Access Statistics for Jean-Marie Dufour

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Working Paper File Downloads Abstract Views
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A Simple Proof for the Chow Test When the Number of Observations Is Insufficient 0 0 0 0 2 6 30 177
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 8 44
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable 0 0 0 0 1 1 8 101
A simple estimation method and finite-sample inference for a stochastic volatility model 0 2 12 107 3 14 52 383
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 1 8 11 0 3 25 49
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 9 45
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 0 2 5 27
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 4 6 19 107
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 2 2 3 209
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 2 3 12 49
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 1 6 30 223
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 1 2 15 164
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 1 2 12 43 3 7 28 178
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 1 3 12 99 8 12 54 341
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 1 6 13 198
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 2 7 23 350
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 1 4 15 265 6 17 71 1,159
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 1 2 9 31 3 4 17 151
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 1 1 4 56 6 16 46 370
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 3 5 14 134 12 30 118 1,052
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 9 38 93 270
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 4 13 56 539
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 8 15 0 0 18 163
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 8 23 457
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 1 5 12 94 3 9 42 352
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 3 14 137 1 8 52 512
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 2 4 6 139
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 2 21 307 9 25 117 1,690
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 1 2 23 193 8 25 122 977
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 2 2 18 314
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 2 7 59 475 15 53 457 2,918
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 3 15 61 764 30 106 428 4,132
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 2 9 28 297
Exact Tests Structural Change in First-Order Dynamic Models 0 0 1 3 0 1 6 104
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 1 4 35
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 8 99 4 16 56 524
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 2 3 11 348 6 22 118 2,739
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 2 6 34 550
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 8 20 75 686
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 2 15 23 1 4 29 266
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 3 9 55 444 16 47 381 3,338
Exact tests and confidence sets for the tail coefficient of a-stable distributions 1 3 5 17 1 3 15 55
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 2 6 20 253
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 1 2 9 12 2 3 18 118
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 2 2 8 249 8 15 68 2,255
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 1 3 3 74 5 7 25 242
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 1 2 9 55 1 5 31 198
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 4 106 4 5 47 434
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 1 2 2 99 2 3 32 443
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 4 9 188 5 19 66 1,158
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 3 9 22 96 13 37 120 701
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 1 5 19 123 7 14 55 325
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 1 1 20 177 6 18 94 548
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 2 14 105 0 6 47 628
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 1 1 6 124 5 14 47 872
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 0 2 7 90
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 0 0 3 47
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 3 11 52 164
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 3 11 94
Generalized Portmanteau Statistics and Tests of Randomness 3 5 14 20 9 15 58 278
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 1 6 63
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 2 298
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 2 9 460
Identification, Weak Instruments and Statistical Inference in Econometrics 2 5 28 127 5 12 99 533
Identification, Weak Instruments and Statistical Inference in Econometrics 1 4 23 211 6 25 104 741
Identification, Weak Instruments and Statistical Inference in Econometrics 0 2 18 361 3 13 103 1,161
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 1 15 106
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 5 41
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 6 218
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 1 10 195
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 3 12 23 76 12 32 60 276
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 1 4 19 181 4 16 75 513
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 3 19 156 1 7 47 393
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 1 7 29 142
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 1 4 19 186 3 11 57 505
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 2 4 17 152
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 33 0 0 4 152
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 3 15 33 373
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 1 7 18 104
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 1 7 32 328
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 1 5 21 79
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 6 11 68 544
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 3 8 124 9 36 214 1,760
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 1 4 14 195 7 27 135 2,107
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 2 5 28 2 9 24 223
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 1 2 10 323 2 13 59 1,766
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 2 4 6 141
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 3 4 26 140
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 3 23 227 6 16 117 750
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 1 5 13 170 4 13 48 710
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 1 8 30 169 3 20 112 768
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 1 2 8 81 6 16 78 680
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 6 8 34 7 14 36 230
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 1 5 48 4 9 35 343
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 0 0 2 278
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 1 5 21 77
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 1 13 68
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 0 4 211
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 1 3 18 579
On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments 0 0 0 0 2 10 37 102
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 0 2 30
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 4 15 34 366
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 7 21 107
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 1 3 8 174
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 1 6 48
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 1 2 11 472
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 1 4 37
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 1 6 39 1 9 24 183
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 5 24 3 8 36 187
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 2 3 10 96 3 10 82 744
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 1 1 5 50
Rank Tests for Serial Dependence 0 0 0 0 0 0 11 82
Rank Tests for Serial Dependence 0 0 0 1 0 1 12 59
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 2 12 40 150
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 2 5 16 105
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 1 1 6 220
Short Run and Long Run Causality in Time Series: Inference 1 2 19 170 2 10 44 483
Short Run and Long Run Causality in Time Series: Inference 0 3 18 461 1 21 69 1,384
Short run and long run causality in time series: Inference 0 3 18 207 2 7 41 486
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 1 4 10 223
Short-Run and Long-Rub Causality in Time Series: Theory 0 1 2 4 0 2 8 48
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 4 9 44 150 13 39 145 427
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 1 1 9 36
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 1 5 157
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 1 8 55
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 3 18 0 1 15 145
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 2 11 303 5 20 98 2,142
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 2 9 45 317
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 2 5 25 260
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 1 4 44 3 6 32 311
Simulation-Based Finite-Sample Inference in Simultaneous Equations 1 2 10 51 3 11 49 246
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 1 10 109 4 10 90 578
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 2 4 15 120 8 15 78 548
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 3 5 29 316
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 7 20 566 4 29 134 3,075
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 1 5 44 3 6 28 212
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 96 1 4 15 526
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 3 12 41 319
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 1 3 7 11 1 4 16 89
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 1 1 3 21 3 3 9 93
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 0 0 13 120 3 9 56 490
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 2 5 27 74
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 4 10 31 86
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 0 5 16 245
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 1 9 35 351 25 88 264 1,943
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 4 14 48 166 18 89 284 1,018
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 1 3 29 558 8 31 180 3,058
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 4 17 38 100 26 101 231 664
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 6 15 52 223
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 2 8 68 9 22 82 1,140
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 2 8 125 4 31 214 2,103
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 0 6 43
Tests of Exogeneity 0 0 0 0 0 0 3 39
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 8 31 90 389
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 1 5 8 65
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 2 7 37
Économétrie, théorie des tests et philosophie des sciences 1 3 15 265 2 13 90 1,117
Économétrie, théorie des tests et philosophie des sciences 1 3 8 101 4 18 93 599
Total Working Papers 74 276 1,203 12,224 566 1,902 8,465 82,415

