A Constrained Random Demodulator for Sub-Nyquist Sampling Harms, A., W. U. Bajwa, and R. Calderbank, IEEE Transactions on Signal Processing (2013) Harms, A.

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Testing for Granger Causality in Heterogeneous Mixed Panels Emirmahmutoglu, F., and N. Kose, Economic Modelling (2011) Emirmahmutoglu, F.

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Network Effects and Infrastructure Productivity in Developing Countries Candelon, B., G. Colletaz, and C. Hurlin, Maastricht University (2011)

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Pitfalls in backtesting Historical Simulation VaR models Escanciano, J., and P. Pei, Journal of Banking and Finance (2012)

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A Unified Software Framework for Empirical Gramians Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (2013) Himpe, C.

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Kinematics of the ribbon fin in hovering and swimming of the electric ghost knifefish Ruiz-Torres, R., O. M. Curet, G. V. Lauder, and M. A. MacIver, Journal of Experimental Biology (2013) Ruiz-Torres, R., and M. A. MacIver.

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The Phase Transition of Matrix Recovery from Gaussian Measurements Matches the Minimax MSE of Matrix Denoising Donoho, D., M. Gavish, and A. Montanari, Stanford University (2013) Gavish, M.

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Maximum Likelihood Methods for Models of Markets in Disequilibrium Maddala, S. G., and F. D. Nelson, Econometrica (1974) Hurlin, C.

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Cross-Gramian Based Combined State and Parameter Reduction Himpe, C., and M. Ohlberger, WWU Muenster (2013) Himpe, C.

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A Unified Software Framework for Empirical Gramians Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (2013) Himpe, C.

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Determining the Number of Factors in Approximate Factors Models Bai, J., and S. Ng, Econometrica (2002) Hurlin, C.

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Deterministic Matrices Matching the Compressed Sensing Phase Transitions of Gaussian Random Matrices Monajemi, H., S. Jafarpour, M. Gavish, and D. Donoho, Stanford University (2012) Monajemi, H., and D. Donoho.

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The Risk Map: A New Tool for Validating Risk Models Colletaz, G., C. Hurlin, and C. Perignon, SSRN (2012)

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Optimal Stability Polynomials for Numerical Integration of Initial Value Problems Ketcheson, D., and A. J. Ahmadia, arXiv.org (2012)

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The pernicious effects of contaminated data in risk management Fresard, L., C. Perignon, and A. Wilhelmsson, Journal of Banking and Finance (2011)

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The level and quality of Value-at-Risk disclosure by commercial banks Perignon, C., and D. Smith, Journal of Banking and Finance (2010)

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A New Approach to Comparing VaR Estimation Methods Smith, D., and C. Perignon, Journal of Derivatives (2008) Perignon, C., and D. Smith.

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Diversification and Value-at-Risk Perignon, C., and D. Smith, Journal of Banking and Finance (2010)

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Prices and Asymptotics for Discrete Variance Swaps Bernard, C., and Z. Cui, SSRN (2012)

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Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM, and Portfolio Sorts Patton, J. A., and A. Timmermann, Journal of Financial Economics (2010) Patton, J. A., and A. Timmermann.

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Extracting Factors from Heteroskedastic Asset Returns Jones, S. C., Journal of Financial Economics (2001)

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Competition and the Cost of Debt Valta, P., Journal of Financial Economics (2012)

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Volatility Forecast Comparison Using Imperfect Volatility Proxies Patton, J. A., Journal of Econometrics (2011)

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Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors Hall, R. A., S. Han, and O. Boldea, Journal of Econometrics (2012) Boldea, O.

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A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR Benoit, S., G. Colletaz, C. Hurlin, and C. Perignon, SSRN (2011)

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Rudin-Osher-Fatemi Total Variation Denoising using Split Bregman Getreuer, P., Image Processing On Line (2012)

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Adaptive Estimation of Vector Autoregressive Models with Time-Varying Variance: Application to Testing Linear Causality ... Patilea, V., IRMAR-INSA and CREST ENSAI (2010) Raïssi, H.

