Introduction au Cours d'Économétrie Financière
NOTE/S1/GSF6053_H25_NOTE_INTRO/main.tex · extarticle
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01Manuscript
The paper
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- PDF/GSF6053_H25_EXO_001.pdf111.5 KB
- PDF/GSF6053_H25_EXO_002.pdf105.0 KB
- PDF/GSF6053_H25_EXO_003.pdf106.6 KB
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- PDF/GSF6053_H25_EXO_005.pdf110.6 KB
- PDF/GSF6053_H25_EXO_006.pdf91.3 KB
- PDF/GSF6053_H25_EXO_007.pdf268.1 KB
- PDF/GSF6053_H25_EXO_008.pdf125.5 KB
- PDF/GSF6053_H25_EXO_009.pdf96.6 KB
- PDF/GSF6053_H25_EXO_010.pdf265.3 KB
- PDF/GSF6053_H25_EXO_011.pdf293.8 KB
- PDF/GSF6053_H25_EXO_012.pdf120.4 KB
- PDF/GSF6053_H25_EXO_013.pdf121.5 KB
- PDF/GSF6053_H25_EXO_014.pdf113.1 KB
- PDF/GSF6053_H25_NOTE_ANOVA.pdf405.8 KB
- PDF/GSF6053_H25_NOTE_AUTOCORÉLATION.pdf397.9 KB
- PDF/GSF6053_H25_Note_Breusch_Pagan.pdf350.1 KB
- PDF/GSF6053_H25_NOTE_HETEROSCEDASTICITE.pdf369.5 KB
- PDF/GSF6053_H25_NOTE_INTRO.pdf428.9 KB
- PDF/GSF6053_H25_NOTE_MCG.pdf391.7 KB
- PDF/GSF6053_H25_NOTE_MCO.pdf383.9 KB
- PDF/GSF6053_H25_NOTE_MLE.pdf423.6 KB
- PDF/GSF6053_H25_NOTE_PRÉALABLE.pdf352.4 KB
- PDF/GSF6053_H25_NOTE_Test_hypothèse.pdf404.8 KB
- PDF/GSF6053_H25_NOTE_WHITE_TEST.pdf359.9 KB
- PDF/GSF6053_H25_preuve_cochrane_orcutt.pdf346.7 KB
- PDF/GSF6053_H25_preuve_cramer_rao.pdf401.8 KB
- PDF/GSF6053_H25_preuve_MCG.pdf354.4 KB
- PDF/GSF6053_H25_preuve_MCO_matriciel.pdf315.7 KB
- PDF/GSF6053_H25_preuve_MCO_sommation.pdf337.6 KB
- PDF/GSF6053_H25_preuve_MLE.pdf339.9 KB
- PDF/GSF6053_H25_preuve_prais_winsten.pdf346.7 KB
- PDF/GSF6053_H25_Séance1_Introduction.pdf351.0 KB
- PDF/GSF6053_H25_Séance1_MCO.pdf671.0 KB
- PDF/GSF6053_H25_Séance1_Révision.pdf358.5 KB
- PDF/GSF6053_H25_Séance2_MLE.pdf413.6 KB
- PDF/GSF6053_H25_Séance4_Extensions_Modèle_Linéaire.pdf342.4 KB
- PDF/GSF6053_H25_Séance5_Hétéroscédasticité.pdf345.6 KB
- PDF/GSF6053_H25_Séance6_Autocorrélation.pdf645.6 KB
02Sources
LaTeX sources
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Moindres Carrés Ordinaires
NOTE/S1/GSF6053_H25_NOTE_MCO/main.tex · extarticle
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Préalable
NOTE/S1/GSF6053_H25_NOTE_PRÉALABLE/main.tex · extarticle
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Preuve des Moindres Carrés Ordinaires (MCO) en Format Matriciel
NOTE/S1/GSF6053_H25_preuve_MCO_matriciel/main.tex · extarticle
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Preuve des Moindres Carrés Ordinaires (MCO) en Sommation
NOTE/S1/GSF6053_H25_preuve_MCO_sommation/main.tex · extarticle
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Le Maximum de Vraisemblance
NOTE/S2/GSF6053_H25_NOTE_MLE/main.tex · extarticle
