A unit root test is usually carried out by using the regression test introduced by Dickey and Fuller (1979). Under the null hypothesis the series should be a random walk and a stationary component. This is what is done in additive decompositions between trend and cycle. The paper analyses the...

We propose a test for spatial correlation in Probit models that is a joint test for exclusion of spatially lagged-dependent variables and absence of spatial-error correlation. We give a maximum-likelihood justification for the test but use a simulations approach rather than relying on its...

Ce document est en deux parties. Les principaux modeles de l'econometrie des donnees de panel sont exposes. La premiere partie est consacre a l'estimation des modeles lineaires et a variable dependante qualitative sur un panel cylindre. La seconde partie est consacree aux methodes d'estimations...

Ce papier considere un test d'heteroscedasticite conditionnelle basee sur la methode des reseaux neuronaux artificiels et en compare les performances avec des test standards, a l'aide de simulations de Monte-Carlo. L'hypothese alternative d'heteroscedasticite conditionnelle est representee par...