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Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545653

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural … Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the … Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with …

Persistent link: https://www.econbiz.de/10005545662

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

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545730

Testing Causality Between Two Vectors in Multivariate Arma Models.

Boudjellaba, B.; Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005731958

Chaos, Nonlinearity and Monetary Aggregates.

Peng, W. - Department of Economics, University of Birmingham - 1991

Persistent link: https://www.econbiz.de/10005738220

Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes.

Dolado, J.J.; Marmol, F. - 1996

In this paper we address the issue of the efficient estimation of the cointegrating vector in linear regression models with variables that follow general (higher order and fractionally) integrated processes.

Persistent link: https://www.econbiz.de/10005618385