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~person:"Dufour, Jean-Marie"
~subject:"USA"
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USA
Statistical test
57
Statistischer Test
57
Estimation theory
26
Schätztheorie
26
Theorie
24
Theory
24
CAPM
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Regression analysis
13
Regressionsanalyse
13
Induktive Statistik
7
Monte Carlo test
7
Statistical inference
7
ARCH model
6
ARCH-Modell
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Estimation
6
Schätzung
6
Multiple Regression
5
Multiple regression
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Simulation
5
Statistical distribution
5
Statistische Verteilung
5
United States
5
non-normality
5
1926-1995
4
Durbin-Wu-Hausman test
4
Econometrics
4
IV-Schätzung
4
Instrumental variables
4
Time series analysis
4
Zeitreihenanalyse
4
heteroskedasticity
4
identification
4
projection
4
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5
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Dufour, Jean-Marie
Bahmani-Oskooee, Mohsen
18
Heckman, James J.
12
Hegerty, Scott W.
12
Harvey, Hanafiah
11
Phillips, Peter C. B.
8
Bode, Eckhardt
7
Minford, Patrick
7
Ashley, Richard A.
6
Schmierer, Daniel
6
Smets, Frank
6
Wouters, Rafael
6
Hecq, Alain W. J.
5
Khalaf, Lynda
5
Le, Vo Phuong Mai
5
Meenagh, David
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Taylor, Mark P.
5
Urzua, Sergio
5
Alt, Raimund
4
Bickenbach, Frank
4
Maurel, Arnaud
4
Panagiōtidēs, Theodōros
4
Patterson, Douglas M.
4
Peel, David
4
Pinto, Rodrigo
4
Sackett, Paul R.
4
Sarno, Lucio
4
Scaillet, Olivier
4
Sekhposyan, Tatevik
4
Shaikh, Azeem M.
4
Shi, Shuping
4
Yamagata, Takashi
4
Yavitz, Adam
4
Andreou, Elena
3
Beaulieu, Marie-Claude
3
Brüggemann, Ralf
3
Caporale, Guglielmo Maria
3
Costantini, Mauro
3
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Université de Montréal / Département de sciences économiques
1
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Cahier / Départment de Sciences Économiques, Université de Montréal
2
Cahier scientifique
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
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ECONIS (ZBW)
5
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1
Identification-robust inequality analysis
Dufour, Jean-Marie
;
Flachaire, Emmanuel
;
Khalaf, Lynda
; …
-
2020
Persistent link: https://www.econbiz.de/10012315338
Saved in:
2
Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652734
Saved in:
3
Testing
mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2003
is too restrictive when
testing
the CAPM. We also propose exact multivariate diagnostic checks (including tests for …
Persistent link: https://www.econbiz.de/10011431982
Saved in:
4
Testing
mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2003
is too restrictive when
testing
the CAPM. We also propose exact multivariate diagnostic checks (including tests for …
Persistent link: https://www.econbiz.de/10001731828
Saved in:
5
Testing
mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
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