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 1 9 432
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 0 57
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 0 2 124
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 1 128 6 11 26 580
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 1 3 23 0 1 3 108
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 1 70
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 0 0 1 54
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 1 5 242
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 1 4 144
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 1 57 0 0 2 80
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 0 1 23
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 2 100
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 1 1 2 322
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 1 205
Assessing Indexation-Based Calvo Inflation Models 0 1 1 75 0 1 4 191
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 0 0 3 261
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 1 6 0 0 3 25
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 0 0 2 62
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 111 0 0 4 436
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 44 0 0 5 31
Bias of S2 in linear regressions with dependent errors 0 0 0 4 0 0 1 9
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 1 2 3 225
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 2 5 389
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 47 0 0 5 212
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 1 1 2 292 1 1 5 1,267
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 1 1 1 2 61
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 0 0 2 1,233
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 1 1 3 476
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 0 1 47
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 0 2 2 430
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 0 0 1 785
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 0 545
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 1 1 2 62 1 2 3 280
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 1 1 3 436
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 5 1 1 2 49
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 1 1 155 1 2 3 630
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 0 0 2 173
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 0 0 1 365
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 4 368 1 2 11 1,906
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 1 240 0 0 2 1,161
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 516 0 1 4 3,195
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 2 3 4,574
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 0 154
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 1 353
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 0 0 58
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 1 2 376 0 2 6 2,901
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 1 1 647
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 1 144 1 1 4 707
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 1 4 800
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 47 0 2 5 355
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 1 32 0 0 4 29
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 59 0 1 2 197
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 469 0 1 3 3,639
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 0 28 0 0 0 123
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 0 1 4 19
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 22 4 5 6 160
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 1 5 6 308
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 2 26 2 2 11 119
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 2 85 1 1 7 107
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 0 0 5 37 1 1 8 76
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 1 89 0 0 2 315
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 256 0 0 3 2,342
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 1 2 79 0 1 4 299
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 0 2 1 2 2 26
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 1 1 3 518
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 202 0 0 2 1,300
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 119 0 0 2 509
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 1 114 0 0 3 852
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 54 0 0 2 69
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 5 0 2 4 43
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 1 1 223 0 3 5 709
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 2 2 153 0 3 7 446
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 152 1 1 2 1,015
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 0 2 731
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 0 8 0 0 0 43
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 0 0 1 140
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 0 2 39
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 0 1 5 71
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 0 0 4 229
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 1 2 131
Generalized Portmanteau Statistics and Tests of Randomness 0 0 0 55 0 1 2 401
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 2 2 105
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 1 1 366
Generalized run tests for heteroscedastic time series 0 0 0 0 1 1 7 55
Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions with Moment-free Heterogenous Errors and Dependence of Unknown Form 0 0 0 9 0 0 1 66
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 1 2 493
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 391 0 0 2 1,316
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 238 0 1 5 900
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 1 150 0 2 8 646
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 6 1 1 5 70
Identification-robust estimation and testing of the zero-beta CAPM 0 0 2 33 1 1 4 104
Identification-robust inference for endogeneity parameters in linear structural models 1 1 1 7 1 1 4 52
Identification-robust inference for endogeneity parameters in linear structural models 0 0 1 59 2 2 8 98
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 2 1 2 5 55
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 1 1 139
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 0 2 20
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 3 245
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 2 68
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 0 1 240
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 0 1 50
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 1 1 1 6 1 2 5 62
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 2 135 0 1 9 518
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 0 0 228 0 1 7 677
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 0 174 0 1 7 510
Instrument endogeneity and identification-robust tests: some analytical results 0 0 1 16 1 1 2 91
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 0 0 5 228
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 0 212 0 0 1 634
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 0 0 5 42
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 45 0 0 2 185
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 0 0 0 210
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 0 0 3 510
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 1 1 8 391
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 0 1 3 417
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 0 0 0 116
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 140 0 0 0 1,954
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 2 3 4 640
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 0 207 0 0 0 2,305
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 1 2 4 275
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 1 1 335 1 2 2 1,847
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 0 1 1 178
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 1 3 121 0 1 7 318
Measuring causality between volatility and returns with high-frequency data 0 2 3 95 0 3 11 370
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 0 0 214
