| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices |
0 |
0 |
0 |
58 |
0 |
4 |
13 |
110 |
| Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference |
0 |
0 |
0 |
35 |
3 |
5 |
20 |
64 |
| Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference |
0 |
0 |
0 |
6 |
2 |
4 |
13 |
34 |
| Are New Keynesian Phillips Curved Identified? |
0 |
0 |
0 |
60 |
0 |
1 |
4 |
224 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
217 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
130 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
1 |
0 |
1 |
25 |
368 |
| Assessing Indexation-Based Calvo Inflation Models |
0 |
0 |
0 |
78 |
0 |
3 |
12 |
219 |
| Confidence Sets for Inequality Measures: Fieller-Type Methods |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
15 |
| Directional Tests and Confidence Bounds on Economic Inequality |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit |
0 |
1 |
1 |
3 |
1 |
4 |
15 |
25 |
| Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification |
0 |
0 |
0 |
0 |
2 |
6 |
14 |
15 |
| Estimating New Keynesian Phillips Curves Using Exact Methods |
0 |
0 |
0 |
212 |
0 |
4 |
8 |
616 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
109 |
1 |
1 |
11 |
457 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
157 |
1 |
1 |
4 |
652 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
6 |
0 |
3 |
8 |
68 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
1 |
1 |
523 |
1 |
6 |
12 |
3,271 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
0 |
0 |
832 |
0 |
3 |
9 |
4,607 |
| Exact Testing of the Stability of the Phillips Curve |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
187 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
145 |
2 |
6 |
15 |
738 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
676 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
1 |
382 |
2 |
6 |
14 |
2,946 |
| Exact confidence sets and goodness-of-fit methods for stable distributions |
0 |
0 |
0 |
32 |
1 |
2 |
12 |
52 |
| Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models |
0 |
0 |
0 |
471 |
0 |
2 |
15 |
3,679 |
| Factor based identification-robust inference in IV regressions |
0 |
0 |
2 |
49 |
0 |
0 |
8 |
101 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
203 |
0 |
0 |
3 |
1,312 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
121 |
0 |
1 |
5 |
522 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
109 |
1 |
3 |
7 |
533 |
| Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability |
0 |
0 |
0 |
55 |
0 |
1 |
5 |
90 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
122 |
0 |
2 |
6 |
757 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
153 |
0 |
7 |
18 |
1,038 |
| Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
6 |
| Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability |
0 |
0 |
0 |
23 |
0 |
2 |
8 |
59 |
| Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion |
0 |
0 |
2 |
1,913 |
2 |
8 |
17 |
4,327 |
| Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time |
0 |
0 |
0 |
116 |
0 |
4 |
13 |
460 |
| Identification-Robust Inequality Analysis |
0 |
0 |
0 |
3 |
0 |
2 |
14 |
53 |
| Identification-robust Inequality Analysis |
0 |
0 |
0 |
35 |
3 |
4 |
14 |
57 |
| Identification-robust estimation and testing of the zero-beta CAPM |
0 |
0 |
0 |
38 |
0 |
1 |
7 |
132 |
| Identification-robust methods for comparing inequality with an application to regional disparities |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis |
0 |
0 |
0 |
7 |
1 |
6 |
81 |
161 |
| Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis |
0 |
0 |
0 |
138 |
1 |
4 |
13 |
566 |
| Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis |
0 |
0 |
0 |
233 |
1 |
6 |
25 |
735 |
| Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis |
0 |
0 |
0 |
177 |
0 |
4 |
21 |
549 |
| Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
17 |
| Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data |
0 |
0 |
0 |
34 |
0 |
3 |
6 |
46 |
| Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
0 |
38 |
0 |
1 |
7 |
59 |
| Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
0 |
49 |
0 |
4 |
22 |
78 |
| Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
1 |
6 |
3 |
4 |
13 |
42 |
| Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? |
0 |
0 |
0 |
42 |
0 |
5 |
15 |
88 |
| Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield |
0 |
0 |
0 |
482 |
2 |
7 |
21 |
1,292 |
| On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
410 |
| On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
106 |
1 |
5 |
9 |
551 |
| On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
79 |
2 |
4 |
7 |
566 |
| Permutation Tests for Comparing Inequality Measures |
0 |
0 |
0 |
5 |
0 |
4 |
11 |
32 |
| SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
216 |
| Severity of Illness and the Duration of Intensive Care |
0 |
0 |
0 |
3 |
0 |
2 |
15 |
43 |
| Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
