Laurence Broze
Names
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Laurence |
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Broze |
Identifer
Contact
Affiliations
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Université de Lille, département de mathématiques (weight: 50%)
- https://sciences-technologies.univ-lille.fr/mathematiques/
- location: Lille, France
Research profile
author of:
- Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (RePEc:bla:jtsera:v:23:y:2002:i:3:p:287-312)
by Laurence Broze & Christian Francq & Jean‐Michel Zakoïan - Analyse des résultats financiers de l'assurance-soins de santé (RePEc:bxr:bxrceb:2013/12731)
by Laurence Broze & Paul Kestens & Jean Claude Praet - Computation of multipliers in multivariate rational expectations models (RePEc:cor:louvco:1991016)
by Broze, L. & Gourieroux, Ch. & Szafarz, A. - Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method (RePEc:cor:louvco:1993013)
by BROZE, Laurence & GOURIEROUX , Christian - Testing for Continuous-Time Models of the Short-Term Interest Rate (RePEc:cor:louvco:1993031)
by BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN , Jean-Michel - Forecast Intervals in ARCH Exponential Smoothing (RePEc:cor:louvco:1994081)
by BROZE, Laurence & MELARD, Guy & SCAILLET, Olivier - Quasi Indirect Inference for Diffusion Processes (RePEc:cor:louvco:1995005)
by BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel - Estimation of a latent linear model based on the rank statistics of the dependent variable (RePEc:cor:louvco:1997021)
by BROZE, Laurence & JOUNEAU, Frédéric - Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (RePEc:cor:louvco:2000033)
by BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel - Solutions of multivariate rational expectations models (RePEc:cor:louvrp:1161)
by Broze, L. & Gourieroux, C. & Szafarz, A. - Testing for continuous-time models of the short-term interest rate (RePEc:cor:louvrp:1177)
by Broze, L. & Scaillet, O. & Zakoïan, J.-M. - Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (RePEc:cor:louvrp:1319)
by BROZE, Laurence & GOURIEROUX, Christian - Quasi-indirect inference for diffusion processes (RePEc:cor:louvrp:1327)
by BROZE, Laurence & SCAILLET, Olivier & ZAKOIAN, Jean-Michel - On invisible trade relations between Mesopotamian cities during the Third Millennium B.C (RePEc:cor:louvrp:1515)
by BOSSUYT, Audrey & BROZE, Laurence & GINSBURGH, Victor - Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (RePEc:cor:louvrp:1576)
by BROZE, Laurence & FRANCQ , Christian & ZAKOIAN, Jean-Michel - Efficient use of higher-lag autocorrelations for estimating autoregressive processes (RePEc:cor:louvrp:1580)
by BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel - Discrimination spatiale des femmes et ségrégation sur le marché du travail: l'exemple de Bruxelles (RePEc:cor:louvrp:1636)
by BROZE, Laurence & STEINAUER, Mathilde & THOMAS, Isabelle - Solutions of dynamic linear rational expectations models (RePEc:cpm:cepmap:8421)
by Broze, Laurence & Gourieroux Christian & Szafarz A - Reduction and identification of simultaneous equations models with rational expectations (RePEc:cpm:cepmap:8601)
by Broze, Laurence & Gourieroux Christian & Szafarz A - Identification & consistent estimation of multi-variate linear models with rational expectations of current variables (RePEc:cpm:cepmap:8617)
by Broze, Laurence & Gourieroux Christian & Szafarz A - Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes (RePEc:crs:wpaper:99-56)
by Laurence Broze & Christian Francq & Jean-Michel Zakoïan - Solutions of Linear Rational Expectations Models (RePEc:cup:etheor:v:1:y:1985:i:03:p:341-368_01)
