Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Year of publication: |
1992
|
---|---|
Authors: | Dufour, J.M. ; Ghysels, E. ; Hall, A. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | ECONOMETRICS | STATISTICS | TESTS | EVALUATION | CONSUMPTION | PRICES |
-
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M., (1992)
-
AN EMPIRICAL TEST OF ACCOUNTING VALUES AS MEASURES OF INTRINSIC VALUES.
FAIRFIELD, P.M., (1989)
-
Nonstationary and Level Shifts With An Application To Purchasing Power Parity.
Vogelsang, T.I., (1991)
- More ...
-
Ghysels, E., (1988)
-
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation
Ghysels, E., (1987)
-
On Periodic Structures and Testing for Seasonal Unit Roots.
Ghysels, E., (1995)
- More ...