دنبال کردن
Christophe Hurlin
Christophe Hurlin
Professor of Economics, University of Orleans
ایمیل تأیید شده در univ-orleans.fr - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Testing for Granger non-causality in heterogeneous panels‏
EI Dumitrescu, C Hurlin‏
Economic modelling 29 (4), 1450-1460, 2012‏
61412012
Where the risks lie: A survey on systemic risk‏
S Benoit, JE Colliard, C Hurlin, C Pérignon‏
Review of Finance 21 (1), 109-152, 2017‏
1013*2017
The Feldstein–Horioka puzzle: a panel smooth transition regression approach‏
J Fouquau, C Hurlin, I Rabaud‏
Economic Modelling 25 (2), 284-299, 2008‏
4262008
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects‏
E Dumitrescu, S Hué, C Hurlin, S Tokpavi‏
European Journal of Operational Research 297 (3), 1178-1192, 2022‏
3902022
Second generation panel unit root tests‏
C Hurlin, V Mignon‏
3192007
Threshold effects of the public capital productivity: an international panel smooth transition approach‏
G Colletaz, C Hurlin‏
2972006
Une synthèse des tests de racine unitaire sur données de panel‏
C Hurlin, V Mignon‏
Economie et prévision, 253-294, 2005‏
2272005
Backtesting value-at-risk: a GMM duration-based test‏
B Candelon, G Colletaz, C Hurlin, S Tokpavi‏
Journal of Financial Econometrics 9 (2), 314-343, 2011‏
1822011
How to evaluate an early-warning system: Toward a unified statistical framework for assessing financial crises forecasting methods‏
B Candelon, EI Dumitrescu, C Hurlin‏
IMF Economic Review 60 (1), 75-113, 2012‏
1692012
Financial development and growth: a re-examination using a panel Granger causality test‏
C Hurlin, B Venet‏
1482008
Currency crisis early warning systems: Why they should be dynamic‏
B Candelon, EI Dumitrescu, C Hurlin‏
International Journal of Forecasting 30 (4), 1016-1029, 2014‏
1402014
Une synthèse des tests de cointégration sur données de panel‏
C Hurlin, V Mignon‏
Economie & prévision 180181 (4), 241-265, 2007‏
1182007
What would Nelson and Plosser find had they used panel unit root tests?‏
C Hurlin‏
Applied Economics 42 (12), 1515-1531, 2010‏
1022010
The Risk Map: A new tool for validating risk models‏
G Colletaz, C Hurlin, C Pérignon‏
Journal of Banking & Finance 37 (10), 3843-3854, 2013‏
1012013
Nonstandard errors‏
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...‏
The Journal of Finance 79 (3), 2339-2390, 2024‏
932024
Econométrie des variables qualitatives‏
C Hurlin‏
Cours de maîtrise d’économétrie, France Université d’Orléans 59, 2003‏
812003
Testing convergence: A panel data approach‏
G Gaulier, C Hurlin, P Jean-Pierre‏
Annales d'Économie et de Statistique, 411-427, 1999‏
801999
Pitfalls in systemic-risk scoring‏
S Benoit, C Hurlin, C Pérignon‏
Journal of financial Intermediation 38, 19-44, 2019‏
79*2019
Backtesting value-at-risk: from dynamic quantile to dynamic binary tests‏
EI Dumitrescu, C Hurlin, V Pham‏
Finance 33 (1), 79-112, 2012‏
682012
Backtesting Value-at-Risk Accuracy: A New Simple Test‏
C Hurlin, S Tokpavi‏
Journal of Risk 9 (2), 19-37, 2007‏
66*2007
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20