-
Panels with nonstationary multifactor error structures
International audience -
A principal components method to impute missing values for mixed data
International audience -
A two-step estimator for large approximate dynamic factor models based on Kal...
International audience -
Restricted maximum likelihood estimation of genetic principal components and ...
International audience -
Travelers' Types
International audience -
Specification analysis of interest rates factors : an international perspective
The aim of this thesis is to model the dynamics of international term structure of interest rates taking into consideration several dependence channels.Thanks to a new...
