| Publications:
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Exact and asymptotic tests for possibly non-regular hypotheses on
stochastic volatility models, with Jean-Marie Dufour. Journal of Econometrics,
(2009), vol 150, p193-206.
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The Dynamics of Foreign Direct Investment and Privatization: An
Empirical Analysis, with Narjess Boubakri, Jean-Claude Cosset and Nassima Debab, Management International,
(2009), vol 13, n° 2,
p.81-92.
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Diffusion Processes with Polynomial Eigenfunctions, with Christian
Gouriéroux and Eric Renault, Les Annales d'Économie et de Statistique,
(2007), vol 85, p115-130.
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On a
simple two-stage closed-form estimator for a stochastic volatility in a
general linear regression, with Jean-Marie Dufour. Advances
in Econometrics, (2006), vol 20, Part A, p 259-288.
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| Conferences :
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- Hypothesis
tests when rank conditions fail: a smooth regularization approach,
Invited Speaker Seminar, Econometric Seminar, University of California at
Berkeley, February 10, 2011.
- Hypothesis
tests when rank conditions fail: a smooth regularization approach,
Invited Speaker Seminar, Econometric Seminar, University of California at
San Diego, February 8, 2011
- Hypothesis
tests when rank conditions fail: a smooth regularization approach,
Invited Speaker Seminar, Econometric Seminar, University of California at
Riverside, February 7, 2011.
- Privatization and Globalization: an Empirical Analysis,
Invited Speaker Seminar, The Bank of Canada, January 28, 2011.
- Hypothesis
tests when rank conditions fail: a smooth regularization approach,
Invited Speaker Seminar, Actuarial Science and Mathematical Finance
Seminars, University of Toronto, September 30, 2010.
- Privatization and Globalization: an Empirical Analysis, The Graduate
School of Finance, KAIST, Seoul, August 25 2010.
- Wald and GMM-based score tests when rank conditions fail:
a regularization approach, Invited speaker Seminar, Marcel Dagenais
Econometric Seminar, Department of Economics, University of Montreal, October, 30th 2008.
- Simulation-based
regularized tests in the presence of singular covariance matrices,
NBER-NSF time series conference, University of Aarhus, September,
12-13 2008.
- Exact tests for
testing short- and long-memory features for
stochastic volatility models,
MCQMC08 conference, Montréal, July 6-11 2008.
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Regularized inference in a GMM framework, CIREQ Conference on GMM,
Montréal,
November 16-17 2007.
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A
Quasi-likelihood Approach based on Eigenfunctions for a
bounded-valued
Jacobi process with an application to bond default probability
estimation, International
workshop on Computational and Financial Econometrics, Genève,
April, 20-22
2007.
- First Symposium in Econometrics Theory ans Applications, SETA
meeting in Taipei, May 2005.
- Financial Econometrics Conference, 16-17 May 2005, CIRANO
- Quantitative methods in finance, Sydney December,
15-18 2004
- 3rd Annual Advances in Econometrics Conference, November,
5-7 2004, LSU,
Baton Rouge
- EEA-ESEM 2004, European Meeting of the Econometric
Society, August , 20-242004, Universidad Carlos III de Madrid
- Econometric Society, 2004 North American Meeting, June,
17-20 2004,
Brown University, Providence, Rhode Island
- Financial Econometrics Conference, May, 7-8 2004, CIRANO
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