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Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial

European psychiatry, 2021-04, Vol.64 (1), p.e31-e31, Article e31

2021

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CONSISTENT PSEUDO-MAXIMUM LIKELIHOOD ESTIMATORS AND GROUPS OF TRANSFORMATIONS

Econometrica, 2019-01, Vol.87 (1), p.327-345

2019

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Stationarity of multivariate Markov–switching ARMA models

Journal of econometrics, 2001-06, Vol.102 (2), p.339-364

2001

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Threshold arch models and asymmetries in volatility

Journal of applied econometrics (Chichester, England), 1993-01, Vol.8 (1), p.31-49

1993

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Merits and Drawbacks of Variance Targeting in GARCH Models

Journal of financial econometrics, 2011-10, Vol.9 (4), p.619-656

2011

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Contemporaneous asymmetry in GARCH processes

Journal of econometrics, 2001-04, Vol.101 (2), p.257-294

2001

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Inconsistency of the MLE and inference based on weighted LS for LARCH models

Econometrics, 2010-11, Vol.159 (1), p.151-165

2010

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Maximum Likelihood Estimation of Pure GARCH and ARMA-GARCH Processes

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2004-08, Vol.10 (4), p.605-637

2004

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Diagnostic Checking in ARMA Models With Uncorrelated Errors

Journal of the American Statistical Association, 2005-06, Vol.100 (470), p.532-544

2005

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Threshold heteroskedastic models

Journal of economic dynamics & control, 1994-09, Vol.18 (5), p.931-955

Zakoian, Jean-Michel

1994

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Conditional Heteroskedasticity Driven by Hidden Markov Chains

Journal of time series analysis, 2001-03, Vol.22 (2), p.197-220

2001

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Bartlett's formula for a general class of nonlinear processes

Journal of time series analysis, 2009-07, Vol.30 (4), p.449-465

2009

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The L 2 -structures of standard and switching-regime GARCH models

Stochastic processes and their applications, 2005-09, Vol.115 (9), p.1557-1582

2005

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Estimating linear representations of nonlinear processes

Journal of statistical planning and inference, 1998-05, Vol.68 (1), p.145-165

1998

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A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test

Econometrics, 2008-01, Vol.142 (1), p.312-326

2008

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A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE

Econometric theory, 2005-12, Vol.21 (6), p.1165-1171

2005

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Covariance matrix estimation for estimators of mixing weak ARMA models

Journal of statistical planning and inference, 2000-02, Vol.83 (2), p.369-394

2000

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Efficient use of higher-lag autocorrelations for estimating autoregressive processes

Journal of time series analysis, 2002-05, Vol.23 (3), p.287-312

2002

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ESTIMATING WEAK GARCH REPRESENTATIONS

Econometric theory, 2000-10, Vol.16 (5), p.692-728

2000

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Multivariate arma models with generalized autoregressive linear innovation

Stochastic analysis and applications, 2000, Vol.18 (2), p.231-260

2000

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COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS”

Econometric theory, 2002-06, Vol.18 (3), p.815-818

2002

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THRESHOLD ARCH MODELS AND ASYMMETRIES IN VOLATILITY: SUMMARY

Journal of applied econometrics (Chichester, England), 1993-01, Vol.8 (1), p.31

1993

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Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes

Economics letters, 2001-06, Vol.71 (3), p.317-322

2001

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QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES

Econometric theory, 1998-04, Vol.14 (2), p.161-186

1998

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Stationnarité des modèles ARMA à changement de régime markovien

Comptes rendus de l'Académie des sciences. Série I. Mathématique, 2000-06, Vol.330 (11), p.1031-1034

2000

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Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial

CONSISTENT PSEUDO-MAXIMUM LIKELIHOOD ESTIMATORS AND GROUPS OF TRANSFORMATIONS

Stationarity of multivariate Markov–switching ARMA models

Threshold arch models and asymmetries in volatility

Merits and Drawbacks of Variance Targeting in GARCH Models

Contemporaneous asymmetry in GARCH processes

Inconsistency of the MLE and inference based on weighted LS for LARCH models

Maximum Likelihood Estimation of Pure GARCH and ARMA-GARCH Processes

Diagnostic Checking in ARMA Models With Uncorrelated Errors

Threshold heteroskedastic models

Conditional Heteroskedasticity Driven by Hidden Markov Chains

Bartlett's formula for a general class of nonlinear processes

The L 2 -structures of standard and switching-regime GARCH models

Estimating linear representations of nonlinear processes

A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test

A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE

Covariance matrix estimation for estimators of mixing weak ARMA models

Efficient use of higher-lag autocorrelations for estimating autoregressive processes

ESTIMATING WEAK GARCH REPRESENTATIONS

Multivariate arma models with generalized autoregressive linear innovation

COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS”

THRESHOLD ARCH MODELS AND ASYMMETRIES IN VOLATILITY: SUMMARY

Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes

QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES

Stationnarité des modèles ARMA à changement de régime markovien

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