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DUFOUR, Jean-Marie; FARHAT, Abdeljelil; KHALAF, Lynda - Centre Interuniversitaire de Recherche en Économie … - 2005

; consequently, the problem of evaluating joint rejection probabilities arises frequently in econometrics and statistics. In this …

Persistent link: https://www.econbiz.de/10008671569

BEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda - Centre Interuniversitaire de Recherche en Économie … - 2005

distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data …

Persistent link: https://www.econbiz.de/10008671570

Newey, W.K.; West, K.D. - Wisconsin Madison - Social Systems - 1992

Persistent link: https://www.econbiz.de/10005200410

Shea, J. - Wisconsin Madison - Social Systems - 1995

Persistent link: https://www.econbiz.de/10005200429

Manski, C.F.; Nagin, D.S. - Wisconsin Madison - Social Systems - 1996

In this paper we obtain bounds under weaker nonparametric assumptions and explore how the bounds with assumptions imposed.

Persistent link: https://www.econbiz.de/10005200440

West, K.D. - Wisconsin Madison - Social Systems - 1994

Persistent link: https://www.econbiz.de/10005200452

Durlauf, S.N. - Wisconsin Madison - Social Systems - 2000

Persistent link: https://www.econbiz.de/10005200459

BOYER, M.; DIONEE, G.; VANASSE, C. - Centre Interuniversitaire de Recherche en Économie … - 1990

Persistent link: https://www.econbiz.de/10005346003

Ghysels, E.; Lieberman, O. - Centre Interuniversitaire de Recherche en Économie … - 1993

Persistent link: https://www.econbiz.de/10005346033

Campbell, B.; Dufour, J.-M. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005353022