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Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005353121
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Short-Run and Long-Rub Causality in Time Series: Theory.
Dufour, J.M.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005133090
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Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.; Renault, E. - Groupe de Recherche en Économie Mathématique et … - 1992
Persistent link: https://www.econbiz.de/10005639387
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Short-Run and Long-Rub Causality in Time Series: Theory.
Dufour, J.M.; Renault, E. - Département de Sciences Économiques, Université de … - 1995
Persistent link: https://www.econbiz.de/10005731908
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Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005545555
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On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality.
Dufour, J.M.; Tessier, D. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005545620
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Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
Dufour, J.M. - Centre Interuniversitaire de Recherche en Économie … - 2001
Dans ce texte, nous analysons les developpements recents de l'econometrie a la lumiere de la theorie des tests statistiques.
Persistent link: https://www.econbiz.de/10005345992
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.
Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005345998
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Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.
Dufour, J.M.; Khalaf, L.; Bernard, J.T.; Genest, I. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts.
Persistent link: https://www.econbiz.de/10005346015
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Exact Tests in Single Equation Autoregressive Distributed Lag Models.
Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353023