Access Statistics for Jean-Marie Dufour

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A Simple Proof for the Chow Test When the Number of Observations Is Insufficient 0 0 0 0 0 4 36 147
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 4 36
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable 0 0 0 0 0 1 7 93
A simple estimation method and finite-sample inference for a stochastic volatility model 0 1 14 95 5 8 63 331
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 0 3 3 0 2 9 24
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 1 10 36
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 0 1 5 22
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 4 7 27 88
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 2 5 14 206
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 1 4 22 37
Are New Keynesian Phillips Curves Identified ? 0 0 1 1 4 12 57 193
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 4 9 32 149
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 1 31 0 2 18 150
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 1 6 13 87 6 18 56 287
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 1 2 7 185
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 2 4 13 327
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 3 18 250 7 25 108 1,088
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 2 5 22 1 5 18 134
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 1 6 52 7 14 58 324
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 2 7 25 120 35 82 247 934
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 1 1 7 16 56 177
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 13 52 114 483
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 5 7 7 0 8 26 145
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 28 434
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 2 9 82 5 16 62 310
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 2 10 123 7 25 99 460
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 2 2 9 133
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 3 10 35 286 12 47 153 1,573
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 3 4 47 170 14 35 183 855
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 9 23 60 296
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 10 21 46 416 29 101 297 2,461
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 11 25 100 703 72 141 487 3,704
Exact Tests Structural Change in First-Order Dynamic Models 0 0 1 1 2 6 15 269
Exact Tests Structural Change in First-Order Dynamic Models 0 0 2 2 2 4 11 98
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 1 1 4 31
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 7 25 91 6 23 94 468
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 1 6 19 337 19 51 156 2,621
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 6 21 77 516
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 1 1 9 24 82 611
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 4 8 8 1 5 23 237
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 3 10 58 389 45 130 532 2,957
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 1 6 12 2 9 22 40
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 9 15 28 233
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 1 2 3 3 6 9 27 100
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 3 11 241 6 21 78 2,187
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 2 4 13 71 3 7 35 217
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 1 3 6 46 7 17 44 167
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 1 2 13 102 6 11 73 387
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 5 97 1 3 39 411
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 2 5 13 179 11 34 141 1,092
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 1 11 74 14 32 128 581
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 1 2 10 104 5 9 60 270
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 3 4 21 157 10 21 91 454
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 3 10 91 3 12 62 581
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 4 10 118 2 13 70 825
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 2 2 13 83
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 2 4 6 44
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 3 21 50 112
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 2 4 17 83
Generalized Portmanteau Statistics and Tests of Randomness 2 4 6 6 9 11 42 220
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 1 1 0 3 12 57
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 2 5 296
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 4 8 12 451
Identification, Weak Instruments and Statistical Inference in Econometrics 1 3 14 99 4 25 88 434
Identification, Weak Instruments and Statistical Inference in Econometrics 0 2 19 188 9 26 116 637
Identification, Weak Instruments and Statistical Inference in Econometrics 1 7 25 343 12 36 112 1,058
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 3 9 25 91
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 8 36
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 12 212
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 1 3 11 185
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 1 2 11 53 5 9 69 216
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 6 11 53 162 12 34 142 438
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 1 4 21 137 1 17 76 346
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 3 7 26 113
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 2 13 167 4 16 47 448
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 4 8 25 135
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 2 33 1 2 10 148
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 0 2 27 340
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 0 4 10 86
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 1 1 8 16 62 296
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 2 3 13 58
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 17 33 102 476
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 1 4 20 116 19 50 304 1,546
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 1 12 181 11 42 148 1,972
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 3 5 23 0 5 33 199
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 1 9 313 10 21 76 1,707
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 1 4 21 135
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 5 31 114
Monte Carlo Test Applied to Models Estimated by Indirect Inference 1 5 16 204 12 23 101 633
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 2 6 34 157 13 28 143 662
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 2 8 20 139 16 39 127 656
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 2 7 20 73 17 44 151 602
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 2 26 4 6 24 194
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 3 43 4 7 35 308
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 1 1 3 276
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 1 4 16 56
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 3 8 22 55
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 2 3 6 207
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 2 2 0 2 11 561
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 1 3 17 65
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 2 3 3 28
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 10 18 34 332
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 2 2 2 5 21 86
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 2 5 6 166
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 3 6 13 42