by Broze, L. & Gourieroux, C. & Szafarz, A. - Solutions of multivariate Rational Expectations Models (RePEc:cup:etheor:v:11:y:1995:i:02:p:229-257_00)
by Broze, Laurence & Gouriéroux, Christian & Szafarz, Ariane - Quasi-Indirect Inference For Diffusion Processes (RePEc:cup:etheor:v:14:y:1998:i:02:p:161-186_14)
by Broze, Laurence & Scaillet, Olivier & Zakoïan, Jean-Michel - Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (RePEc:eee:ecolet:v:71:y:2001:i:3:p:317-322)
by Broze, Laurence & Francq, Christian & Zakoian, Jean-Michel - Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (RePEc:eee:econom:v:85:y:1998:i:1:p:75-98)
by Broze, Laurence & Gourieroux, Christian - On linear models with rational expectations which admit a unique solution (RePEc:eee:eecrev:v:24:y:1984:i:1:p:103-111)
by Broze, L. & Szafarz, A. - Testing for continuous-time models of the short-term interest rate (RePEc:eee:empfin:v:2:y:1995:i:3:p:199-223)
by Broze, Laurence & Scaillet, Olivier & Zakoian, Jean-Michel - Estimation de modèles de la structure par terme des taux d'intérêt (RePEc:prs:reveco:reco_0035-2764_1996_num_47_3_409787)
by Laurence Broze & Olivier Scaillet & Jean-Michel Zakoïan & Claude Jessua - Bulles spéculatives et transmission d’information sur le marché d’un bien stockable (RePEc:ris:actuec:v:62:y:1986:i:2:p:166-184)
by Broze, L. & Gouriéroux, C. & Szafarz, A. - Speculative Bubbles and Exchange of Information on the Market of a Storable Good (RePEc:ulb:ulbeco:2013/106047)
by Laurence Broze & Christian Gourieroux & Ariane Szafarz - On Econometric Models with Rational Expectations (RePEc:ulb:ulbeco:2013/106048)
by Laurence Broze & Ariane Szafarz - Exponential smoothing: estimation by maximum likelihood (RePEc:ulb:ulbeco:2013/13716)
by Laurence Broze & Guy Melard - Lissage exponentiel généralisé (RePEc:ulb:ulbeco:2013/13734)
by Laurence Broze & Guy Melard - Analyse critique des rapport des SPPS sur la recherche industrielle en Belgique (RePEc:ulb:ulbeco:2013/57834)
by Luc Wilkin & Paul Kestens & Laurence Broze - Reduced Forms of Rational Expectations Models (RePEc:ulb:ulbeco:2013/647)
by Laurence Broze & Christian Gourieroux & Ariane Szafarz - The Econometric Analysis of Non-Uniqueness in Rational Expectations Models (RePEc:ulb:ulbeco:2013/649)
by Laurence Broze & Ariane Szafarz - On Solutions of Linear Models with Rational Expectations (RePEc:ulb:ulbeco:2013/659)
by Laurence Broze & Jacques Janssen & Ariane Szafarz - On econometric models with rational expectations (RePEc:ulb:ulbeco:2013/661)
by Laurence Broze & Ariane Szafarz - On Linear Models with Rational Expectations which Admit a Unique solution (RePEc:ulb:ulbeco:2013/671)
by Laurence Broze & Ariane Szafarz - Solutions of Dynamic Linear Rational Expectations Models (RePEc:ulb:ulbeco:2013/675)
by Laurence Broze & Christian Gouriéroux & Ariane Szafarz - Solutions des modèles linéaires à anticipations rationnelles (RePEc:ulb:ulbeco:2013/679)
by Laurence Broze & Ariane Szafarz - Forme réduite d'un modèle général à anticipations rationnelles (RePEc:ulb:ulbeco:2013/681)
by Laurence Broze & Ariane Szafarz - Bulles spéculatives et transmission d'information sur le marché d'un bien stockable (RePEc:ulb:ulbeco:2013/683)
by Laurence Broze & Christian Gourieroux & Ariane Szafarz - Solutions of Multivariate Rational Expectations Models (RePEc:ulb:ulbeco:2013/701)
by Laurence Broze & Christian Gourieroux & Ariane Szafarz - Analyse économique de l'équilibre financier de l'assurance-maladie: détermination des principaux facteurs explicatifs (RePEc:ulb:ulbeco:2013/8729)
by Laurence Broze & Paul Kestens & Jean Claude Praet - On invisible trade relations between Mesopotamian cities during the third millennium B.C (RePEc:ulb:ulbeco:2013/99274)
by Audrey Bossuyt & Laurence Broze & Victor Ginsburgh