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Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545555
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An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005545587
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OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS
DUFOUR, J-M.; KING, M.L. - Centre Interuniversitaire de Recherche en Économie … - 1989
Persistent link: https://www.econbiz.de/10005545603
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Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.
Perron, P.; Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005545605
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KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY.
DUFOUR, J.M. - Centre Interuniversitaire de Recherche en Économie … - 1990
Persistent link: https://www.econbiz.de/10005729573
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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications.
Dufour, J.M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005729593
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Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729622
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Testing Causality Between Two Vextors in Multivariate Arma Models.
Boudjellaba, B.; Dufour, J.-M.; Roy, R. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729645
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A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES.
KORENMAN, S.D.; OUELLETTE, P.; WOOLDRIDGE, J - Centre Interuniversitaire de Recherche en Économie … - 1988
Persistent link: https://www.econbiz.de/10005133057
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A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS.
GHYSELS, E; HALL, A. - Centre Interuniversitaire de Recherche en Économie … - 1988
Persistent link: https://www.econbiz.de/10005133062