Similar Search Results - EconBiz

Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances

Gungor, Sermin; Luger, Richard - 2013

We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbances. In so doing, we provide an exact distribution-free method to test uniform linear restrictions in multivariate linear...

Persistent link: https://www.econbiz.de/10009746573

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

Exact tests and confidence sets in linear regressions with autocorrelated errors

Dufour, Jean-Marie - 1986

Persistent link: https://www.econbiz.de/10000714633

Exact nonparametric orthogonality and random walk tests

Campbell, Bryan - In: The review of economics and statistics 77 (1995) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10001180427

Generalized predictive tests and structural change analysis in econometrics

Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229

Persistent link: https://www.econbiz.de/10001160467

Invariance, nonlinear models, and asymptotic tests

Dagenais, Marcel G. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1601-1615

Persistent link: https://www.econbiz.de/10001115936

Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions

Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 2, pp. 335-355

Persistent link: https://www.econbiz.de/10001064309

Exact tests and confidence sets in linear regressions with autocorrelated errors

Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 2, pp. 475-494

Persistent link: https://www.econbiz.de/10001084384

Exact optimal and adptive inference in regression models under heteroskedasticity and non-normality of unknown forms

Dufour, Jean-Marie; Taamouti, Abderrahim - 2008

Persistent link: https://www.econbiz.de/10003915193

Identification-robust inference for endogeneity parameters in linear structural models

Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: The econometrics journal 17 (2014) 1, pp. 165-187

Persistent link: https://www.econbiz.de/10010498748

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