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Pierre Duchesne
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2010 – 2019
- 2014
- [j9]Linyuan Li, Shan Yao, Pierre Duchesne:
On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method. Comput. Stat. Data Anal. 70: 308-327 (2014) - 2012
- [j8]David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - 2010
- [j7]Pierre Duchesne, Pierre Lafaye de Micheaux:
Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. Comput. Stat. Data Anal. 54(4): 858-862 (2010) - [j6]David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk:
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54(11): 2359 (2010) - [j5]Pierre Duchesne, Linyuan Li, Jill Vandermeerschen:
On testing for serial correlation of unknown form using wavelet thresholding. Comput. Stat. Data Anal. 54(11): 2512-2531 (2010)
2000 – 2009
- 2008
- [j4]Pierre Duchesne, Maria Pacurar:
Evaluating financial time series models for irregularly spaced data: A spectral density approach. Comput. Oper. Res. 35(1): 130-155 (2008) - [j3]Jennifer Poulin, Pierre Duchesne:
On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap. Comput. Stat. Data Anal. 52(9): 4432-4457 (2008) - 2006
- [j2]Pierre Duchesne:
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Comput. Stat. Data Anal. 51(4): 2142-2163 (2006) - 2004
- [j1]Pierre Duchesne:
On robust testing for conditional heteroscedasticity in time series models. Comput. Stat. Data Anal. 46(2): 227-256 (2004)
Coauthor Index
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