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Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
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2
Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 445-474
Persistent link: https://www.econbiz.de/10006747786
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3
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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4
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
5
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. 317-348
Persistent link: https://www.econbiz.de/10006755781
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6
Finite sample multivariate structural change tests with application to energy demand models
Bernard, Jean-Thomas
;
Idoudi, Nadhem
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1219-1244
Persistent link: https://www.econbiz.de/10007859755
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7
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Bolduc, Denis
;
Khalaf, Lynda
;
Yélou, Clément
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10008433399
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8
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
9
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10006766558
Saved in:
10
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10006770262
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