Program > Program by author > Laurent Sébastien
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GAM(L)A: An econometric model for interpretable Machine Learning Sullivan Hué, Sébastien Laurent, Emmanuel Flachaire, Gilles HACHEME sciencesconf.org:qffe2022:397532
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We modeled long memory with just one lag! Luc Bauwens, Guillaume Chevillon, Sébastien Laurent sciencesconf.org:qffe2022:397537
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The sequential Cauchy combination test: Revisiting the inference of autocorrelated test statistics in finance Nabil Bouamara, Sébastien Laurent, Shuping Shi sciencesconf.org:qffe2022:397526
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