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The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals

Gaudry, M.J.I.; Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1978

Persistent link: https://www.econbiz.de/10005545795

Dsdm Project Gauseq: a Generalized Autoregressive Single Equation Estimation Procedure

Gaudry, M.J.I.; Liem, T.C.; Sabourin, Y. - Département de Sciences Économiques, Université de … - 1981

Persistent link: https://www.econbiz.de/10005353493

Dsdm Project Gaumeq: a Generalized Autoregressive Multiple Equations Estimation Procedure

Gaudry, M.J.I.; Liem, T.C. - Département de Sciences Économiques, Université de … - 1981

Persistent link: https://www.econbiz.de/10005353529

Bank Pricing and Portfolio Allocation: an Econometric Study of Canadian Banks 1961-73

Lafrance, R. - Département de Sciences Économiques, Université de … - 1979

Persistent link: https://www.econbiz.de/10005545660

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That "Taste and Technology" Parameters Are Uncovered. the Second Set of Specification Tests Are Var...

Persistent link: https://www.econbiz.de/10005545662

Rank Tests for Serial Dependence

Dufour, J.M. - Département de Sciences Économiques, Université de … - 1979

Persistent link: https://www.econbiz.de/10005545702

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators.

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1988

Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

Persistent link: https://www.econbiz.de/10005018019

Multilateral Exchange Rate Determination: a Model for the Analysis of the European Monetary System

Basevi, G.; Calzolari, M. - Département de Sciences Économiques, Université de … - 1982

Persistent link: https://www.econbiz.de/10005729687

Incomplete Observations and Simultaneous-Equations Models

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1974

Persistent link: https://www.econbiz.de/10005729695

Econometric Models of Accident Distributions.

Boyer, M.; Dionee, G.; Vanasse, C. - Département de Sciences Économiques, Université de … - 1990

Persistent link: https://www.econbiz.de/10005729696