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File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 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 |