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Publications
choisies / Selected Publications
- "The HESSIAN
Method (Hightly Efficient State Smoothing, In A Nutshell)", révisé
et resoumis, Journal of Econometrics.
- "Precision-Based
Methods for State Smoothing" (avec S. Miller et D. Pelletier),
révisé et resoumis, Computational Statistics and
Data Analysis.
- "Random
Consumer Demand", Economica 76, 2009, 89-107.
- "On Bayesian
Analysis and Computation for Functions with Monotonicity and Curvature
Restrictions", Journal of Econometrics 142, 2008, 484-507.
- "Time Reversibility
of Stationary Regular Finite State Markov Chains", Journal
of Econometrics 136, 2007, 303-318.
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