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Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.

Ghysels, E.; Granger, C.W.J.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353052

A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS.

GHYSELS, E; HALL, A. - Centre Interuniversitaire de Recherche en Économie … - 1988

Persistent link: https://www.econbiz.de/10005133062

Estimating and Testing Linear Models with Multiple Structural Changes.

Perron, P.; Bai, J. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353047

KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY.

DUFOUR, J.M. - Centre Interuniversitaire de Recherche en Économie … - 1990

Persistent link: https://www.econbiz.de/10005729573

SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS.

DUFOUR, J-M.; HALLIN, M. - Centre Interuniversitaire de Recherche en Économie … - 1990

Persistent link: https://www.econbiz.de/10005729642

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

Cognition in Seemingly Riskless Choices and Judgments.

Levy-Garboua, L.; Montmarquette, C. - Centre Interuniversitaire de Recherche en Économie … - 1996

We instillate rational cognition and learning in "seemingly riskless" choices and judgments. Preferences and possibilities are given in a stochastic sense and based on revisable expectations. The theory predicts experimental preference reversals and passes a sharp econometric test of the status...

Persistent link: https://www.econbiz.de/10005729521

Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications.

Dufour, J.M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005729593

Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.

Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005729622

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests.

Perron, P.; Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1996

Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some …

Persistent link: https://www.econbiz.de/10005729631