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On the precision of Calvo para...
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Dufour, Jean-Marie
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47
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46
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31
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claire
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011411352
Saved in:
32
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:
33
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie
;
Farhat, Abdeljelil
;
Khalaf, Lynda
- In:
L' Actualité économique : revue trimest.
80
(
2004
)
2/3
,
pp. 501-522
Persistent link: https://www.econbiz.de/10003086477
Saved in:
34
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:
35
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002652957
Saved in:
36
Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie
(
contributor
);
Khalaf, Lynda
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598524
Saved in:
37
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:
38
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
39
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 891-906
Persistent link: https://www.econbiz.de/10001860218
Saved in:
40
Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
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