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Non-parametric econometrics
Ahamada, Ibrahim; Flachaire, Emmanuel - 2010
Non-Parametric Econometrics Ibrahim Ahamada Emmanuel Flachaire Translated by Andrew Clark OXPORD UNIVERSITY PRESS Contents List of Figures xii List of Tables x iv 1. Kernel...
Persistent link: https://www.econbiz.de/10008652931
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A Retrospective Analysis of the House Prices Macro-Relationship in the United States
Ahamada, Ibrahim - 2013
This study provides empirical evidence on the strengthening of the impact of house prices on the US macroeconomy. The stability of the house prices macro-link is tested in a small-dimensional vector autoregressive model over the last fifty years. The estimated break-points are used to split the...
Persistent link: https://www.econbiz.de/10011395832
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Tests for covariance stationarity and white noise, with an application to euro/US dollar exchange rate : an approach based on the evolutionary spectral density
Ahamada, Ibrahim - In: Economics letters 77 (2002) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001705554
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Les méthodes du bootstrap dans les modèles de régression
Flachaire, Emmanuel - In: Economie & prévision : EP (2000) 1, pp. 183-194
Persistent link: https://www.econbiz.de/10001528644
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A better way to bootstrap pairs
Flachaire, Emmanuel - In: Economics letters 64 (1999) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001399298
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More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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The role of economic space in decision making: comment
Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 21-28
Persistent link: https://www.econbiz.de/10003190696
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Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue
Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 187-199
Persistent link: https://www.econbiz.de/10003190829
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A better way to bootstrap pairs
Flachaire, Emmanuel - 1999
Persistent link: https://www.econbiz.de/10001379029
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Testing multiple structural changes in US output gap dynamics : non-parametric approach
Ahamada, Ibrahim; Ben Ai͏̈ssa, Mohamed Safouane - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 577-586
Persistent link: https://www.econbiz.de/10002453128