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Tests d'hypothèses dans le cadre des modèles semi-paramétriques

Proença, Isabel - 1994

Persistent link: https://www.econbiz.de/10000891159

A bootstrap test for single index models

Härdle, Wolfgang; Proença, Isabel - 1994

Persistent link: https://www.econbiz.de/10000891356

Multivariate distributions for limited dependent variable models

Gouriéroux, Christian; Jouneau, Frédéric - 1994

Persistent link: https://www.econbiz.de/10000893309

Indirect inference for stochastic differential equations

Gouriéroux, Christian; Monfort, Alain - 1994

Persistent link: https://www.econbiz.de/10000895472

Indirect inference

Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev

Persistent link: https://www.econbiz.de/10000839360

Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1992

Persistent link: https://www.econbiz.de/10000839361

Weak conditional independence and relative invariance in Bayesian statistics

Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1990

Persistent link: https://www.econbiz.de/10000802556

Invariance arguments in Bayesian statistics

Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1989

Persistent link: https://www.econbiz.de/10000780981

A bootstrap test for single index models

Härdle, Wolfgang; Mammen, Enno; Proença, Isabel - 2000

Single index models are frequently used in econometrics and biometrics. Logit and Probit models are special cases with fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the link function. The bootstrap is used with the aim to...

Persistent link: https://www.econbiz.de/10009583431

Non-nested hypotheses and instrumental models

Dhaene, Geert; Gouriéroux, Christian; Scaillet, Olivier - 1996

Persistent link: https://www.econbiz.de/10000927795