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 1 6 461
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 0 5 33
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 33 2 5 28 159
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 1 6 19 5 11 41 151
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 1 9 86 13 45 127 662
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 2 3 8 45
Rank Tests for Serial Dependence 0 0 0 0 1 2 13 71
Rank Tests for Serial Dependence 0 0 1 1 1 3 13 47
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 3 5 19 110
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 1 5 25 89
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 1 5 214
Short Run and Long Run Causality in Time Series: Inference 1 3 16 151 6 20 62 439
Short Run and Long Run Causality in Time Series: Inference 4 5 26 443 19 48 166 1,315
Short run and long run causality in time series: Inference 2 3 13 189 13 21 66 445
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 2 4 8 213
Short-Run and Long-Rub Causality in Time Series: Theory 1 2 2 2 1 3 4 40
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 8 18 48 106 11 37 141 282
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 1 3 27
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 3 5 10 152
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 2 5 47
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 3 15 1 2 21 130
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 2 11 292 10 35 161 2,044
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 2 15 63 272
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 3 10 40 235
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 2 9 40 0 11 46 279
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 2 7 41 2 12 45 197
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 1 3 13 99 5 19 89 488
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 1 7 26 105 7 28 98 470
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 6 11 36 287
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 1 9 36 546 19 66 242 2,941
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 1 3 39 3 7 27 184
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 96 1 4 15 511
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 2 11 48 278
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 1 3 4 4 2 6 14 73
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 1 2 18 0 3 16 84
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 3 5 17 107 6 20 81 434
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 3 9 24 47
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 1 6 19 55
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 1 1 2 5 16 229
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 7 9 37 316 26 64 270 1,679
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 3 15 35 118 16 79 208 734
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 5 28 529 8 64 231 2,878
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 6 32 62 18 68 250 433
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 3 15 46 171
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 5 11 60 31 72 164 1,058
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 3 25 117 58 165 457 1,889
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 0 9 37
Tests of Exogeneity 0 0 0 0 0 1 4 36
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 1 1 15 33 84 299
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 1 2 6 57
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 1 1 4 30
Économétrie, théorie des tests et philosophie des sciences 0 7 13 250 3 23 77 1,027
Économétrie, théorie des tests et philosophie des sciences 1 6 11 93 14 37 98 506
Total Working Papers 101 344 1,345 11,021 1,021 2,916 10,525 73,950

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 1 2 8 449
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 0 7 212
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 3 6 27 1 12 30 130
Dummy variables and predictive tests for structural change 2 12 31 43 3 23 65 97
Durbin-Watson tests for serial correlation in regressions with missing observations 0 2 9 9 1 6 25 28
Editors' introduction recent developments in the econometrics of structural change 1 1 1 10 1 2 12 58
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 3 5 0 0 11 14
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 6 32 537
Exact Nonparametric Orthogonality and Random Walk Tests 1 2 7 83 2 6 24 273
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 6 8 22 154
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 2 9 24 24 14 50 159 161
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 2 2 5 65 4 8 36 502
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 3 18 76 3 11 56 272
Exact tests for structural change in first-order dynamic models 1 2 11 41 2 7 37 120
Exact tests in single equation autoregressive distributed lag models 2 7 39 217 3 11 91 648
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 4 10 18 47
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 2 6 1 2 15 33
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 1 1 6 7 3 6 18 21
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 1 6 10 55 3 9 29 190
Generalized Predictive Tests and Structural Change Analysis in Econometrics 1 2 7 57 3 6 25 331
Identification, weak instruments, and statistical inference in econometrics 0 2 11 83 12 21 49 398
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 1 4 20 26 3 12 51 65
Invariance, Nonlinear Models, and Asymptotic Tests 0 1 6 61 1 3 15 404
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 1 11 0 2 7 76
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 3 5 7 2 8 33 47
New Developments in Time Series Econometrics: An Overview 0 0 0 0 1 2 16 196
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 3 7 70 2 10 22 440
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 3 0 2 30 87
On the relationship between impulse response analysis, innovation accounting and Granger causality 3 12 16 39 3 19 39 128
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 1 14 51 1 8 35 178
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 1 2 4 14 2 5 13 63
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 3 29 2 2 22 171
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 1 7 21 9 23 60 185
Recursive stability analysis of linear regression relationships: An exploratory methodology 1 1 9 22 2 6 32 67
Resampling methods in econometrics 1 4 15 32 1 5 32 65
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 6 29 99 605
Short run and long run causality in time series: inference 1 9 27 59 5 20 67 148
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 1 2 9 1 3 10 71
Simulation based finite and large sample tests in multivariate regressions 0 0 3 25 1 3 24 166
Simulation-based finite sample normality tests in linear regressions 0 0 1 1 6 14 61 1,758
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 1 2 22 3 7 20 113
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 2 2 2 9 27 409
Some robust exact results on sample autocorrelations and tests of randomness 1 3 6 10 1 4 9 16
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 1 3 5 32 2 8 26 159
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 3 5 10 14 5 17 47 53
The importance of seasonality in inventory models 0 1 3 24 3 12 27 109
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 1 5 1 1 8 125
Une evaluation economique du financement public des exportations. (With English summary.) 0 1 3 9 2 3 12 51
Total Journal Articles 27 110 362 1,406 135 443 1,613 10,630
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Statistics updated 2008-07-03