Michel Lubrano

Ecole des Hautes Etudes en Sciences Sociales (EHESS)

Greqam, Vieille Charité

2 rue de la Charité

13002 Marseille

France

SCHOLARLY PAPERS

9

DOWNLOADS

198

SSRN CITATIONS
Rank 35,107

SSRN RANKINGS

Top 35,107

in Total Papers Citations

2

CROSSREF CITATIONS

21

Scholarly Papers (9)

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 90 (357,630)

Abstract:

Loading...

Disequilibrium models, Bayesian inference, Gibbs sampler, credit rationing

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 86 (367,853)
Citation 2

Abstract:

Loading...

Latent variables, disequilibrium models, Bayesian inference, Gibbs sampler, credit rationing

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 21 (643,938)

Abstract:

Loading...

4.

A Bayesian Measure of Poverty in the Developing World

Review of Income and Wealth, Vol. 64, Issue 3, pp. 649-678, 2018
Number of pages: 30 Posted: 24 Sep 2018
Michel Lubrano
Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 1 (802,639)
  • Add to Cart

Abstract:

Loading...

Bayesian inference, poverty line, social inclusion, WDI

5.

Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009

Scottish Journal of Political Economy, Vol. 61, Issue 2, pp. 129-153, 2014
Number of pages: 25 Posted: 09 Apr 2014
Michel Lubrano and Abdoul Aziz Junior Ndoye
Ecole des Hautes Etudes en Sciences Sociales (EHESS) and Aix-Marseille University
Downloads 0 (819,890)
  • Add to Cart

Abstract:

Loading...

6.

Human Capital, Social Capital and Scientific Research in Europe: An Application of Linear Hierarchical Models

The Manchester School, Vol. 81, Issue 6, pp. 876-903, 2013
Number of pages: 28 Posted: 12 Oct 2013
Mathieu Goudard and Michel Lubrano
Aix-Marseille University and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 0 (819,890)
  • Add to Cart

Abstract:

Loading...

7.

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:

Loading...

Bayesian inference, GARCH, Option pricing, simulation

8.

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
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:

Loading...

Ranking economics departments, journal ranking

9.

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:

Loading...

Bayesian inference, GARCH, Gibbs sampler, Monte Carlo, Option pricing.