (Cambridge, MA: The MIT Press, 2005, pp. 352)
- Marek Hudon
- 2013/14204: Fair interest rates when lending to the poor
- Marek Hudon
- 2013/14202: New challenges in microfinance: the case for extending its range of financial services
- Marek Hudon
- 2013/14200: Commercialisering van microfinanciering: een goede zaak?
- Niels Hermes and Robert Lensink
- 2013/14198: The empirics of microfinance: what do we know?
- Niels Hermes and Robert Lensink
- 2013/14196: Impact of microfinance: a critical survey
- Niels Hermes and Robert Lensink
- 2013/14194: Performance management: a value-based approach
- Gabriel Hawawini, Venkata Subban Subramanian and Paul Verdin
- 2013/14190: The home country in the age of globalization: how much does it matter for firm performance?
- Gabriel Hawawini, Venkata Subban Subramanian and Paul Verdin
- 2013/14188: Is performance driven by industry- or firm-specific factors? A new look at the evidence
- Gabriel Hawawini, Venkata Subban Subramanian and Paul Verdin
- 2013/14186: Les limites de l'utilisation du micro crédit dans la lutte contre la pauvreté: le cas du travail des enfants
- Anaïs Hamelin
- 2013/14184: Collateral and adverse selection in transition countries
- Christophe Godlewski and Laurent Weill
- 2013/14182: Syndicated loans in emerging markets
- Christophe Godlewski and Laurent Weill
- 2013/14178: The consequences of issuing convertible bonds: Dilution and/or financial restructuring?
- Roland Gillet and Hubert de La Bruslerie
- 2013/14176: Experiencing diversity, conflict and emotions in teams
- Patricia Garcia-Prieto, Erwan Bellard and Susan Schneider
- 2013/14174: Some new results on anomalies and herd behavior: Vietnam stock market
- André Farber and Quan Hoang Vuong
- 2013/14172: Corruption and bilateral trade flows: extortion or evasion?
- Pushan Dutt and Daniel Traca
- 2013/14170: Futures sur électricité: analyse du marché français et impact de la structure de dépendance empirique en matière de diversification
- Stéphane Dubreuille, Roland Gillet and Cécile Kharoubi
- 2013/14168: Les bourses traditionnelles face à la concurrence des systèmes de transaction alternatifs
- Stéphane Dubreuille and Roland Gillet
- 2013/14166: Du caractère pro-cyclique du nouveau ratio de capital: une analyse empirique sur données françaises
- Michel Dietsch and Dominique Garabiol
- 2013/14164: Should SME exposures be treated as retail or corporate exposures: a comparative analysis of probabilities of default and assets correlations in French and German SMEs
- Michel Dietsch
- 2013/14162: Financing small businesses in France

- Michel Dietsch
- 2013/14160: La sémantique managériale dans l'administration publique: du discours aux pratiques
- Christian De Visscher and Thibaut Duvillier
- 2013/14158: Practical methods for measuring and managing operational risk in the financial sector: a clinical study
- Georges Hübner and Jean-Philippe Peters
- 2013/14156: La liberté perdue
- Ariane Chapelle
- 2013/14154: Why Europeans work part-time? A cross-country panel analysis
- Hielke Buddelmeyer, Gilles Mourre and Mélanie Ward
- 2013/14152: Does leverage influence auditor choice? A cross-country analysis
- Géraldine Broye and Laurent Weill
- 2013/14150: Crisis-Robust Bond Portfolios
- Marie Brière and Ariane Szafarz
- 2013/14148: Sustainable development in an industrial enterprise: the case of Ontario hydro
- Ronald Bergin and Nigel Roome
- 2013/14146: Spillovers and the competitive pressure of long run innovation
- Ana Reis and Daniel Traca
- 2013/14144: Total factor productivity in Moroccan Cereal agriculture: accounting for rainfall, technical effichiency, pricing policy and demand effects
- A. Azzame and Khalid Sekkat
- 2013/14140: Rapport relatif à la Belgique