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Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series Escanciano, J., Econometric Theory (2010) Colletaz, G.

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Dendrodendritic Inhibition and Simulated Odor Responses in a Detailed Olfactory Bulb Network Model Davison, A., J. Feng, and D. Brown, Journal of Neurophysiology (2003) Davison, A.

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Sparse Nonnegative Solution of Underdetermined Linear Equations by Linear Programming Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (2005)

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Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ... Arestoff, F., and C. Hurlin, Economics Bulletin (2010)

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Testing for Unit Roots in the Presence of Uncertainty Over Both the Trend and Initial Condition Harvey, I. D., S. J. Leybourne, and A. R. Taylor, Journal of Econometrics (2012) Colletaz, G.

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Does Corporate Governance Predict Firms' Market Values? Evidence from Korea Kim, W., B. S. Black , and H. Jang, The Journal of Law, Economics, & Organization (2006)

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Testing for Unit Roots in Heterogeneous Panels Im, S. K., H. M. Pesaran, and Y. Shin, Journal of Econometrics (2003) Hurlin, C.

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Testing for a Unit Root in Panels with Dynamic Factors Moon , R. H., and B. Perron, Journal of Econometrics (2004) Hurlin, C.

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Unit Root Tests for Panel Data Choi, I., Journal of International Money and Finance (2001) Hurlin, C.

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Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise Donoho, D., M. Elad, and V. Temlyakov, Transactions on Information Theory (2006)

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Testing for Granger Non-causality in Heterogeneous Panels Dumitrescu, E., and C. Hurlin, Economic Modelling (2012)

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Copula-Based Models for Financial Time Series Patton, J. A., Handbook of Financial Time Series, Springer Verlag (2009)

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A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test Maddala, S. G., and S. Wu, Oxford Bulletin of Economics and Statistics (1999) Hurlin, C.

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High-Dimensional Centrally-Symmetric Polytopes With Neighborliness Proportional to Dimension Donoho, D., Discrete & Computational Geometry (2006)

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Neighborliness of Randomly-Projected Simplices in High Dimensions Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (2005)

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LSD: A Fast Line Segment Detector with a False Detection Control Grompone von Gioi, R., J. Jakubowicz, J. Morel, and G. Randall, IEEE Transactions on Pattern Analysis and Machine Intelligence (2010) Grompone von Gioi, R.

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On the Stability of the Basis Pursuit in the Presence of Noise Donoho, D., and M. Elad, Signal Processing (2006)

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Appendices for the article "Is Public Capital Really Productive? A Methodological Reappraisal" Hurlin, C., and A. Minea, Université d'Orléans (2012)

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Is Public Capital Really Productive? A Methodological Reappraisal Minea, A., and C. Hurlin, University of Orleans (2012)

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Forcasting Expected Shortfall with a Generalized Asymetric Student-t Distribution Galbraith, W. J., and D. Zhu, Centre interuniversitaire de recherche en analyse des organisations (2009)

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Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ... Arestoff, F., and C. Hurlin, Economics Bulletin (2010)

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Why don’t Banks Lend to the Private Sector in Egypt? Herrera, S., C. Hurlin, and C. Zaki, World Bank Working Paper Series (2012)

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A Simple Empirical Measure of Central Banks' Conservatism Levieuge, G., and Y. Lucotte, SSRN (2012) Levieuge, G.

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Margin Backtesting Hurlin, C., and C. Perignon, University of Orleans, HEC Paris (2011)

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How To Evaluate an Early Warning System? Towards a unified Statistical Framework for Assessing Financial Crises Forecast ... Candelon, B., E. Dumitrescu, and C. Hurlin, IMF Economic Review (2012)

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Backtesting Value-at-Risk: A Duration-Based Approach Pelletier, D., and P. F. Christoffersen, Journal of Financial Econometrics (2004) Hurlin, C., and C. Perignon.

