Similar Search Results - EconBiz

Tendance des dépenses publiques et de l'inflation et évolution comparative du taux de chômage au Canada et aux Etats-Unis

St-Amant, Pierre; Tessier, David - 1998

Persistent link: https://www.econbiz.de/10000982843

Supply shocks and real exchange rate dynamics : Canadian evidence

Gauthier, Céline; Tessier, David - 2002

Persistent link: https://www.econbiz.de/10001712802

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach

Dufour, Jean-Marie; Beaulieu, Marie-Claude; Khalaf, Lynda - 2003

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...

Persistent link: https://www.econbiz.de/10010295747

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289

Persistent link: https://www.econbiz.de/10001511971

Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Dufour, Jean-Marie; Torrès, Olivier - 2000

Persistent link: https://www.econbiz.de/10001504742

Statistical inference for computable general equilibrium models, with application to a model of the Moroccan economy

Abdelkhalek, Touhami - In: The review of economics and statistics 80 (1998) 4, pp. 520-534

Persistent link: https://www.econbiz.de/10001254698

Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter

Campbell, Bryan - In: International economic review 38 (1997) 1, pp. 151-173

Persistent link: https://www.econbiz.de/10001215675

Exact multivariate tests of asset pricing models with stable asymmetric distributions

Beaulieu, Marie-Claude (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002652734

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2003

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...

Persistent link: https://www.econbiz.de/10001731828

Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach

Beaulieu, Marie-Christine (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001947329

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