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~institution:"Université de Montréal / Département de sciences économiques"
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Université de Montréal / Département de sciences économiques
National Bureau of Economic Research
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
2
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:
3
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
4
Responsibility anc cross-subsidization in cost sharing
Moulin, Hervé
(
contributor
);
Sprumont, Yves
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947569
Saved in:
5
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
Saved in:
6
Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
Saved in:
7
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
8
Identification, weak instruments and statistical inference in econometrics
Dufour, Jean-Marie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947950
Saved in:
9
Efficient priority rules
Ehlers, Lars H.
(
contributor
);
Klaus, Bettina
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947961
Saved in:
10
Resource-monotonicity for house allocation problems
Ehlers, Lars H.
(
contributor
);
Klaus, Bettina
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947970
Saved in:
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