Narrow search
Showing 1 - 10 of 17
Cover Image
Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
Cover Image
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
Cover Image
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
Cover Image
Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, H. P.; Urbain, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000151682
Cover Image
Résidus généralisés, résidus simulés et leur utilisation dans les modèles non linéaires
Gouriéroux, Christian (contributor)
Persistent link: https://www.econbiz.de/10001266396
Cover Image
On weak exogeneity in error correction models
Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 54 (1992) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10001124152
Cover Image
Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, Herman Peter - In: Econometric reviews 16 (1997) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001217214
Cover Image
Instrumental models and indirect encompassing
Dhaene, Geert - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Cover Image
Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, Herman Peter; Urbain, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000892496
Cover Image
Non-nested hypotheses and instrumental models
Dhaene, Geert; Gouriéroux, Christian; Scaillet, Olivier - 1996
Persistent link: https://www.econbiz.de/10000927795