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Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - Centre Interuniversitaire de Recherche en Analyse des … - 2005

We consider the problem of testing whether the observations X1, · · ·, Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed:...

Persistent link: https://www.econbiz.de/10005100838

Identification, Weak Instruments and Statistical Inference in Econometrics

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003

distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited …

Persistent link: https://www.econbiz.de/10005100952

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects

Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; … - Centre Interuniversitaire de Recherche en Analyse des … - 2001

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literatures. Although … that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap … conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type or …

Persistent link: https://www.econbiz.de/10005101027

La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique

Sebri, Maamar - 2009

The cleanup of the Mediterranean region constitutes one of the main chapters carried by the cooperation between both north and south banks within the framework of the Union for the Mediterranean (UfM). The subject of this paper is to study the relationship between CO2 emissions and economic...

Persistent link: https://www.econbiz.de/10015227852

Développement de l'assurance, dépenses de santé et croissance économique dans les pays de l'OCDE: Nouvelle approche de causalité en panel

Younsi, Moheddine; Bechtini, Marwa - 2020

The aim of this article is to examine the effects of insurance development on health expenditure and economic growth for 31 Organization for Economic Cooperation and Development (OECD) countries covering the period 1995-2015, using a panel causality approach. We also tested the causal effect of...

Persistent link: https://www.econbiz.de/10015266833

La profitabilité des secteurs de l’économie sénégalaise

Diagne, Youssoupha S; Sène, Serigne Moustapha - 2009

This paper focuses on performance measures based on a panel of 22 sectors of the Senegalese economy. A particular emphasis is made on the profitability which is the indicator looked at by both the government to identify sectors that need help, investors to know which sector is attractive and...

Persistent link: https://www.econbiz.de/10015241897

Economies d?échelle, économies de diversification et efficacité productive des banques luxembourgeoises : une analyse comparative des frontières stochastiques sur données en panel

Rouabah, Abdelaziz - Central Bank of Luxembourg - 2002

This study analyses productive efficiency in banking and scale and scope economies using stochastic frontier analysis. The European banking sector underwent great changes during the period under study (1995-2000), featuring a marked increase in competition. Empirical results suggest that...

Persistent link: https://www.econbiz.de/10009276951

Does the credit channel work in Europe? A study based on the heterogeneity of investment behaviours from aggregated balance-sheet data

BEAUDU, A.; HECKEL, Th. - Département des Études Économiques d'Ensemble (D3E), … - 2001

This article studies the impact of monetary policy on real economy in Europe through a particular transmission mechanism: the credit channel. The credit channel is based on the existence of information asymmetries in financial markets that change the agents financing conditions. According to the...

Persistent link: https://www.econbiz.de/10009001095

Factors in business investment: an expectation based approach using business survey data

NABOULET, A.; RASPILLER, S. - Département des Études Économiques d'Ensemble (D3E), … - 2004

This paper analyses the determinants of the investment decision by focusing on the firms subjective judgments about the impact of some economic factors. This work uses data from the INSEEs business surveys on investment in the industry, over the period 1991-2002. In October, these data contain...

Persistent link: https://www.econbiz.de/10009003480

Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2001

heteroskedasticity, non-normality or dynamic specification. We point out that these difficulties often originate from the ambition to …

Persistent link: https://www.econbiz.de/10005101036