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Testing for structural change in the presence auf auxiliary models
Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
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Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles?
Guay, Alain; St-Amant, Pierre - In: Annales d'économie et de statistique 77 (2005), pp. 133-155
Persistent link: https://www.econbiz.de/10003190799
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The US New Keynesian Phillips Curve : an empirical assessment
Guay, Alain; Pelgrin, Florian - 2004
Persistent link: https://www.econbiz.de/10002347953
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Identification of technology shocks in structural VARs
Fève, Patrick (contributor); Guay, Alain (contributor) - 2006
Persistent link: https://www.econbiz.de/10003284518
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A data-driven nonparametric specification test for dynamic regression models
Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
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Les neuf vies de la courbe de Phillips Américaine : réincarnations ou résilience?
Fauvel, Yvon; Guay, Alain; Paquet, Alain - In: L' Actualité économique : revue trimest. 81 (2005) 4, pp. 665-691
Persistent link: https://www.econbiz.de/10003424876
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Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
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Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan; Guay, Alain; Renault, Eric - In: Journal of econometrics 136 (2007) 2, pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
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Adaptive rate-optimal detection of small autocorrelation coefficient
Guay, Alain; Guerre, Emmanuel; Lazarová, Štepána - 2009
A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...
Persistent link: https://www.econbiz.de/10003850599
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Understanding the effect of technology shocks in SVARs with long-run restrictions
Chaudourne, Jérémy; Fève, Patrick; Guay, Alain - 2012
Persistent link: https://www.econbiz.de/10009667213