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From Correlation To Distributed Contiguities: A Family of AR-C-D Autocorrelation Processes.
Bolduc, D.; Blum, U.C.; Gaudry, M.J. - Département d'Économique, Université Laval - 1990
Persistent link: https://www.econbiz.de/10005796005
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NON-OTHOGONAL HARMONIC ANALYSIS OF DATA
WILDI, T.; PAQUIN, L. - Département d'Économique, Université Laval - 1988
Persistent link: https://www.econbiz.de/10005796026
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Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545555
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An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.
Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005545587
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A Theoretical Comparison Between Integrated and Realized Volatilies.
Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper, we provide both quantitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed.
Persistent link: https://www.econbiz.de/10005545599
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On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality.
Dufour, J.M.; Tessier, D. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005545620
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Changes in Seasonal Patters: Are They Cyclical.
Canova, F.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545631
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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
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Bank Pricing and Portfolio Allocation: an Econometric Study of Canadian Banks 1961-73
Lafrance, R. - Département de Sciences Économiques, Université de … - 1979
Persistent link: https://www.econbiz.de/10005545660
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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 Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That "Taste and Technology" Parameters Are Uncovered. the Second Set of Specification Tests Are Var...
Persistent link: https://www.econbiz.de/10005545662