- Atika Cohen, Faska Khrouz, Guy Melard and Hang Pascale Phan-Thanh
- 2013/14082: User's manual of Time Series Expert: TSE version 2.3

- Guy Melard and Jean-Michel Pasteels
- 2013/14080: Manuel d'utilisateur Time Series Expert: TSE version 2.3

- Guy Melard and Jean-Michel Pasteels
- 2013/14062: Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1994
- Guy Melard
- 2013/14028: Développement d'un système expert de prévision et de statistique économique: Rapport d'activité 1988-1992
- Guy Melard
- 2013/13980: Développement d'un système expert de prévision et de statistique économique: rapport d'activité 1988-1989
- Guy Melard
- 2013/13852: Rapports d'expertise judiciaire (confidentiels)
- Simone Huyberechts and Guy Melard
- 2013/13844: On-line estimation of ARMA models using Fisher-scoring

- Abdelhamid Ouakasse and Guy Melard
- 2013/13838: Initiation à l'analyse des séries temporelles et à la prévision

- Guy Melard
- 2013/13836: Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations

- Rajae Azrak, Guy Melard and Hassane Njimi
- 2013/13834: Une expérience de télé-enseignement en statistique pour une banque centrale: aspects technologiques

- Atika Cohen, Guy Melard and Abdelhamid Ouakasse
- 2013/13830: Modélisation SARIMA assistée

- Hassane Njimi, Guy Melard and Jean-Michel Pasteels
- 2013/13828: Emploi d'un tableur dans un cours d'analyse de séries temporelles

- Atika Cohen, Guy Melard and Abdelhamid Ouakasse
- 2013/13826: Estimation en ligne pour le modèle ARMA

- Abdelhamid Ouakasse and Guy Melard
- 2013/13824: Formation en analyse des séries temporelles
- Atika Cohen, Soumia Lotfi, Guy Melard, Abdelhamid Ouakasse and Alain Wouters
- 2013/13822: Méthode d'identification récurrente pour la modélisation de données chronologiques économiques

- Guy Melard
- 2013/13816: Exact derivatives of the likelihood of ARMA processes

- Guy Melard
- 2013/13814: Testing for homogeneity and stability of time series

- Guy Melard and Roch Roy
- 2013/13812: On a deterministic sub-model for the innovation process in ARIMA model

- Guy Melard
- 2013/13810: Some links between the Harrison-Stevens and Box-Jenkins methods

- Guy Melard
- 2013/13808: Quelques extensions de la méthode de box et Jenkins

- Guy Melard
- 2013/13806: Utilisation de modèles mathématiques dans l'analyse des séries chronologiques
- Jean-Jacques Droesbeke and Guy Melard
- 2013/13804: Modèles linéaires et non linéaires

- Guy Melard
- 2013/13802: Exact maximum likelihood estimation for extended ARIMA models

- Rajae Azrak and Guy Melard
- 2013/13800: Quatre cas pratiques

- Bernard Coutrot, Guy Melard and P. Tassi
- 2013/13798: Estimation des paramètres de modèles ARMA

- Guy Melard
- 2013/13794: Illustration of the use of a general time series model
- Guy Melard
- 2013/13792: Deux autres cas patiques
- Guy Melard
- 2013/13790: Estimation de modèles ARMA
- Guy Melard
- 2013/13786: Software for time series analysis

- Guy Melard
- 2013/13784: The likelihood function of a time-dependent ARMA model

- Guy Melard
- 2013/13782: On an alternative model for intervention analysis

- Guy Melard
- 2013/13780: Statistical analysis of a non-linear time series model

- Jean-Robert Lentz and Guy Melard
- 2013/13778: ARIMA models with time-dependent coefficients for economic time series

- Guy Melard and Jean-Luc Kiehm
- 2013/13776: Evolutive cospectral analysis of time-dependent ARMA processes

