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Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?

Kwiatkowski, D.; Phillips, P.C.B.; Schmidt, P. - Economics Department, Michigan State University - 1990

Persistent link: https://www.econbiz.de/10005781225

Testing forUnit Root in the Presence of Deterministic Trends.

Schmidt, P.; Phillips, P.C.B. - Economics Department, Michigan State University - 1990

Persistent link: https://www.econbiz.de/10005781228

Cognition in Seemingly Riskless Choices and Judgments.

Levy-Garboua, L.; Montmarquette, C. - Centre Interuniversitaire de Recherche en Économie … - 1996

We instillate rational cognition and learning in "seemingly riskless" choices and judgments. Preferences and possibilities are given in a stochastic sense and based on revisable expectations. The theory predicts experimental preference reversals and passes a sharp econometric test of the status...

Persistent link: https://www.econbiz.de/10005729521

Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications.

Dufour, J.M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005729593

Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.

Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005729622

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests.

Perron, P.; Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1996

Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some …

Persistent link: https://www.econbiz.de/10005729631

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

Dufour, J.M.; Farhat, A. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical …

Persistent link: https://www.econbiz.de/10005729638

Testing Causality Between Two Vextors in Multivariate Arma Models.

Boudjellaba, B.; Dufour, J.-M.; Roy, R. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005729645

On a Conjecture of Edelman on Nonparametric T-Tests

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1989

Persistent link: https://www.econbiz.de/10005729746

Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors

Dufour, J.M. - Département de Sciences Économiques, Université de … - 1986

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First …-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and … Set of Linear Restrictions on the Regression Coefficients, We Get Exeact Similar Tests. for Testing Bounds-Type Procedures …

Persistent link: https://www.econbiz.de/10005729748