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Search: person:"Lamarche, Jean-Francois"
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generalized method of moments
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structural change
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parameter instability
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26
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41
A robust bootstrap test under heteroskedasticity
Lamarche, Jean-Francois
- In:
Economics Letters
79
(
2003
)
3
,
pp. 353-359
Persistent link: https://www.econbiz.de/10005275958
Saved in:
42
Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.
;
Lamarche, Jean-François
;
Smith, …
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
Saved in:
43
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
Gregory, Allan W.
;
Lamarche, Jean-Francois
;
Smith, Gregor W.
- In:
Journal of Econometrics
107
(
2002
)
1-2
,
pp. 213-233
Persistent link: https://www.econbiz.de/10005239024
Saved in:
44
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
Gregory, Allan W.
;
Lamarche, Jean-François
;
Smith, …
- In:
Journal of econometrics
107
(
2002
)
1
,
pp. 213-234
Persistent link: https://www.econbiz.de/10006770116
Saved in:
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