Assistant Professor of Econometrics
ESSEC Business School
Avenue Bernard Hirsch B.P. 50105
Cergy-Pontoise (Paris), 95021
France
email address
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National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
15 Boulevard Gabriel Peri
92245 Malakoff Cedex
France
email address
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Chevillon, Guillaume's
Scholarly Papers
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Aggregate Statistics |
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Downloads
792 |
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Citations
29 |
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1.
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Chevillon, Guillaume
ESSEC Business School Rifflart, Christine
Fondation nationale des sciences politiques (FNSP)
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457
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Crude Oil, market premium, price of oil
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Chevillon, Guillaume
ESSEC Business School
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Last Revised:
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23 Aug 08
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109
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Stochastic Trend, Deterministic Trend, Local Asymptotics, Multi-step Forecasting, Finite Sample Approximations.
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Direct Multi-Step Estimation and Forecasting
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Chevillon, Guillaume
ESSEC Business School
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Posted:
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15 Jul 06
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Last Revised:
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26 Mar 08
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96
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Chevillon, Guillaume
ESSEC Business School
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13
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Chevillon, Guillaume
ESSEC Business School
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83
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Multi-step Forecasting, Direct estimation, Varying Horizon, Structural breaks, Non-stationarity
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4.
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Chevillon, Guillaume
ESSEC Business School Hendry, David F.
University of Oxford - Department of Economics
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59
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17
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Adaptive estimation, multi-step estimation, dynamic forecasts, model mis-specification
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5.
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Chevillon, Guillaume
ESSEC Business School
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19 Sep 07
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Last Revised:
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23 Aug 08
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44
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1
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Cointegration, Likelihood ratio, Finite samples, Weak trends, Block Local Models
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6.
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Chevillon, Guillaume
ESSEC Business School Mavroeidis, Sophocles
University of Oxford - Department of Economics
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09 Dec 11
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Last Revised:
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21 Dec 11
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27
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Learning, Long Memory, Persistence, Present-Value Models
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