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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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Optimal predictive tests
Guay, Alain - In: Econometric reviews 22 (2003) 4, pp. 379-410
Persistent link: https://www.econbiz.de/10001843551
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Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
Guay, Alain; Pelgrin, Florian - In: Econometric reviews 35 (2016) 1/4, pp. 344-372
Persistent link: https://www.econbiz.de/10011549937
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Optimal Predictive Tests
Guay, Alain - In: Econometric reviews 22 (2003) 4, pp. 379-410
Persistent link: https://www.econbiz.de/10006885632