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Pierre Chausse

Personal Details

First Name:Pierre
Middle Name:
Last Name:Chausse
Suffix:
RePEc Short-ID:pch932
[This author has chosen not to make the email address public]
http://www.arts.uwaterloo.ca/~pchausse/
Terminal Degree:2011 Département des Sciences Économiques; École des Sciences de la Gestion (ESG); Université du Québec à Montréal (UQAM) (from RePEc Genealogy)

Affiliation

Department of Economics
University of Waterloo

Waterloo, Canada
http://economics.uwaterloo.ca/
RePEc:edi:dewatca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pierre Chausse, 2017. "Regularized Empirical Likelihood as a Solution to the No Moment," Working Papers 1708, University of Waterloo, Department of Economics, revised Nov 2017.
  2. Pierre Chausse & George Luta, 2017. "Casual Inference using Generalized Empirical Likelihood Methods," Working Papers 1707, University of Waterloo, Department of Economics, revised Dec 2017.
  3. Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.
  4. Pierre Chaussé, 2011. "Generalized empirical likelihood for a continuum of moment conditions," Working Papers 1104, University of Waterloo, Department of Economics, revised Oct 2011.

Articles

  1. Chaussé, Pierre, 2010. "Computing Generalized Method of Moments and Generalized Empirical Likelihood with R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 34(i11).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pierre Chaussé, 2011. "Generalized empirical likelihood for a continuum of moment conditions," Working Papers 1104, University of Waterloo, Department of Economics, revised Oct 2011.

    Cited by:

    1. Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.

Articles

  1. Chaussé, Pierre, 2010. "Computing Generalized Method of Moments and Generalized Empirical Likelihood with R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 34(i11).

    Cited by:

    1. Rebecca K Fielding-Miller & Maria E Sundaram & Kimberly Brouwer, 2020. "Social determinants of COVID-19 mortality at the county level," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-11, October.
    2. Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.
    3. Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation 11/266, The Centre for Market and Public Organisation, University of Bristol, UK.
    4. Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019. "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 481-488.
    5. Michele Leonardo Bianchi & Asmerilda Hitaj & Gian Luca Tassinari, 2020. "Multivariate non-Gaussian models for financial applications," Papers 2005.06390, arXiv.org.
    6. Eric S. Lin & Ta-Sheng Chou, 2018. "Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 1-28, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2011-11-14 2012-09-03 2018-01-01 2018-01-01
  2. NEP-ORE: Operations Research (2) 2012-09-03 2018-01-01
  3. NEP-ETS: Econometric Time Series (1) 2012-09-03
  4. NEP-LAB: Labour Economics (1) 2018-01-01

Corrections

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