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Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
Ng, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005133048
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On Stable Factor Structurs in the Pricing of Risk.
Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005133055
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A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES.
KORENMAN, S.D.; OUELLETTE, P.; WOOLDRIDGE, J - Centre Interuniversitaire de Recherche en Économie … - 1988
Persistent link: https://www.econbiz.de/10005133057
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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
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Predictive Tests for Structural Change with Unknown Breakpoint.
Ghysels, E.; Guay, A.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005133100
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Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models.
Boudjellaba, H.; Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1992
Persistent link: https://www.econbiz.de/10005133126
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Further Evidence on Breaking Trend Functions in Macroeconomic Variables.
Perron, P. - Département de Sciences Économiques, Université de … - 1994
Persistent link: https://www.econbiz.de/10005133182
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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
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The Exact Error in Estimating the Special Density at the Origin.
Ng, S.; Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005170679
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Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary.
Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005170687