180 |
| Simulation Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
315 |
0 |
2 |
5 |
2,264 |
| Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
418 |
| Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
284 |
1 |
3 |
15 |
1,583 |
| Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
1 |
0 |
1 |
12 |
425 |
| Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
19 |
1 |
2 |
15 |
152 |
| Simulation Based Inference in Simultaneous Equations |
0 |
0 |
0 |
45 |
2 |
3 |
7 |
148 |
| Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices |
0 |
0 |
0 |
2 |
1 |
3 |
7 |
631 |
| Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity |
0 |
0 |
0 |
50 |
1 |
3 |
10 |
393 |
| Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis: the Case of Jumps Tests in Model with Conditional Heteroskedasticity |
0 |
0 |
0 |
57 |
2 |
6 |
13 |
584 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
65 |
2 |
6 |
10 |
445 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
340 |
| Simulation-Based Finite-Sample Inference in Simultaneous Equations |
0 |
0 |
1 |
76 |
0 |
1 |
12 |
363 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
413 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
170 |
0 |
1 |
8 |
747 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
603 |
0 |
4 |
13 |
3,407 |
| Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions |
0 |
0 |
0 |
54 |
0 |
1 |
5 |
278 |
| Simulation-based robust IV inference for lifetime data |
0 |
0 |
0 |
24 |
0 |
0 |
10 |
31 |
| Structural Change and Forecasting Long-Run Energy Prices |
0 |
0 |
0 |
387 |
0 |
1 |
4 |
982 |
| Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada |
0 |
0 |
0 |
60 |
0 |
6 |
9 |
291 |
| Structural Estimation and Evaluation of Calvo-Style Inflation Models |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
181 |
| Structural Inflation Models with Real Wage Rigidities: The Case of Canada |
0 |
0 |
0 |
81 |
0 |
5 |
12 |
489 |
| Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit |
0 |
0 |
1 |
115 |
0 |
5 |
16 |
395 |
| TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH |
0 |
0 |
0 |
263 |
0 |
2 |
13 |
1,562 |
| TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY |
0 |
0 |
0 |
89 |
0 |
4 |
9 |
342 |
| Testing Financial Integration: Finite Sample Motivated Mothods |
0 |
0 |
0 |
50 |
0 |
1 |
14 |
255 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
0 |
0 |
0 |
379 |
2 |
3 |
8 |
2,272 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach |
0 |
0 |
0 |
586 |
1 |
4 |
12 |
3,320 |
| Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada |
0 |
0 |
0 |
2 |
0 |
5 |
9 |
200 |
| Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach |
0 |
0 |
0 |
224 |
1 |
4 |
20 |
1,502 |
| Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry |
0 |
0 |
0 |
285 |
0 |
3 |
14 |
2,154 |
| Testing the Stability of the Canadian Phillips Curve Using Exact Methods |
0 |
0 |
0 |
115 |
1 |
4 |
7 |
459 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
146 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
144 |
0 |
3 |
4 |
2,293 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
81 |
0 |
6 |
13 |
1,291 |
| The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification |
0 |
0 |
0 |
73 |
0 |
10 |
36 |
292 |
| The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification |
0 |
0 |
1 |
51 |
1 |
8 |
20 |
224 |
| The sixth special issue on computational econometrics |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Total Working Papers |
0 |
2 |
11 |
12,227 |
54 |
306 |
1,102 |
65,729 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A cross‐section analysis of financial market integration in North America using a four factor model |
0 |
1 |
2 |
52 |
1 |
5 |
9 |
248 |
| An identification‐robust test for time‐varying parameters in the dynamics of energy prices |
0 |
0 |
0 |
4 |
0 |
2 |
12 |
55 |
| Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions |
0 |
0 |
0 |
34 |
0 |
6 |
13 |
231 |
| Combining p-values to test for multiple structural breaks in cointegrated regressions |
0 |
0 |
0 |
20 |
1 |
6 |
14 |
73 |
| Comment on: Identification Robust Testing of Risk Premia in Finite Samples |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
| Directional Tests and Confidence Bounds on Economic Inequality |
1 |
2 |
6 |
6 |
2 |
4 |
27 |
29 |
| Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit |
0 |
0 |
2 |
23 |
0 |
9 |
28 |
135 |
| Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification |
0 |
0 |
1 |
22 |
2 |
16 |
49 |
168 |
| Estimation uncertainty in structural inflation models with real wage rigidities |
0 |
0 |
1 |
22 |
0 |
4 |
12 |
106 |
| Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* |
0 |
0 |
0 |
65 |
5 |
14 |
18 |
430 |
| Exact confidence sets and goodness-of-fit methods for stable distributions |
0 |
0 |
0 |
7 |
1 |
5 |
11 |
83 |
