Details about Alain Trognon

Access statistics for papers by Alain Trognon.

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Short-id: ptr68

Working Papers

2015

1. Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
   CIRANO Working Papers, CIRANO
   Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (1)
   See also Journal Article Invariant tests based on M -estimators, estimating functions, and the generalized method of moments, Econometric Reviews, Taylor & Francis Journals (2017) View citations (1) (2017)

1997

2. An Econometric Analysis of Household Portfolio Allocation
   Working Papers, Center for Research in Economics and Statistics View citations (2)
3. Composition des portefeuilles des ménages: une analyse scores sur données françaises
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP
4. The Portfolio Composition of Households: A Scoring Analysis from French Data
   Working Papers, Center for Research in Economics and Statistics View citations (1)

1995

5. A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
6. On the Residual Dynamics Implied by Rational Expectations Hypothesis
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
   Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (2)

1992

7. Dynamique des taux de change: Prise en compte de differents regimes de formation et determination de regresseurs optimaux
   Working Papers, Caisse des Depots et Consignations - Cahiers de recherche

1990

8. From a hicks-grandmont temporary equilibrium to a rational expectations equilibrium and conversely
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP

1985

9. Simulated residuals
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP
   See also Journal Article Simulated residuals, Journal of Econometrics, Elsevier (1987) View citations (21) (1987)

1984

10. General approach of serial correlation (a)
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)
    See also Journal Article A General Approach to Serial Correlation, Econometric Theory, Cambridge University Press (1985) View citations (40) (1985)

1982

11. Estimation and test in probit models with serial correlation
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (3)
12. Pseudo maximum lilelihood methods: applications to poisson models
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP
    See also Journal Article Pseudo Maximum Likelihood Methods: Applications to Poisson Models, Econometrica, Econometric Society (1984) View citations (759) (1984)

1981

13. Pseudo maximum likelihood methods: theory
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP
    See also Journal Article Pseudo Maximum Likelihood Methods: Theory, Econometrica, Econometric Society (1984) View citations (570) (1984)

Journal Articles

2017

1. Introduction
   Annals of Economics and Statistics, 2017, (125-126), 1-7
2. Invariant tests based on M -estimators, estimating functions, and the generalized method of moments
   Econometric Reviews, 2017, 36, (1-3), 182-204 View citations (1)
   See also Working Paper Invariant tests based on M-estimators, estimating functions, and the generalized method of moments, CIRANO Working Papers (2015) (2015)

2003

3. L'économétrie des panels en perspective
   Revue d'économie politique, 2003, 113, (6), 727-748 View citations (2)

1997

4. Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models
   Journal of Econometrics, 1997, 82, (1), 135-156 View citations (24)

1995

5. Présentation générale
   Économie et Prévision, 1995, 121, (5), 1-5

1991

6. L'Héterogénéité en économétrie / Heterogeneity in Econometrics
   Annals of Economics and Statistics, 1991, (20-21), 1-15

1987

7. Generalised residuals
   Journal of Econometrics, 1987, 34, (1-2), 5-32 View citations (209)
8. Les méthodes du pseudo-maximum de vraisemblance
   Annals of Economics and Statistics, 1987, (8), 117-134 View citations (2)
9. Simulated residuals
   Journal of Econometrics, 1987, 34, (1-2), 201-252 View citations (21)
   See also Working Paper Simulated residuals, CEPREMAP Working Papers (Couverture Orange) (1985) (1985)

1985

10. A General Approach to Serial Correlation
    Econometric Theory, 1985, 1, (3), 315-340 View citations (40)
    See also Working Paper General approach of serial correlation (a), CEPREMAP Working Papers (Couverture Orange) (1984) View citations (1) (1984)
11. A note on autoregressive error components models
    Journal of Econometrics, 1985, 28, (2), 231-245 View citations (52)

1984

12. Pseudo Maximum Likelihood Methods: Applications to Poisson Models
    Econometrica, 1984, 52, (3), 701-20 View citations (759)
    See also Working Paper Pseudo maximum lilelihood methods: applications to poisson models, CEPREMAP Working Papers (Couverture Orange) (1982) (1982)
13. Pseudo Maximum Likelihood Methods: Theory
    Econometrica, 1984, 52, (3), 681-700 View citations (570)
    See also Working Paper Pseudo maximum likelihood methods: theory, CEPREMAP Working Papers (Couverture Orange) (1981) (1981)
14. Specification pre-test estimator
    Journal of Econometrics, 1984, 25, (1-2), 15-27 View citations (2)

1983

15. Testing nested or non-nested hypotheses
    Journal of Econometrics, 1983, 21, (1), 83-115 View citations (27)

1980

16. Le mythe du nouveau consommateur
    Économie et Statistique, 1980, 123, (1), 13-22 View citations (1)

1979

17. Bocaux hier, congélateur aujourd'hui
    Économie et Statistique, 1979, 116, (1), 25-29 View citations (1)
18. La percée de la télé-couleur
    Économie et Statistique, 1979, 110, (1), 37-41