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Chevillon, Guillaume [Author] ; Hecq, Alain [Other]; Laurent, Sébastien [Other]

Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence

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[S.l.]: SSRN, [2015]
Chevillon, Guillaume [Author] ; Mavroeidis, Sophocles [Other]; Zhan, Zhaoguo [Other]

Robust Inference in Structural Vars with Long-Run Restrictions

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[S.l.]: SSRN, [2017]
Chevillon, Guillaume [Author]

Robustness of multistep forecasts and predictive regressions at intermediate and long horizons

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[Cergy-Pontoise]: ESSEC Business School, [2017]

Published in: ESSEC Business School: Documents de recherche ; 17,10
Chevillon, Guillaume [Author]

Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons

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[S.l.]: SSRN, [2017]

Published in: ESSEC Working Paper ; No. 1710
Chevillon, Guillaume [Author] ; Mavroeidis, Sophocles [Other]

Learning Can Generate Long Memory

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[S.l.]: SSRN, [2013]
Chevillon, Guillaume [Author] ; Mavroeidis, Sophocles [Other]

Learning Generates Long Memory

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[S.l.]: SSRN, [2013]

Published in: ESSEC Working Paper ; No. 1113
Chevillon, Guillaume [Author]

Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area

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[S.l.]: SSRN, [2013]

Published in: ESSEC Working Paper 1210
Chevillon, Guillaume [Author]

Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming

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[S.l.]: SSRN, [2014]
Chevillon, Guillaume [Author]

Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming

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[S.l.]: SSRN, [2013]

Published in: ESSEC Business School Working Paper 1320
Chevillon, Guillaume [Author]

Direct Multi-Step Estimation and Forecasting

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[S.l.]: SSRN, 2008
Chevillon, Guillaume [Author]

Inference in the Presence of Stochastic and Deterministic Trends

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[S.l.]: SSRN, 2008
Chevillon, Guillaume [Author]

Multi-Step Forecasting in the Presence of Weak Trends

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[S.l.]: SSRN, 2008

Published in: Oxford Economic Working Paper Series ; No. 2004-212
Chevillon, Guillaume [Author] ; Rifflart, Christine [Other]

Physical Market Determinants of the Price of Crude Oil and the Market Premium

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[S.l.]: SSRN, [2007]
Chevillon, Guillaume [Author]

Direct Multi-Step Estimation and Forecasting

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[S.l.]: SSRN, 2006
Banerjee, Anurag Narayan [Author] ; Chevillon, Guillaume [Other]; Kratz, Marie [Other]

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coe fficient Model

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[S.l.]: SSRN, [2017]
Banerjee, Anurag Narayan [Author] ; Chevillon, Guillaume [Other]; Kratz, Marie [Other]

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model

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[S.l.]: SSRN, [2013]
Chevillon, Guillaume [Author]; Hendry, David F. [Author]

Non-Parametric Direct Multi-Step Estimation for Forecasting Economic Processes

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[S.l.]: SSRN, 2004
Bauwens, Luc [Author]; Chevillon, Guillaume [Author]; Laurent, Sébastien [Author]

We Modeled Long Memory with Just One Lag!

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[S.l.]: SSRN, [2023]
Bauwens, Luc [Author]; Chevillon, Guillaume [Author]; Laurent, Sébastien [Author]

We modeled long memory with just one lag!

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Louvain-la-Neuve: CORE, [2022]

Published in: LIDAM discussion paper CORE ; 2022,16
Chevillon, Guillaume [Author]; Mavroeidis, Sophocles [Author]; Zhang, Zhaoguo [Author]

Robust inference in structural VARs with long-run restrictions

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[Cergy-Pontoise]: ESSEC Business School, [2017]

Published in: ESSEC Business School: Documents de recherche ; 17,02

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