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Preuve des Estimateurs du Maximum de Vraisemblance (MLE) pour un Modèle Linéaire
NOTE/S2/GSF6053_H25_preuve_MLE/main.tex · extarticle
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Tests et Analyse de Variance en Régression OLS
NOTE/S3/GSF6053_H25_NOTE_ANOVA/main.tex · extarticle
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Tests d'Hypothèses
NOTE/S3/GSF6053_H25_NOTE_Test_hypothèse/main.tex · extarticle
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Moindres Carrés Généralisés
NOTE/S4/GSF6053_H25_NOTE_MCG/main.tex · extarticle
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Preuve Détaillée des Moindres Carrés Généralisés (GLS)
NOTE/S4/GSF6053_H25_preuve_MCG/main.tex · extarticle
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Hétéroscédasticité
NOTE/S5/GSF6053_H25_NOTE_HETEROSCEDASTICITE/main.tex · extarticle
0 figure env.0 table env.2 citations
bib: references.bib
- NOTE/S1/GSF6053_H25_NOTE_INTRO/main.tex23.0 KB
- NOTE/S1/GSF6053_H25_NOTE_MCO/main.tex15.6 KB
- NOTE/S1/GSF6053_H25_NOTE_PRÉALABLE/main.tex11.6 KB
- NOTE/S1/GSF6053_H25_preuve_MCO_matriciel/main.tex8.5 KB
- NOTE/S1/GSF6053_H25_preuve_MCO_sommation/main.tex8.5 KB
- NOTE/S2/GSF6053_H25_NOTE_MLE/main.tex20.2 KB
- NOTE/S2/GSF6053_H25_preuve_MLE/main.tex10.2 KB
- NOTE/S3/GSF6053_H25_NOTE_ANOVA/main.tex22.8 KB
- NOTE/S3/GSF6053_H25_NOTE_Test_hypothèse/main.tex18.4 KB
- NOTE/S4/GSF6053_H25_NOTE_MCG/main.tex22.9 KB
- NOTE/S4/GSF6053_H25_preuve_MCG/main.tex15.0 KB
- NOTE/S5/GSF6053_H25_NOTE_HETEROSCEDASTICITE/main.tex14.4 KB
- NOTE/S5/GSF6053_H25_NOTE_WHITE_TEST/main.tex9.7 KB
- NOTE/S5/GSF6053_H25_Note_Breusch_Pagan/main.tex9.4 KB
- NOTE/S6/GSF6053_H25_NOTE_AUTOCORÉLATION/main.tex19.2 KB
- NOTE/S6/GSF6053_H25_preuve_cochrane-orcutt/main.tex15.4 KB
- NOTE/S6/GSF6053_H25_preuve_prais-winsten/main.tex15.6 KB
- SLIDES/S1/GSF6053_H25_SEANCE1_INTRODUCTION/main.tex10.8 KB
- SLIDES/S1/GSF6053_H25_SEANCE1_MOC/main.tex16.8 KB
- SLIDES/S1/GSF6053_H25_SEANCE1_REVISION/main.tex13.8 KB
- SLIDES/S2/GSF6053_H25_SEANCE2_MLE/main.tex22.9 KB
- SLIDES/S3/GSF6053_H25_SEANCE3_ANOVA/main.tex31.9 KB
- SLIDES/S4/GSF6053_H25_SEANCE4_GLS/main.tex23.3 KB
- SLIDES/S5/GSF6053_H25_SEANCES5_HETEROSCEDASTICITY/main.tex18.5 KB
- SLIDES/S6/GSF6053_H25_SEANCE6_AUTOCIRRELATION/main.tex21.0 KB
03Figures
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04Tables
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05Reproducibility
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06Outputs
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07Versions
Manuscript versions
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