Similar Search Results - EconBiz

FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION

Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767

Persistent link: https://www.econbiz.de/10007732412

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*

Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda; … - In: L'Actualité Economique 80 (2004) 2, pp. 501-522

This paper illustrates the usefulness of resampling-based methods in the context of multiple (simultaneous) tests, with emphasis on econometric applications. Economic theory often suggests joint (or simultaneous) hypotheses on econometric models; consequently, the problem of evaluating joint...

Persistent link: https://www.econbiz.de/10008510781

Dummy variables and predictive test for structural change

Dufour, Jean-Marie - In: Economics letters 6 (1980) 3, pp. 241-247

Persistent link: https://www.econbiz.de/10002095487

Generalized chow tests for structural change : a coordinate-free approach

Dufour, Jean-Marie - In: International economic review 23 (1982) 3, pp. 565-575

Persistent link: https://www.econbiz.de/10002095505

Methods for specification errors analysis with macroeconomic applications

Dufour, Jean-Marie - 1979

Persistent link: https://www.econbiz.de/10002095515

Recursive stability analysis of linear regresssion relationships : an exploratory methodology

Dufour, Jean-Marie - In: Annals of applied econometrics (1982) 2, pp. 31-76

Persistent link: https://www.econbiz.de/10002095524

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.

Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005545587

On the relationship between impulse response analysis, innovation accounting and Granger causality

Dufour, J.-M.; Tessier, D. - In: Economics letters 42 (1993) 4, pp. 327-334

Persistent link: https://www.econbiz.de/10006806937

On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments

DUFOUR, J.-M. - Center for Operations Research and Econometrics (CORE), … - 1985

Persistent link: https://www.econbiz.de/10005042948

Exact tests and confidence sets in linear regressions with autocorrelated errors

DUFOUR, J.-M. - Center for Operations Research and Econometrics (CORE), … - 1986

Persistent link: https://www.econbiz.de/10005043702

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