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 0 0 4 453
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 0 5 217
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 2 3 30 0 2 16 146
Dummy variables and predictive tests for structural change 2 9 27 70 4 18 62 159
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 4 13 0 5 24 52
Editors' introduction recent developments in the econometrics of structural change 0 0 3 13 0 0 6 64
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 3 8 0 0 19 33
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 3 52 589
Exact Nonparametric Orthogonality and Random Walk Tests 0 1 8 91 0 2 17 290
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 5 21 175
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 2 4 21 45 7 11 93 254
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 4 12 77 0 9 36 538
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 1 4 18 94 1 14 64 336
Exact tests for structural change in first-order dynamic models 0 1 4 45 0 3 27 147
Exact tests in single equation autoregressive distributed lag models 1 3 14 231 5 8 39 687
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 2 2 31 78
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 1 2 8 0 2 4 37
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 1 1 3 10 2 2 11 32
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 3 15 70 0 4 52 242
Generalized Predictive Tests and Structural Change Analysis in Econometrics 3 5 9 66 4 7 31 362
Identification, weak instruments, and statistical inference in econometrics 0 2 15 98 0 4 48 446
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 1 2 11 37 2 8 35 100
Invariance, Nonlinear Models, and Asymptotic Tests 0 2 8 69 0 3 18 422
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 1 1 12 1 3 7 83
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 2 4 11 1 4 17 64
New Developments in Time Series Econometrics: An Overview 0 0 0 0 2 2 11 207
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 1 2 6 76 1 4 21 461
On the lack of invariance of some asymptotic tests to rescaling 1 1 2 5 1 4 30 117
On the relationship between impulse response analysis, innovation accounting and Granger causality 2 2 17 56 5 7 39 167
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 2 6 57 0 10 57 235
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 1 3 17 0 1 6 69
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 6 35 0 2 25 196
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 2 11 32 1 7 52 237
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 1 4 26 1 4 23 90
Resampling methods in econometrics 0 1 5 37 0 4 10 75
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 1 11 80 685
Short run and long run causality in time series: inference 0 3 16 75 2 7 42 190
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 9 0 0 5 76
Simulation based finite and large sample tests in multivariate regressions 0 1 3 28 1 2 15 181
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 8 43 1,801
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 8 30 0 2 20 133
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 0 5 23 432
Some robust exact results on sample autocorrelations and tests of randomness 0 0 1 11 1 2 5 21
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 1 2 10 42 1 3 23 182
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 1 2 29 43 6 17 103 156
The importance of seasonality in inventory models 0 1 2 26 1 3 17 126
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 2 7 0 0 4 129
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 1 10 0 1 10 61
Total Journal Articles 17 68 317 1,723 54 225 1,403 12,033

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Statistics updated 2009-07-03