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Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545653

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

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545730

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators.

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1988

Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

Persistent link: https://www.econbiz.de/10005018019

A Test of New Aggregate Damand Curvature Properties.

Korenman, S.D.; Ouellette, P.; Wooldridge, J. - Département de Sciences Économiques, Université de … - 1988

In This Paper We Present and Implement an Econometric Test of Both Negative Semi-Definiteness of the Matrix of Compensated Price Effects and of the Negative Quasi-Definiteness of the Matrix of Uncompensated Price Effects. This Test Allows Us to Evaluate Two Alternative Characterizations of...

Persistent link: https://www.econbiz.de/10005353198

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural … Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the … Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with …

Persistent link: https://www.econbiz.de/10005545662

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005545739

Testing Causality Between Two Vectors in Multivariate Arma Models.

Boudjellaba, B.; Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005731958

On a Conjecture of Edelman on Nonparametric T-Tests

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1989

Persistent link: https://www.econbiz.de/10005729746

Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors

Dufour, J.M. - Département de Sciences Économiques, Université de … - 1986

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First …-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and … Set of Linear Restrictions on the Regression Coefficients, We Get Exeact Similar Tests. for Testing Bounds-Type Procedures …

Persistent link: https://www.econbiz.de/10005729748

Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.

Campbell, B.; Dufour, J.M. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729763