Michel Lubrano

Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Greqam, Vieille Charité

2 rue de la Charité

13002 Marseille

France

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SCHOLARLY PAPERS

6

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233

SSRN CITATIONS

2

CROSSREF CITATIONS

21

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Scholarly Papers (6)

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1.

Bayesian Analysis of Dynamic Disequilibrium Models: An Application to the Polish Credit Market

Number of pages: 23 Posted: 14 Apr 2005

Luc Bauwens and Michel Lubrano

Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Downloads 100 (419,863)

Abstract:

2.

Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market

CORE Discussion Paper No. 2006/50

Number of pages: 24 Posted: 22 Aug 2006

Luc Bauwens and Michel Lubrano

Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Downloads 99 (422,745)

Citation 3

Abstract:

3.

Explicit Solutions for the Asymptotically-Optimal Bandwidth in Cross Validation

Number of pages: 37 Posted: 13 Jan 2012 Last Revised: 26 Feb 2012

Karim M. Abadir and Michel Lubrano

Imperial College Business School and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Downloads 34 (707,299)

Abstract:

4.

Bayesian Option Pricing Using Asymmetric GARCH Models

Posted: 14 Apr 2005

Luc Bauwens and Michel Lubrano

Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Abstract:

5.

Ranking Economics Departments in Europe: A Statistical Approach

Journal of the European Economic Association, Vol. 1, No. 6, pp. 1367-1401

Posted: 08 Apr 2005

Luc Bauwens, Michel Lubrano, Alan Kirman and Camelia Protopopescu

Université catholique de Louvain, Ecole des Hautes Etudes en Sciences Sociales (EHESS), GREQAM and University of Angers - French Institute of Health and Medical Research (INSERM)

Abstract:

6.

Bayesian Inference on GARCH Models Using the Gibbs Sampler

Posted: 06 Apr 1999

Luc Bauwens and Michel Lubrano

Université catholique de Louvain and Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Abstract:

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