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Lubrano Michel
Lubrano Michel
AMSE-GREQAM, AMU
Verified email at univmed.fr
Title
Cited by
Cited by
Year
Bayesian inference in dynamic econometric models
L Bauwens, M Lubrano, JF Richard
OUP Oxford, 2000
6762000
Bayesian inference on GARCH models using the Gibbs sampler
L Bauwens, M Lubrano
The Econometrics Journal 1 (1), C23-C46, 1998
3261998
Ranking economics departments in Europe: a statistical approach
M Lubrano, L Bauwens, A Kirman, C Protopopescu
Journal of the European Economic Association 1 (6), 1367-1401, 2003
1742003
Bayesian option pricing using asymmetric GARCH models
L Bauwens, M Lubrano
Journal of Empirical Finance 9 (3), 321-342, 2002
1082002
Identification restrictions and posterior densities in cointegrated Gaussian VAR system
L Bauwens, M Lubrano
LIDAM Reprints CORE, 1996
931996
Smooth transition GARCH models: A Bayesian perspective
M Lubrano
Recherches Economiques de Louvain/Louvain Economic Review 67 (3), 257-287, 2001
682001
Testing for unit roots in a Bayesian framework
M Lubrano
Journal of Econometrics 69 (1), 81-109, 1995
661995
Bayesian analysis of nonlinear time series models with a threshold
M Lubrano
Nonlinear econometric modeling in time series: Proceedings of the Eleventh …, 2000
612000
Stability of a UK money demand equation: a Bayesian approach to testing exogeneity
M Lubrano, RG Pierse, JF Richard
The Review of Economic Studies 53 (4), 603-634, 1986
401986
The econometrics of inequality and poverty
M Lubrano
Lecture 4, 10-14, 2012
352012
Emploi et chômage en France de 1955 à 1982: un modèle macroéconomique annuel avec rationnement
JP Lambert, M Lubrano, HR Sneessens
Annales de l'INSEE, 39-76, 1984
351984
Density inference for ranking European research systems in the field of economics
M Lubrano, C Protopopescu
Journal of Econometrics 123 (2), 345-369, 2004
292004
Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
M Lubrano, AAJ Ndoye
Computational Statistics & Data Analysis 100, 830-846, 2016
272016
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
L Giet, M Lubrano
Computational statistics & data analysis 52 (6), 2945-2965, 2008
262008
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
R Bu, L Giet, K Hadri, M Lubrano
Journal of Financial Econometrics 9 (1), 198-236, 2011
252011
The econometrics of inequality and poverty. Lecture 4: Lorenz curves, the Gini coefficient and parametric distributions
M Lubrano
Manuscript available online at http://www. vcharite. univ-mrs. fr/PP/lubrano …, 2013
232013
Bayesian analysis of switching regression models
M Lubrano
Journal of econometrics 29 (1-2), 69-95, 1985
211985
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
L Bauwens, M Lubrano
Econometric Reviews 26 (2-4), 469-486, 2007
202007
Ranking universities
V Halloin, P Aghion, RD Bennink, S Berghoff, K Debackere, ...
Editions de l'Université de Bruxelles, 2009
192009
Bayesian unconditional quantile regression: an analysis of recent expansions in wage structure and earnings inequality in the US 1992–2009
M Lubrano, AAJ Ndoye
Scottish Journal of Political Economy 61 (2), 129-153, 2014
142014
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