Guillaume Chevillon

Statistics

Publications

Citations

480

H-Index

Active since

2004

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

Centre de Recherche en Économie et Statistique

University of Oxford

CY Cergy Paris Université

Institut National de la Statistique et des Etudes Economiques

Guillaume Chevillon is an author at École Supérieure des Sciences Économiques et Commerciales specializing in time series forecasting, multi-step forecasting, and time series analysis.

ORCID

Publications per year

2004–2020

Publications

DIRECT MULTI‐STEP ESTIMATION AND FORECASTING

Guillaume Chevillon · Journal of Economic Surveys · 2007 · 175 citations

Business, Business Economics, Demand Forecasting +13

Non-parametric direct multi-step estimation for forecasting economic processes

Guillaume Chevillon, David F. Hendry · International Journal of Forecasting · 2004 · 120 citations

Social Sciences, Business Economics, Economics +14

Inference in models with adaptive learning

Guillaume Chevillon, Michael Massmann, Sophocles Mavroeidis · Journal of Monetary Economics · 2010 · 46 citations

Computing, Computer Science, Bayesian Data Analysis +11

Direct Multi-Step Estimation and Forecasting

Guillaume Chevillon · SSRN Electronic Journal · 2006 · 32 citations · Full text

Business, Business Economics, Demand Forecasting +15

Learning can generate long memory

Guillaume Chevillon, Sophocles Mavroeidis · Journal of Econometrics · 2017 · 25 citations · Full text

Social Sciences, Computer Science, Memory +9

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