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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
-
2018
Persistent link: https://www.econbiz.de/10011884019
Saved in:
2
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie
(
contributor
);
Tarek, Jouini
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002753139
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3
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002652691
Saved in:
4
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
5
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
Saved in:
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