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STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
Guay, Alain; Lamarche, Jean-François - In: Econometric theory 28 (2012) 6, pp. 1186-1229
Persistent link: https://www.econbiz.de/10010041903
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The Numerical Performance of Fast Bootstrap Procedures
Lamarche, Jean-François - In: Computational economics 23 (2004) 4, pp. 379-390
Persistent link: https://www.econbiz.de/10007027879
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Instrumental variable estimation of a nonlinear Taylor rule
Koustas, Zisimos; Lamarche, Jean-François - In: Empirical economics : a journal of the Institute for … 42 (2012) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10009820296
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A robust bootstrap test under heteroskedasticity
Lamarche, Jean-François - In: Economics letters 79 (2003) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10006762967
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Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
Gregory, Allan W.; Lamarche, Jean-François; Smith, … - In: Journal of econometrics 107 (2002) 1, pp. 213-234
Persistent link: https://www.econbiz.de/10006770116
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Optimal Predictive Tests
Guay, Alain - In: Econometric reviews 22 (2003) 4, pp. 379-410
Persistent link: https://www.econbiz.de/10006885632
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Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 90 (1999) 2, pp. 337
Persistent link: https://www.econbiz.de/10006786370
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 82 (1998) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006790191
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What do interest rates reveal about the functioning of real business cycle models?
Beaudry, Paul; Guay, Alain - In: Journal of economic dynamics & control 20 (1996) 9-10, pp. 1661-1682
Persistent link: https://www.econbiz.de/10006795778
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Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles ?
Guay, Alain; Saint-Amant, Pierre - In: Annales d'économie et de statistique (2005) 77, pp. 133-156
Persistent link: https://www.econbiz.de/10007952805