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Logement social et accession à la propriété

Goffette-Nagot, Florence - In: Economie & prévision : EP 200/201 (2012) 2/3, pp. 141-159

Persistent link: https://www.econbiz.de/10011455423

Currency Misalignments and Growth: a New Look Using Nonlinear Panel Data Methods

Béreau, Sophie; Villavicencio, Antonia Lopez; Mignon, … - Centre d'études prospectives et d'informations … - 2009

The aim of this paper is to investigate the link between currency misalignments and economic growth. Relying on panel cointegration techniques, we calculate real exchange rate (RER) misalignments as deviations of actual RERs from their equilibrium values for a set of advanced and emerging...

Persistent link: https://www.econbiz.de/10008493437

Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue

Flachaire, Emmanuel - In: Annales d'économie et de statistique 77 (2005), pp. 187-199

Persistent link: https://www.econbiz.de/10003190829

Hétérogénéité spatiale : principes et méthodes

Le Gallo, Julie - In: Economie & prévision : EP 162 (2004) 1, pp. 151-172

Persistent link: https://www.econbiz.de/10002352694

Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels

Caulet, Renaud; Péguin-Feissolle, Anne - In: Annales d'économie et de statistique (2000), pp. 177-197

Persistent link: https://www.econbiz.de/10001536355

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - Centre Interuniversitaire de Recherche en Analyse des … - 2005

We consider the problem of testing whether the observations X1, · · ·, Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed:...

Persistent link: https://www.econbiz.de/10005100838

Identification, Weak Instruments and Statistical Inference in Econometrics

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003

distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited …

Persistent link: https://www.econbiz.de/10005100952

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects

Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; … - Centre Interuniversitaire de Recherche en Analyse des … - 2001

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literatures. Although … that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap … conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type or …

Persistent link: https://www.econbiz.de/10005101027

Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2001

heteroskedasticity, non-normality or dynamic specification. We point out that these difficulties often originate from the ambition to …

Persistent link: https://www.econbiz.de/10005101036

La congestion : une variable clé dans les modèles de choix de sites récréatifs

Leplat, Mélody - In: Economie & prévision : EP 200/201 (2012) 2/3, pp. 185-204

Persistent link: https://www.econbiz.de/10011455430