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Generalized chow tests for structural change : a coordinate-free approach
Dufour, Jean-Marie - In: International economic review 23 (1982) 3, pp. 565-575
Persistent link: https://www.econbiz.de/10002095505
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Finite sample limited information inference methods for structural equations and models with generated regressors'
Dufour, Jean-Marie; Jasiak, Joann - In: International economic review 42 (2001) 3, pp. 815-843
Persistent link: https://www.econbiz.de/10001608492
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Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan - In: International economic review 38 (1997) 1, pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
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Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
Campbell, Bryan; Dufour, Jean-Marie - In: International economic review 38 (1997) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10007309592
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Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors
Dufour, Jean-Marie; Jasiak, Joann - In: International economic review 42 (2001) 3, pp. 815
Persistent link: https://www.econbiz.de/10006038567
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Generalized Predictive Tests and Structural Change Analysis in Econometrics
Dufour, Jean-Marie; Ghysels, Eric; Hall, Alastair - In: International economic review 35 (1994) 1, pp. 199-230
Persistent link: https://www.econbiz.de/10006073258