Narrow search
Showing 1 - 5 of 5
Cover Image
Practical methods for modeling weak VARMA processes : identification, estimation and specification with a macroeconomic application
Dufour, Jean-Marie; Pelletier, Denis - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1140-1152
Persistent link: https://www.econbiz.de/10013539468
Cover Image
Permutation tests for comparing inequality measures
Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 457-470
Persistent link: https://www.econbiz.de/10012178188
Cover Image
Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
Cover Image
Multivariate Tests of Mean-Variance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10008221523
Cover Image
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338
Persistent link: https://www.econbiz.de/10014448156