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Lubrano Michel
Lubrano Michel
AMSE-GREQAM, AMU
Verified email at univmed.fr
Title
Cited by
Cited by
Year
Bayesian inference in dynamic econometric models
L Bauwens, M Lubrano, JF Richard
OUP Oxford, 2000
7062000
Bayesian inference on GARCH models using the Gibbs sampler
L Bauwens, M Lubrano
The Econometrics Journal 1 (1), C23-C46, 1998
3391998
Ranking economics departments in Europe: a statistical approach
M Lubrano, L Bauwens, A Kirman, C Protopopescu
Journal of the European Economic Association 1 (6), 1367-1401, 2003
1732003
Bayesian option pricing using asymmetric GARCH models
L Bauwens, M Lubrano
Journal of Empirical Finance 9 (3), 321-342, 2002
1132002
Identification restrictions and posterior densities in cointegrated Gaussian VAR system
L Bauwens, M Lubrano
LIDAM Reprints CORE, 1996
951996
Testing for unit roots in a Bayesian framework
M Lubrano
Journal of Econometrics 69 (1), 81-109, 1995
731995
Smooth transition GARCH models: A Bayesian perspective
M Lubrano
Recherches Economiques de Louvain/Louvain Economic Review 67 (3), 257-287, 2001
692001
Bayesian analysis of nonlinear time series models with a threshold
M Lubrano
Universites d'Aix-Marseille II et III, 1998
631998
Stability of a UK money demand equation: a Bayesian approach to testing exogeneity
M Lubrano, RG Pierse, JF Richard
The Review of Economic Studies 53 (4), 603-634, 1986
421986
Emploi et chômage en France de 1955 à 1982: un modèle macroéconomique annuel avec rationnement
JP Lambert, M Lubrano, HR Sneessens
Annales de l'INSEE, 39-76, 1984
421984
Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
M Lubrano, AAJ Ndoye
Computational Statistics & Data Analysis 100, 830-846, 2016
392016
The econometrics of inequality and poverty
M Lubrano
Lecture 4, 10-14, 2016
352016
Density inference for ranking European research systems in the field of economics
M Lubrano, C Protopopescu
Journal of Econometrics 123 (2), 345-369, 2004
282004
A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
L Giet, M Lubrano
Computational statistics & data analysis 52 (6), 2945-2965, 2008
272008
The econometrics of inequality and poverty. Lecture 4: Lorenz curves, the Gini coefficient and parametric distributions
M Lubrano
Manuscript available online at http://www. vcharite. univ-mrs. fr/PP/lubrano …, 2013
262013
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
R Bu, L Giet, K Hadri, M Lubrano
Journal of Financial Econometrics 9 (1), 198-236, 2011
262011
Bayesian analysis of switching regression models
M Lubrano
Journal of econometrics 29 (1-2), 69-95, 1985
241985
Lie of the weak: Inconsistent corporate social responsibility activities of Chinese zombie firms
S Han, G Li, M Lubrano, Z Xun
Journal of Cleaner Production 253, 119858, 2020
222020
Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
L Bauwens, M Lubrano
Econometric Reviews 26 (2-4), 469-486, 2007
222007
Optimal lockdowns for COVID‐19 pandemics: Analyzing the efficiency of sanitary policies in Europe
E Gallic, M Lubrano, P Michel
Journal of Public Economic Theory 24 (5), 944-967, 2022
202022
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