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Monte Carlo test
20
exact test
16
bootstrap
9
diagnostics
8
multivariate linear regression
8
CAPM
6
mean-variance efficiency
6
scification test
6
GARCH
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stable distribution
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uniform linear hypothesis
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DUFOUR, Jean-Marie
23
KHALAF, Lynda
13
BEAULIEU, Marie-Claude
8
Gordon, Stephen
5
Khalaf, Lynda
4
RUGE-MURCIA, Francisco J.
4
Dionne, Georges
3
Bilodeau, Jean-François
2
Dufour, Jean-Marie
2
FARHAT, Abdeljelil
2
Gauthier, Geneviève
2
JOUINI, Tarek
2
Normandin, Michel
2
Ouertani, Nadia
2
PELLETIER, Denis
2
RENAULT, Éric
2
Saphores, Jean-Daniel
2
St-Amour, Pascal
2
Truchon, Michel
2
BERNARD, ANDRÉ
1
BERNARD, Jean-Thomas
1
Duchesne, Pierre
1
FARHAT, Abdekjelik
1
Guégan, Dominique
1
KHALAF, Lynda.
1
Larocque, Denis
1
Leroux, Justin
1
Maheu, John M.
1
Pacurar, Maria
1
ROY, GÉRALD
1
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1
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Département de Sciences Économiques, Université de Montréal
15
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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Département d'Économique, Université Laval
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Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
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Cahiers de recherche
Physica A: Statistical Mechanics and its Applications
348
Journal of econometrics
282
Discussion paper / Tinbergen Institute
204
Working paper
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Mathematics and Computers in Simulation (MATCOM)
144
European journal of operational research : EJOR
136
International journal of forecasting
135
Economics letters
133
Journal of applied econometrics
120
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115
Econometric reviews
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
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98
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97
Journal of economic dynamics & control
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90
Journal of the American Statistical Association : JASA
89
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82
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81
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76
Working paper / National Bureau of Economic Research, Inc.
76
Management science : journal of the Institute for Operations Research and the Management Sciences
75
NBER Working Paper
73
CEMMAP working papers / Centre for Microdata Methods and Practice
72
Journal of forecasting
71
Computational Statistics & Data Analysis
70
Working papers
70
CESifo working papers
68
International journal of production research
68
Discussion papers / CEPR
67
IMF Working Papers
67
Discussion paper / Centre for Economic Policy Research
64
Insurance / Mathematics & economics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
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RePEc
43
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1
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability
DUFOUR, Jean-Marie
;
KHALAF, Lynda
;
VOIA, Marcel
-
Centre Interuniversitaire de Recherche en Économie …
-
2013
This paper suggests
Monte
Carlo
multiple test procedures which are provably valid in finite samples. These include …. We also adapt the
Monte
Carlo
test method to non-continuous combined statistics. The methods suggested are applied to … non-spurious power gains (over standard combination methods) can be achieved through the combined
Monte
Carlo
test …
Persistent link: https://www.econbiz.de/10010927918
Saved in:
2
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
DUFOUR, Jean-Marie
;
JOUINI, Tarek
-
Centre Interuniversitaire de Recherche en Économie …
-
2005
particular, we show that maximized
Monte
Carlo
tests [Dufour (2002)] can provide provably exact tests for such models, whether …
Persistent link: https://www.econbiz.de/10008671539
Saved in:
3
Monte
Carlo
Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
DUFOUR, Jean-Marie
-
Centre Interuniversitaire de Recherche en Économie …
-
2005
The technique of
Monte
Carlo
(MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact …
Persistent link: https://www.econbiz.de/10008671575
Saved in:
4
Monte
Carlo
Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
DUFOUR, Jean-Marie
-
Département de Sciences Économiques, Université de …
-
2005
The technique of
Monte
Carlo
(MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact …
Persistent link: https://www.econbiz.de/10005545677
Saved in:
5
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
DUFOUR, Jean-Marie
;
JOUINI, Tarek
-
Département de Sciences Économiques, Université de …
-
2005
particular, we show that maximized
Monte
Carlo
tests [Dufour (2002)] can provide provably exact tests for such models, whether …
Persistent link: https://www.econbiz.de/10005133168
Saved in:
6
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
RUGE-MURCIA, Francisco J.
-
Centre Interuniversitaire de Recherche en Économie …
-
2010
stochastic general equilibrium (DSGE) models.
Monte
Carlo
analysis is employed to examine the small-sample properties of SMM in …
Persistent link: https://www.econbiz.de/10010616524
Saved in:
7
Estimating Nonlinear DSGE Models by the Simulated Method of Moments
RUGE-MURCIA, Francisco J.
-
Département de Sciences Économiques, Université de …
-
2010
stochastic general equilibrium (DSGE) models.
Monte
Carlo
analysis is employed to examine the small-sample properties of SMM in …
Persistent link: https://www.econbiz.de/10010933689
Saved in:
8
Basket Options on Heterogeneous Underlying Assets
Dionne, Georges
;
Gauthier, Geneviève
;
Ouertani, Nadia
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2009
the correlations between the variables.
Monte
Carlo
studies are conducted to examine the performance of the maximum …
Persistent link: https://www.econbiz.de/10005015299
Saved in:
9
Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
Guégan, Dominique
;
Leroux, Justin
-
Institut d'Économie Appliquée, HEC Montréal (École …
-
2008
�ssler attractor -
Monte
Carlo
Simulations. JEL: C15 - C22 - C53 - C65. Paris School of Economics, CES-Universit� Paris-I Panth …
Persistent link: https://www.econbiz.de/10005784548
Saved in:
10
Heterogeneous Basket Options Pricing Using Analytical Approximations
Dionne, Georges
;
Gauthier, Geneviève
;
Ouertani, Nadia
; …
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2006
basket options, we carry out
Monte
Carlo
simulations to generate the benchmark values. We perfom a simulation experiment on a …
Persistent link: https://www.econbiz.de/10005696255
Saved in:
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