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International Comparisons of Living Standards by Equivalent Incomes Gaulier, G., and M. Fleurbaey, The Scandinavian Journal of Economics (2009) Fleurbaey, M., and G. Gaulier.

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How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes Calvet, E. L., and A. J. Fisher, Journal of Financial Econometrics (2004)

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Bartlett's Formula for a General Class of Non Linear Processes Francq, C., and J. Zakoian, Journal of Time Series Analysis (2009)

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Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach Aït-Sahalia, Y., Econometrica (2002)

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Structural Sign Patterns and Reduced Form Restrictions Buck, J. A., and G. M. Lady, Economic Modelling (2012)

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Structural Models, Information and Inherited Restrictions Buck, J. A., and G. M. Lady, Economic Modelling (2011)

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The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk Boudoukh, J., M. Richardson, and R. F. Whitelaw, Risk (1998) Hurlin, C., and C. Perignon.

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A New Approach to Comparing VaR Estimation Methods Perignon, C., and D. Smith, Journal of Derivatives (2008) Perignon, C., D. Smith, and C. Hurlin.

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Mixed Logit with Bounded Distributions of Correlated Partworths Sonnier, G., and K. Train, Applications of Simulation Methods in Environmental Resource Economics (2005) Train, K.

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Why Simple Shrinkage is Still Relevant for Redundant Representations? Elad, M., IEEE Transactions on Information Theory (2006)

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Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests Hurlin, C., and V. Pham, Finance (2012) Hurlin, C., and E. Dumitrescu.

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Tests of Conditional Predictive Ability White, H., and R. Giacomini, Econometrica (2006) Giacomini, R.

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Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach Colletaz, G., and C. Hurlin, University of Orléans (2006) Hurlin, C.

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Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties Levin, A., C. Lin, and C. J. Chu , Journal of Econometrics (2002) Hurlin, C.

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Backtesting Value-at-Risk: A GMM Duration-based Test Candelon, B., G. Colletaz, C. Hurlin, and S. Tokpavi, Journal of Financial Econometrics (2011) Colletaz, G., B. Candelon, C. Hurlin, and S. Tokpavi.

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Outliers and GARCH Models in Financial Data Charles, A., and O. Darné, Economics Letters (2005) Charles, A., O. Darné, D. Banulescu, and E. Dumitrescu.

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Forecasting Realized Volatility Using a Nonnegative Semiparametric Model Eriksson, A., D. Preve, and J. Yu, Uppsala University (2009) Preve, D., and J. Yu.

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Mixed Logit with Repeated Choices: Households' Choices of Appliance Efficiency Level Revelt, D., and K. Train, The Review of Economics and Statistics (1998) Train, K.

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Testing Interval Forecasts: A GMM-Based Approach Dumitrescu, E., C. Hurlin, and J. Madkour, Journal of Forecasting (2011) Dumitrescu, E., and C. Hurlin.

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Currency Crises Early Warning Systems: why they should be Dynamic Candelon, B., E. Dumitrescu, and C. Hurlin, Maastricht University (2010)

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A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics Zhu, D., and J. W. Galbraith, Journal of Econometrics (2010) Colletaz, G.

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Techniques for Verifying the Accuracy of Risk Management Models Kupiec, H. P., Journal of Derivatives (1995) Hurlin, C., and C. Perignon.

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Value-at-Risk (Chapter 5: Computing VaR) Jorion, P., MacGraw-Hill (2007) Hurlin, C., and C. Perignon.

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Value-at-Risk (Chapter 7: Portfolio Risk - Analytical Methods) Jorion, P., McGraw-Hill (2007) Hurlin, C., and C. Perignon.

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Backtesting Value-at-Risk Accuracy: A Simple New Test Hurlin, C., and S. Tokpavi, Journal of Risk (2006)

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Evaluating Interval Forecasts Christoffersen, F. P., International Economic Review (1998) Hurlin, C., and C. Perignon.

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