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Journal article

Causality and exogeneity in econometrics

Bauwens, Luc[UCL] Boswijk, H. Peter Urbain, Jean-Pierre (2006) Journal of Econometrics — Vol. 132, no. 2, p. 305-309 (2006)

Journal article

Recent developments in high frequency financial econometrics - Editor's introduction

Bauwens, Luc[UCL] Pohlmeier, W. Veredas, David[UCL] (2006) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 30, no. 4, p. 791-794 (2006)

Journal article

A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models

Bauwens, Luc[UCL] Laurent, Sébastien[UCL] (2005) Journal of Business and Economic Statistics — Vol. 23, no. 3, p. 346-354 (Juillet 2005)

Journal article

Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market

Bauwens, Luc[UCL] Lubrano, Michel (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 469 - 486 (Mars 2007)

Journal article

Ranking economics departments in Europe: a statistical approach

Lubrano, Michel Kirman, Alan Protopopescu, Camelia Bauwens, Luc[UCL] (2003) Journal of the European Economic Association — Vol. 1, no. 6, p. 1367–1401 (Décembre 2003)

Journal article

Bayesian Clustering of Many Garch Models

Bauwens, Luc[UCL] Rombouts, Jeroen (2007) Econometric Reviews — Vol. 26, no. 2-4, p. 365-386 (Mars 2007)

Journal article

Multivariate mixed normal conditional heteroskedasticity

Bauwens, Luc[UCL] Hafner, Christian[UCL] Rombouts, Jeroen[UCL] (2007) Computational Statistics & Data Analysis — Vol. 51, no. 7, p. 3551-3566 (Avril 2007)

Journal article

Bayesian option pricing using asymmetric GARCH models

Bauwens, Luc[UCL] Lubrano, Michel (2002) Journal of Empirical Finance — Vol. 9, no. 3, p. 321 – 342 (Août 2002)

Journal article

Adaptive radial-based direction sampling : a class of flexible and robust Monte Carlo integration methods

Bauwens, Luc[UCL] Bos, Charles van Dijk, Herman van Oest, Rutger (2004) Journal of Econometrics — Vol. 123, no. 2, p. 201-225 (Décembre 2004)

BookChapter

Econometrics

Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2004) Handbook of computational statistics : concepts and methods — [ISBN : 978-3-540-40464-4]

Journal article

Exchange rate volatility and the mixture of distribution hypothesis

Bauwens, Luc[UCL] Rime, Dagfinn Sucarrat, Genaro[UCL] (2006) Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna — Vol. 30, no. 4, p. 889-911 (Janvier 2006)

Journal article

Multivariate GARCH models: a survey

Bauwens, Luc[UCL] Laurent, Sébastien[UCL] Rombouts, Jeroen[UCL] (2006) Journal of Applied Econometrics — Vol. 21, no. 1, p. 79-109 (Janvier 2006)

Journal article

Art experts and auctions are pre-sale estimates unbiased and fully informative?

Bauwens, Luc[UCL] Ginsburgh, Victor (2000) Recherches Economiques de Louvain — Vol. 66, no. 2, p. 131-144 (2000)

Journal article

Efficient importance sampling for ML estimation of SCD models

Bauwens, Luc[UCL] Galli, Fausto[UCL] (2009) Computational Statistics & Data Analysis — Vol. 53, no. 6, p. 1974-1992 (Avril 2009)

Journal article

Bayesian inference for the mixed conditional heteroskedasticity model

Bauwens, Luc[UCL] Rombouts, Jeroen[UCL] (2007) Econometrics Journal — Vol. 10, no. 2, p. 408-425 (Juillet 2007)

Journal article

The Moments of Log-ACD Models

Bauwens, Luc[UCL] Galli, Fausto[UCL] Giot, Pierre[UCL] (2008) Quantitative and Qualitative Analysis in Social Sciences — Vol. 2, no. 1, p. 1-28 (2008)