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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

Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.

Campbell, B.; Dufour, J.M. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729763

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

Ghysels, E.; Lee, H.S.; Noh, J. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729909

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

THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.

NELSON, C.R.; KIM, C-J. - Department of Economics, University of Washington - 1988

Persistent link: https://www.econbiz.de/10005618531

Information Matrix Test, Parameter Heterogeneity and Arch : A Synthesis.

Bera, A.K; Lee, S. - CentER for Economic Research, Universiteit van Tilburg - 1991

Persistent link: https://www.econbiz.de/10005618542

Tests of Independence in Parametric Models : with Applications and Illustrations.

Cameron, C.; Trivedi, P.K. - CentER for Economic Research, Universiteit van Tilburg - 1992

Persistent link: https://www.econbiz.de/10005618569