Avenue Bernard Hirsch B.P. 50105
Cergy-Pontoise (Paris), 95021
France
http://guillaume-chevillon.faculty.essec.edu/
ESSEC Business School
SSRN RANKINGS
in Total Papers Citations
Crude Oil, market premium, price of oil
Multi-step Forecasting, Direct estimation, Varying Horizon, Structural breaks, Non-stationarity
Learning, Long Memory, Persistence, Present-Value Models
Stochastic Trend, Deterministic Trend, Local Asymptotics, Multi-step Forecasting, Finite Sample Approximations.
Adaptive estimation, multi-step estimation, dynamic forecasts, model mis-specification
Bubbles, Random Coefficient Autoregressive Model, Local asymptotics, Asset Prices
Cointegration, Likelihood ratio, Finite samples, Weak trends, Block Local Models
Cointegration, Deterministic trend, Likelihood ratio, Local trends, Global Warming
Cointegration, Deterministic Trend, Global Warming, Likelihood Ratio, Local Trends
Bubbles, Random Coefficient Autoregressive Model, Local Asymptotics, Asset Prices
Long memory, Vector Autoregressive Model, Marginalization, Final Equation Representation, Volatility
Bayesian estimation, Ridge regression, Vector autoregressive model, Forecasting.
SVARs, identification, weak instruments, near unit roots, IVX
Multi-step Forecasting, Predictive Regressions, Local Asymptotics, Dynamic Misspecification, Finite Samples, Long Horizons
Cointegration, Finite samples, Local-asymptotics, Business Cycle Convergence
Artificial Intelligence, Control, Futurity, Prediction, Robustness, Utopia.