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The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul; Charbonneau, Alain; Tessier, David - In: Applied economics 47 (2015) 10/12, pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513075
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Dufour, Jean-Marie - In: The Canadian journal of economics 28 (1995) 3, pp. 718-721
Persistent link: https://www.econbiz.de/10001347494
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Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie - In: Model reliability, (pp. 18-61). 1986
Persistent link: https://www.econbiz.de/10001274969
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Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie - In: Journal of econometrics 37 (1988) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie; Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10001513117
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Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie; Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10001513120
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.; Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513122
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Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie - 1986
Persistent link: https://www.econbiz.de/10000714605