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| 2010 | ||
|---|---|---|
| 7 | David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk: The Fifth Special Issue on Computational Econometrics. Computational Statistics & Data Analysis 54(11): 2359 (2010) | |
| 6 | Pierre Duchesne, Linyuan Li, Jill Vandermeerschen: On testing for serial correlation of unknown form using wavelet thresholding. Computational Statistics & Data Analysis 54(11): 2512-2531 (2010) | |
| 5 | Pierre Duchesne, Pierre Lafaye De Micheaux: Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. Computational Statistics & Data Analysis 54(4): 858-862 (2010) | |
| 2008 | ||
| 4 | Jennifer Poulin, Pierre Duchesne: On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap. Computational Statistics & Data Analysis 52(9): 4432-4457 (2008) | |
| 3 | Pierre Duchesne, Maria Pacurar: Evaluating financial time series models for irregularly spaced data: A spectral density approach. Computers & OR 35(1): 130-155 (2008) | |
| 2006 | ||
| 2 | Pierre Duchesne: Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Computational Statistics & Data Analysis 51(4): 2142-2163 (2006) | |
| 2004 | ||
| 1 | Pierre Duchesne: On robust testing for conditional heteroscedasticity in time series models. Computational Statistics & Data Analysis 46(2): 227-256 (2004) | |
Colors in the list of coauthors
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