SSRN logo
Public User
Advanced Search

Christophe Croux

Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

Ave. Franklin D Roosevelt, 50 - C.P. 114

Brussels, B-1050

Belgium

Catholic University of Leuven (KUL) - Department of Applied Economics

Leuven, B-3000

Belgium

  • Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)

  • Catholic University of Leuven (KUL) - Department of Applied Economics

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 12,086

SSRN RANKINGS

Top 12,086

in Total Papers Downloads

3,151

CITATIONS
Rank 6,176

SSRN RANKINGS

Top 6,176

in Total Papers Citations

81

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns

Journal of Risk, Vol. 11, No. 2, pp. 79-103, 2008
Number of pages: 33 Posted: 12 Nov 2007 Last Revised: 04 Mar 2012
Kris Boudt, Brian G. Peterson and Christophe Croux
Vrije Universiteit Brussel (VUB), DV Trading and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 865 (14,065)
Citation 4

Abstract:

Customer lifetime value, Value, Companies, Order, Model, Product, Expected

2.

Robust Forecasting with Exponential and Holt-Winters Smoothing

Number of pages: 22 Posted: 01 Feb 2008
Sarah Gelper, Roland Fried and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 446 (46,703)
Citation 2

Abstract:

Forecasting, Holt-Winters smoothing, Robust methods, Time series, Smoothing, Time, Outliers, Methods, Selection, Parameters, Model, Simulation, Studies, Performance, Data, Trends

3.

Variable Selection for Logistic Regression using a Prediction Focussed Information Criterion

Number of pages: 22 Posted: 23 Jan 2006
Gerda Claeskens, Christophe Croux and Johan Van Kerckhoven
Katholieke Universiteit Leuven (KUL), Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Katholieke Universiteit Leuven (KUL)
Downloads 279 (86,160)
Citation 2

Abstract:

Error rate, Focussed information criterion, Forward selection, Logistic regression, Model selection, Risk measures

4.

Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys

International Journal of Forecasting, 2008
Number of pages: 41 Posted: 20 Dec 2004 Last Revised: 26 Mar 2008
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Tilburg University, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 275 (82,225)
Citation 1

Abstract:

Business Surveys, Granger Causality, Government Forecasting, Production Expections, Spectral Analysis

5.

Robust Linear Discriminant Analysis for Multiple Groups: Influence and Classification Efficiencies

Number of pages: 29 Posted: 24 Jan 2006
Christophe Croux, Peter Filzmoser and Kristel Joossens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Vienna University of Technology and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 187 (126,338)

Abstract:

Classification efficiency, Discriminant analysis, Error rate, Fisher rule, Influence function, Multiple groups, Robustness

6.

Multivariate Out-of-Sample Tests for Granger Causality

K.U. Leuven KBI Working Paper No. 0602
Number of pages: 20 Posted: 01 Jun 2006
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 164 (144,623)
Citation 2

Abstract:

Belgium, Consumer confidence, Consumer Confidence Index, Consumer sentiment, Data, Forecasting, Germany, Granger causality, Indexes, Multivariate time series, Out-of-sample tests, Performance, Power, Regression, Research, Sales, Simulation, Studies, Tests, Time, Time series

7.

The European Consumer: United in Diversity?

ERIM Report Series Reference No. ERS-2005-022-MKT
Number of pages: 33 Posted: 20 Sep 2005
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Tilburg University, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 154 (150,879)
Citation 5

Abstract:

consumer confidence, dynamic correlation, European Unification

8.

Logistic Discrimination using Robust Estimators

Number of pages: 24 Posted: 27 Jan 2006
Christophe Croux, Gentiane Haesbroeck and Kristel Joossens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), University of Liège. Department of Mathematics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 105 (207,137)
Citation 1

Abstract:

Classification, Diagnostics, Discrimination, Error rate, Influence function, Logistic regression, Robustness

9.

Robust Online Scale Estimation in Time Series: A Regression-Free Approach

Number of pages: 41 Posted: 01 Feb 2008
Sarah Gelper, Karen Schettlinger, Christophe Croux and Ursula Gather
KU Leuven - Faculty of Business and Economics (FEB), Technische Universität Dortmund, Fakultät Statistik, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and affiliation not provided to SSRN
Downloads 70 (264,317)
Citation 1

Abstract:

Breakdown point, Inuence function, Online monitoring, Outliers, Robust scale estimation

10.

On the Predictive Content of Production Surveys: A Pan-European Study

ERIM Report Series Reference No. ERS-2004-017-MKT
Number of pages: 35 Posted: 26 Aug 2006
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Tilburg University, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 62 (277,091)
Citation 12

Abstract:

business surveys, cross-correlations, production expectations, granger causality

11.

The Global Entry of New Pharmaceuticals: A Joint Investigation of Launch Window and Price

ERIM Report Series Reference No. ERS-2011-010-MKT
Number of pages: 55 Posted: 31 May 2011
I. Verniers, S. Stremersch and Christophe Croux
affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 57 (264,317)

Abstract:

regulation, pharmaceutical, entry timing, launch price, launch window, international new product launch

12.

Trimmed Bagging

Number of pages: 11 Posted: 01 Feb 2008
Christophe Croux, Kristel Joossens and Aurelie Lemmens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), KU Leuven - Faculty of Business and Economics (FEB) and Tilburg University
Downloads 37 (363,669)

Abstract:

Bagging

13.

A Measure of Comovement for Economic Variables: Theory and Empirics

CEPR Discussion Paper No. 2339
Number of pages: 28 Posted: 20 Dec 2001
Christophe Croux, Mario Forni and Lucrezia Reichlin
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics and London Business School
Downloads 25 (413,027)
Citation 37

Abstract:

Business cycle, coherence, comovements, geography

14.

Decomposing Granger Causality Over the Spectrum

ERIM Report Series Reference No. ERS-2004-102-MKT
Number of pages: 27 Posted: 27 Dec 2010
Aurelie Lemmens, Christophe Croux and M. G. Dekimpe
Tilburg University, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Catholic University of Leuven (KUL) - Department of Applied Economics
Downloads 24 (378,284)

Abstract:

business surveys, Granger causality, production expectations, spectral analysis

15.

Robust Estimators for the Fixed Effects Panel Data Model

Econometrics Journal, Vol. 10, No. 3, pp. 521-540, November 2007
Number of pages: 20 Posted: 31 Oct 2007
Maria Caterina Bramati and Christophe Croux
Belgian National Institute of Statistics and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 18 (448,720)
Citation 12

Abstract:

16.

On the Construction of the European Economic Sentiment Indicator

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 1, pp. 47-62, February 2010
Number of pages: 16 Posted: 21 Dec 2009
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
Downloads 1 (527,845)
Citation 2

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.563 seconds

Relx Group logo