Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Statistical test"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Simulation-Based Finite-Sample...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
Theorie
134
Theory
131
Schätztheorie
82
Estimation theory
80
Statistischer Test
72
Ökonometrie
60
Econometrics
52
Monte Carlo test
44
exact test
40
Zeitreihenanalyse
36
Time series analysis
35
CAPM
33
bootstrap
30
Induktive Statistik
29
Regression analysis
29
Regressionsanalyse
29
Statistical inference
29
Monte Carlo simulation
28
Monte-Carlo-Simulation
28
USA
23
Estimation
21
GARCH
21
Schätzung
21
United States
21
Simulation
20
Cointegration
19
multivariate linear regression
18
Volatility
17
Kanada
16
Causality analysis
15
Kausalanalyse
15
ARCH model
14
Bargaining
14
Bootstrap
14
Volatilität
14
mean-variance efficiency
14
test exact
14
unit root
14
weak instruments
14
more ...
less ...
Online availability
All
Free
30
Undetermined
16
Type of publication
All
Book / Working Paper
36
Article
34
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
68
French
2
Author
All
Dufour, Jean-Marie
57
Khalaf, Lynda
40
Beaulieu, Marie-Claude
16
Coudin, Elise
6
Doko Tchatoka, Firmin
6
Bernard, Jean-Thomas
4
Kichian, Maral
4
Flachaire, Emmanuel
3
Kurz-Kim, Jeong-Ryeol
3
Luger, Richard
3
Bilodeau, Jean-François
2
Chu, Ba
2
Kleibergen, Frank
2
Kong, Lingwei
2
Lin, Zhenjiang
2
Saphores, Jean-Daniel M.
2
Saunders, Charles J.
2
Taamouti, Mohamed
2
Urga, Giovanni
2
Voia, Marcel-Christian
2
Zalghout, Abdallah
2
Zhan, Zhaoguo
2
Antoine, Bertille
1
Beaulieu, Marie-Christine
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Farhat, Abdeljelil
1
Gardiol, Lucien
1
Genest, Ian
1
Kang, Byunguk
1
Khalaf, Linda
1
Leccadito, Arturo
1
Melin, Olena
1
Nguyen, Vinh
1
Peñaranda, Francisco
1
Tchakota, Firmin Doko
1
Trognon, Alain
1
Tuvaandorj, Purevdorj
1
Valéry, Pascale
1
Voia, Marcel C.
1
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
3
Published in...
All
Journal of econometrics
8
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Cahier / Départment de Sciences Économiques, Université de Montréal
4
Journal of financial econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The econometrics journal
3
Bundesbank Series 1 Discussion Paper
2
Cahier
2
Cahier scientifique
2
Discussion paper / Deutsche Bundesbank
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Annals of economics and statistics
1
CEA_372Cass working paper series
1
CIRANO - Scientific Publications 2013s-40
1
CIRANO - Scientific Publications 2014s-17
1
CIRANO Scientific Publication
1
CRREP working paper 2017-01
1
Carleton economic papers
1
Computer-aided econometrics
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
International journal of forecasting
1
Journal of empirical finance
1
L' Actualité économique : revue trimest.
1
Les cahiers de recherche / Université Laval, Département d'Economique
1
Oxford bulletin of economics and statistics
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
2
Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Computer-aided econometrics
,
(pp. 11-35)
.
2003
Persistent link: https://www.econbiz.de/10002594801
Saved in:
3
Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
Saved in:
4
Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011284807
Saved in:
5
An identification-robust test for time-varying parameters in the dynamics of energy prices
Bernard, Jean-Thomas
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 603-624
Persistent link: https://www.econbiz.de/10009618517
Saved in:
6
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
7
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
8
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
9
Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652734
Saved in:
10
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