- Jean-Luc Kiehm and Guy Melard
- 2013/13774: Méthodes de prévision à court terme
- Guy Melard
- 2013/13772: Méthodes de prévision à court terme
- Guy Melard
- 2013/13770: Analyse de données chronologiques

- Guy Melard
- 2013/13766: The asymptotic and exact Fisher information matrices

- André Klein, Guy Melard and Abdessamad Saidi
- 2013/13762: Corrections to "Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules"

- André Klein, Guy Melard and Jerzy Niemczyk
- 2013/13758: Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients

- Rajae Azrak and Guy Melard
- 2013/13754: Exact maximum likelihood estimation of structured or unit root multivariate time series models

- Guy Melard, Roch Roy and Abdessamad Saidi
- 2013/13748: Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations

- Rajae Azrak, Guy Melard and Hassane Njimi
- 2013/13746: An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models

- André Klein and Guy Melard
- 2013/13744: Automatic ARIMA modeling including interventions, using time series expert software

- Guy Melard and Jean-Michel Pasteels
- 2013/13740: The exact quasi-likelihood of time dependent ARMA models

- Rajae Azrak and Guy Melard
- 2013/13738: Computation of the exact information matrix of Gaussian dynamic regression time series models

- André Klein, Guy Melard and Toufik Zahaf
- 2013/13736: Computation of the Fisher information matrix for time series models

- André Klein and Guy Melard
- 2013/13734: Lissage exponentiel généralisé

- Laurence Broze and Guy Melard
- 2013/13732: The information matrix of multiple input single output time series models

- André Klein and Guy Melard
- 2013/13730: On a fast algorithm for the exact information matrix of a Gaussian ARMA time series

- Guy Melard and André Klein
- 2013/13728: Computation of the Fisher information matrix for SISO models

- André Klein and Guy Melard
- 2013/13726: Un système expert de prévision économique: prise en compte de l'information qualitative

- Eric Branckaert, Guy Melard, Jean-Michel Pasteels and Valérie Vander Stricht
- 2013/13724: Systèmes experts et économie: introduction

- Guy Melard and Jean-Pierre Marciano
- 2013/13722: Consistent estimation of the asymptotic covariance structure of multivariate serial correlation

- Guy Melard, Marianne Paesmans and Roch Roy
- 2013/13720: Méthodes numériques dans la modélisation de séries chronologiques

- Guy Melard
- 2013/13718: Fisher's information matrix for seasonal autoregressive-moving average models
- André Klein and Guy Melard
- 2013/13716: Exponential smoothing: estimation by maximum likelihood
- Laurence Broze and Guy Melard
- 2013/13714: Vers un système expert de prévision et de statistique économique

- Annie Laforest, Guy Melard and Jean-Michel Pasteels
- 2013/13712: Contribution to "Discussion of the paper by Bruce and Martin"

- Marc Hallin and Guy Melard
- 2013/13710: On algorithms for computing the covariance matrix of estimates in autoregresive-moving average processes
- André Klein and Guy Melard
- 2013/13708: Contributions to the evolutionary spectral theory

- Guy Melard and Annie Herteleer
- 2013/13706: Modèles de séries chronologiques avec seuil

- Guy Melard and Roch Roy
- 2013/13704: Algorithm AS-237: The corner method for identifying autoregressive-moving average models

- Bertrand Mareschal and Guy Melard
- 2013/13702: On confidence intervals and tests for autocorrelations

- Guy Melard and Roch Roy
- 2013/13700: Sélection d'une méthode de prévision par l'emploi du modèle ARIMA sous-jacent

- Guy Melard and O. Rouland
- 2013/13698: The relationship between the Canadian treasury bill rate and expected inflation in Canada and in the United States

- Nabil Khoury and Guy Melard
- 2013/13696: Examples of the evolutionary spectrum theory
- Guy Melard
- 2013/13694: Sur un test d'égalité des autocovariances de deux séries chronologiques

- Guy Melard and Roch Roy
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