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2010 – 2019
- 2014
[j9]Linyuan Li, Shan Yao, Pierre Duchesne:
On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method. Comput. Stat. Data Anal. 70: 308-327 (2014)- 2012
- [j8]David A. Belsley, Erricos John Kontoghiorghes
, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, 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 S. 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. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - 2010
- [j7]Pierre Duchesne, Pierre Lafaye de Micheaux:
Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. Comput. Stat. Data Anal. 54(4): 858-862 (2010) - [j6]David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk:
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54(11): 2359 (2010) - [j5]Pierre Duchesne, Linyuan Li, Jill Vandermeerschen:
On testing for serial correlation of unknown form using wavelet thresholding. Comput. Stat. Data Anal. 54(11): 2512-2531 (2010)
2000 – 2009
- 2008
- [j4]Pierre Duchesne, Maria Pacurar:
Evaluating financial time series models for irregularly spaced data: A spectral density approach. Comput. Oper. Res. 35(1): 130-155 (2008) - [j3]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. Comput. Stat. Data Anal. 52(9): 4432-4457 (2008) - 2006
- [j2]Pierre Duchesne:
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. Comput. Stat. Data Anal. 51(4): 2142-2163 (2006) - 2004
- [j1]Pierre Duchesne:
On robust testing for conditional heteroscedasticity in time series models. Comput. Stat. Data Anal. 46(2): 227-256 (2004)
Coauthor Index
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