Stéphane Gregoir

Statistics

Publications

Citations

242

H-Index

Active since

1993

Affiliations

Institut National de la Statistique et des Etudes Economiques(Current)

Centre de Recherche en Économie et Statistique

Ecole des Hautes Etudes Commerciales du Nord

S.P.E.C.I.E.S.

Théorie Économique, Modélisation et Applications

Stéphane Gregoir is an author at Institut National de la Statistique et des Etudes Economiques specializing in time series analysis, stationarity analysis, and economics.

Publications per year

1993–2014

Publications

Multivariate Time Series: A Polynomial Error Correction Representation Theorem

Stéphane Gregoir, Guy Laroque · Econometric Theory · 1993 · 46 citations

Natural Sciences, Mathematics, Forecasting +9

MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS,PART I

Stéphane Gregoir · Econometric Theory · 1999 · 38 citations

Social Sciences, Economics, Econometrics +14

Testing for the cointegration rank when some cointegrating directions are changing

Philippe Andrade, Catherine Bruneau, Stéphane Gregoir · Journal of Econometrics · 2004 · 36 citations

Business, Economics, Econometrics +6

Polynomial cointegration estimation and test

Stéphane Gregoir, Guy Laroque · Journal of Econometrics · 1994 · 35 citations

Social Sciences, Economics, Econometrics +5

Efficient tests for the presence of a pair of complex conjugate unit roots in real time series

Stéphane Gregoir · Journal of Econometrics · 2004 · 24 citations

Computing, Mathematics, Time Series Analysis +7

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