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~person:"Dufour, Jean-Marie"
~subject:"ARCH-Modell"
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Search: subject_exact:"Equality test"
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ARCH-Modell
Statistical test
57
Statistischer Test
57
Estimation theory
26
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24
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24
CAPM
14
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non-normality
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Dufour, Jean-Marie
Hafner, Christian M.
8
Herwartz, Helmut
8
Teräsvirta, Timo
5
Francq, Christian
4
Franses, Philip Hans
4
Khalaf, Lynda
4
Segnon, Mawuli
4
Calzolari, Giorgio
3
Caporale, Guglielmo Maria
3
Chen, Yi-ting
3
Fiorentini, Gabriele
3
Ntantamis, Christos
3
Pantelidis, Theologos
3
Pittis, Nikitas
3
Ruiz, Esther
3
Sentana, Enrique
3
Zakoïan, Jean-Michel
3
Amado, Cristina
2
Andreou, Elena
2
Andrews, Donald W. K.
2
Beaulieu, Marie-Claude
2
Boucher, Christophe
2
Broto, Carmen
2
Byrne, Joseph P.
2
Cermeño, Rodolfo
2
Conrad, Christian
2
Coudin, Elise
2
Davis, E. Philip
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Dijk, Dick van
2
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Gupta, Rangan
2
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2
Horváth, Lajos
2
Iglesias, Emma M.
2
Kalliovirta, Leena
2
Lee, Sangyeol
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Journal of applied econometrics
1
Journal of econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
The review of economic studies
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ECONIS (ZBW)
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1
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
2
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
3
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001614503
Saved in:
4
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
5
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
6
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
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