| Exact test for breaks in covariance in multivariate regressions |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
50 |
| Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions |
0 |
0 |
0 |
191 |
0 |
6 |
16 |
780 |
| Exact tests of the stability of the Phillips curve: the Canadian case |
0 |
0 |
0 |
17 |
0 |
1 |
13 |
68 |
| Factor‐Based Identification‐Robust Interference in IV Regressions |
0 |
0 |
1 |
12 |
0 |
3 |
15 |
54 |
| Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* |
0 |
0 |
0 |
3 |
0 |
1 |
8 |
23 |
| Finite sample inference methods for dynamic energy demand models |
0 |
0 |
0 |
58 |
1 |
4 |
10 |
326 |
| Finite sample multivariate structural change tests with application to energy demand models |
0 |
0 |
2 |
56 |
0 |
6 |
19 |
204 |
| Finite sample multivariate tests of asset pricing models with coskewness |
0 |
0 |
0 |
15 |
0 |
2 |
7 |
95 |
| Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models |
1 |
1 |
2 |
2 |
7 |
10 |
28 |
28 |
| Forecasting commodity prices: GARCH, jumps, and mean reversion |
0 |
0 |
1 |
157 |
1 |
4 |
18 |
483 |
| IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
44 |
| Identification and inference in two-pass asset pricing models |
0 |
0 |
0 |
21 |
0 |
2 |
12 |
84 |
| Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models |
0 |
0 |
1 |
45 |
2 |
5 |
12 |
185 |
| Identification robust inference in cointegrating regressions |
0 |
0 |
2 |
16 |
0 |
1 |
12 |
81 |
| Identification-Robust Estimation and Testing of the Zero-Beta CAPM |
0 |
0 |
0 |
20 |
1 |
6 |
13 |
140 |
| Identification-Robust Inference With Simulation-Based Pseudo-Matching |
0 |
1 |
1 |
5 |
0 |
4 |
8 |
20 |
| Identification-robust analysis of DSGE and structural macroeconomic models |
0 |
0 |
1 |
96 |
0 |
3 |
12 |
305 |
| Identification-robust and simultaneous inference in multifactor asset pricing models |
0 |
0 |
0 |
1 |
0 |
4 |
12 |
14 |
| Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds |
0 |
1 |
3 |
6 |
1 |
6 |
21 |
29 |
| Identification-robust methods for comparing inequality with an application to regional disparities |
1 |
1 |
1 |
1 |
1 |
2 |
8 |
11 |
| Identification-robust simulation-based inference in joint discrete/continuous models for energy markets |
0 |
0 |
0 |
25 |
0 |
2 |
4 |
129 |
| Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis |
0 |
0 |
3 |
114 |
0 |
6 |
19 |
328 |
| Less is more: Testing financial integration using identification-robust asset pricing models |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
49 |
| L’économétrie et l’évidence fallacieuse: erreurs et avancées |
0 |
0 |
0 |
10 |
0 |
3 |
5 |
66 |
| Monetary policy surprises: Robust dynamic causal effects |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| Monte Carlo forecast evaluation with persistent data |
0 |
0 |
0 |
13 |
0 |
4 |
9 |
60 |
| Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels |
0 |
0 |
1 |
3 |
0 |
2 |
8 |
23 |
| Multilevel and Tail Risk Management* |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
12 |
| Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
0 |
0 |
1 |
25 |
0 |
1 |
14 |
85 |
| Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models |
0 |
0 |
0 |
69 |
0 |
5 |
16 |
305 |
| Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data |
0 |
0 |
0 |
12 |
0 |
2 |
13 |
64 |
| OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH? |
0 |
0 |
2 |
11 |
1 |
3 |
12 |
58 |
| On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices |
0 |
0 |
0 |
19 |
0 |
1 |
11 |
163 |
| On the precision of Calvo parameter estimates in structural NKPC models |
0 |
0 |
0 |
64 |
0 |
4 |
15 |
240 |
| Permutation Tests for Comparing Inequality Measures |
0 |
0 |
0 |
8 |
0 |
3 |
20 |
41 |
| Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
94 |
| Projection-based inference with particle swarm optimization |
0 |
0 |
0 |
2 |
1 |
6 |
12 |
41 |
| Simulation Based Inference In Moving Average Models |
0 |
0 |
0 |
7 |
1 |
4 |
11 |
49 |
| Simulation based finite and large sample tests in multivariate regressions |
0 |
0 |
0 |
75 |
0 |
4 |
9 |
336 |
| Simulation-based exact jump tests in models with conditional heteroskedasticity |
0 |
0 |
0 |
31 |
0 |
3 |
10 |
227 |
| Simulation-based finite sample normality tests in linear regressions |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
1,983 |
| Simulation-based finite-sample tests for heteroskedasticity and ARCH effects |
0 |
1 |
1 |
79 |
2 |
7 |
14 |
354 |
| Simultaneous Indirect Inference, Impulse Responses and ARMA Models |
0 |
0 |
1 |
8 |
1 |
4 |
23 |
70 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
10 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* |
0 |
0 |
0 |
7 |
0 |
2 |
6 |
84 |
| The Convenience Yield and the Informational Content of the Oil Futures Price |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
7 |
| Total Journal Articles |
3 |
8 |
37 |
1,587 |
37 |
226 |
718 |
9,465 |
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