Pierre Duchesne

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, David A. Belsley, Erricos John Kontoghiorghes, Siem Jan Koopman, Michael McAleer, Herman K. van Dijk, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis: The Annals of Computational and Financial Econometrics, first issue. Computational Statistics & Data Analysis 56(11): 2991-2992 (2012)

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)

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)

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)

Pierre Duchesne, Maria Pacurar: Evaluating financial time series models for irregularly spaced data: A spectral density approach. Computers & OR 35(1): 130-155 (2008)

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)

Pierre Duchesne: Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Computational Statistics & Data Analysis 51(4): 2142-2163 (2006)

Pierre Duchesne: On robust testing for conditional heteroscedasticity in time series models. Computational Statistics & Data Analysis 46(2): 227-256 (2004)