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Exact Nonparametric Orthogonal...
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Dufour, J.M.
70
BOSSERT, Walter
34
Ghysels, E.
31
EHLERS, Lars
23
DUFOUR, Jean-Marie
17
DIONNE, G.
16
Dionne, G.
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Garcia, R.
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SPRUMONT, Yves
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SUZUMURA, Kotaro
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BENCHEKROUN, Hassan
14
Campbell, B.
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Ng, S.
14
Perron, P.
14
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14
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12
Sprumont, Y.
12
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11
CASTRO, Rui
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10
BRENNER, R.
9
Bossert, W.
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Montmarquette, C.
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Renault, E.
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Hallin, M.
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Kollmann, R.
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Mercenier, J.
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7
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7
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7
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7
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Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter.
Campbell, B.
;
Dufour, J.M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353113
Saved in:
2
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.
Campbell, B.
;
Dufour, J.M.
-
Département de Sciences Économiques, Université de …
-
1991
Persistent link: https://www.econbiz.de/10005729763
Saved in:
3
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter.
Campbell, B.
;
Dufour, J.M.
-
Département de Sciences Économiques, Université de …
-
1994
Persistent link: https://www.econbiz.de/10005170728
Saved in:
4
An Empirical Analysis of the Canadian Budget Process.
Campbell, B.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005729520
Saved in:
5
Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment.
Campbell, B.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005133103
Saved in:
6
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem.
Campbell, B.
;
Dufour, J.-M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005353022
Saved in:
7
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
Saved in:
8
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality.
Dufour, J.M.
;
Tessier, D.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005545620
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9
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.
Dufour, J.M.
;
Torres, O.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models.
Persistent link: https://www.econbiz.de/10005729533
Saved in:
10
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models.
Boudjellaba, H.
;
Dufour, J.M.
;
Roy, R.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005729540
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