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~institution:"Département de Sciences Économiques, Université de Montréal"
~subject:"Correlation Analysis"
~subject:"Heteroskedasticity"
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Correlation Analysis
Heteroskedasticity
Regression Analysis
24
Econometrics
7
Econometrie
7
Monte Carlo test
7
exact test
7
scification test
6
Analyse de Regression
5
multivariate linear regression
5
Econometric Models
4
Tests
4
diagnostics
4
uniform linear hythesis
4
CAPM
3
GARCH
3
bootstra
3
catal asset icing model
3
mean-variance efficiency
3
non-normality
3
stable distribution
3
Heteroscedasticite
2
Incertitude
2
Linear Models
2
Maximum Likelihood
2
Observation
2
benchmark
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dollar
2
finite-same test
2
gold
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nuisance rameter
2
nuisance rameters
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regression
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régression linéaire
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seemingly unrelated regressions
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test induit
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variance ratio test
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7
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7
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Dufour, J.M.
3
Dagenais, M.G.
2
Gaudry, M.J.I.
2
Liem, T.C.
2
Blum, U.C.H.
1
King, M.L.
1
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Département de Sciences Économiques, Université de Montréal
Cowles Foundation for Research in Economics, Yale University
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Economic Performance, LSE
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
1
Economics Department, Queen's University
1
London School of Economics (LSE)
1
School of Economics, UNSW Business School
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1
The Use of Box-Cox Transformations in
Regression
Models with Heteroskedastic Autoregressive Residuals
Gaudry, M.J.I.
;
Dagenais, M.G.
-
Département de Sciences Économiques, Université de …
-
1978
Persistent link: https://www.econbiz.de/10005545795
Saved in:
2
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity.
Dufour, J.M.
-
Département de Sciences Économiques, Université de …
-
1990
Persistent link: https://www.econbiz.de/10005353266
Saved in:
3
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors
Dufour, J.M.
;
King, M.L.
-
Département de Sciences Économiques, Université de …
-
1989
Persistent link: https://www.econbiz.de/10005133188
Saved in:
4
A Distributed "Lag" for Spatially Correlated Residuals
Blum, U.C.H.
-
Département de Sciences Économiques, Université de …
-
1987
We Propose a
Regression
Model Accounting for Spatial Correlation Among Residuals Where the Data Decides on the Level of …
Persistent link: https://www.econbiz.de/10005133212
Saved in:
5
On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments
Dufour, J.M.
-
Département de Sciences Économiques, Université de …
-
1986
Number of Alternative Methods of Estimation: Generalized Least Squares (When
Regression
Coefficients and Parameters of the …
Persistent link: https://www.econbiz.de/10005353322
Saved in:
6
L-1.1: a Program for Box-Cox Transformations in
Regression
Models with Heteroskedastic and Autoregressive Residuals
Liem, T.C.
;
Dagenais, M.G.
;
Gaudry, M.J.I.
-
Département de Sciences Économiques, Université de …
-
1983
Persistent link: https://www.econbiz.de/10005545787
Saved in:
7
Dsdm: L-1, a Program for Box-Cox Transformations in
Regression
Models with Heteroskedastic and Autoregressive Residuals
Liem, T.C.
-
Département de Sciences Économiques, Université de …
-
1979
Persistent link: https://www.econbiz.de/10005170720
Saved in:
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