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 0 258 0 0 1 865
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 1 1 1 8 2 4 7 58
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 203 0 0 3 843
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 0 1 234 0 0 4 1,025
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 0 0 0 756
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 0 0 0 372
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 56 0 0 0 431
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 1 1 1 298
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 1 1 1 106
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 0 1 7 28
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 0 0 88
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 0 2 18
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 4 237
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 1 1 1 644
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 0 0 0 196
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 1 3 61
On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments 0 0 0 0 0 1 4 26
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 1 1 2 525
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 1 1 3 165
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 0 226
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 0 88
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 1 1 4 528
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 0 2 54
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 1 1 29 1 2 4 247
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 57 5 5 9 273
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 110 0 0 1 867
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 0 2 3 77
Rank Tests for Serial Dependence 0 0 0 1 0 0 2 101
Rank Tests for Serial Dependence 0 0 0 0 0 0 2 134
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 0 0 0 249
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 0 1 8 153
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 0 0 2 100
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 0 246
Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions 0 0 0 11 0 0 0 38
Short Run and Long Run Causality in Time Series: Inference 0 0 0 200 1 3 6 624
Short Run and Long Run Causality in Time Series: Inference 0 1 4 526 1 2 8 1,601
Short and long run causality measures: theory and inference 0 1 7 266 2 4 20 716
Short run and long run causality in time series: Inference 0 0 0 234 0 0 3 599
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 2 2 6 329
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 3 62 1 3 12 198
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 1 1 5 320 1 2 17 1,099
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 0 1 55
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 1 2 2 17
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 0 0 198
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 0 2 83
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 26 0 0 0 174
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 312 1 1 1 2,237
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 1 1 7 389
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 0 2 317
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 1 63 0 1 3 414
Simulation-Based Finite-Sample Inference in Simultaneous Equations 1 1 1 70 1 1 1 335
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 1 156 2 2 3 731
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 599 0 2 5 3,357
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 165 0 0 4 715
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 0 2 385
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 0 2 264
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 0 0 2 461
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 1 31 0 0 1 144
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 0 0 0 423
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 33 0 1 1 225
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 1 2 3 171 2 3 5 637
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 0 4 154
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 80 0 2 3 465
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 1 111 2 2 5 363
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 0 1 1,530
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 0 0 0 145
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 0 0 1 283
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 0 3 2,253
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 1 586 2 2 8 3,293
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 2 221 1 3 5 1,442
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 0 0 306
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 0 0 0 16 88
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 80 0 0 1 1,263
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 142 0 0 2 2,276
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 0 2 25
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 0 0 74
Tests of Exogeneity 0 0 0 0 0 0 1 54
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 0 0 1 713
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 0 0 3 89
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 1 3 9 78
Weak Identification in Probit Models with Endogenous Covariates 0 1 4 102 1 2 8 260
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 2 2 3 1,219
Économétrie, théorie des tests et philosophie des sciences 0 0 0 118 1 1 2 750
Total Working Papers 8 25 91 16,012 86 185 699 104,728


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
36th annual meeting of the Canadian economics association 0 0 0 1 0 0 1 19
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 0 0 0 469
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 1 1 4 0 1 4 29
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 1 2 31 0 1 13 188
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 1 2 0 0 2 19
Comment 0 0 0 3 0 0 4 32
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 2 3 1 1 7 16
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 0 0 241
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 59 2 2 6 266
Dummy variables and predictive tests for structural change 0 0 1 163 0 1 4 456
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 3 34 1 3 14 146
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 16 0 0 4 56
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 0 0 0 117
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 0 3 84
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 16 0 0 0 79
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 2 715
Exact Nonparametric Orthogonality and Random Walk Tests 0 1 3 121 1 6 13 375
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 1 1 4 263
Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* 0 0 0 65 0 1 4 391
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 98 0 0 3 629
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 1 1 1 28 1 2 6 146
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 6 0 0 2 56
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 0 19 0 0 1 83
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 1 3 33 0 2 5 83
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 0 182 0 4 6 710
Exact tests for structural change in first-order dynamic models 0 0 0 71 0 1 3 253
Exact tests in single equation autoregressive distributed lag models 0 0 0 271 1 2 5 822
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 3 26 1 1 19 98
Factor-Augmented VARMA Models With Macroeconomic Applications 0 2 3 41 0 6 15 85
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 1 1 2 145
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 1 1 2 80
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 0 23 2 2 6 159
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 2 3 28 2 4 5 105
Fonctions de production dans l’économie du Québec 0 0 2 4 0 0 5 28
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 0 0 43 0 1 2 122
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 0 80 0 0 1 293
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 83 1 1 1 435
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 0 1 23
Identification, weak instruments, and statistical inference in econometrics 1 2 4 127 5 6 10 567
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 1 1 1 17 1 1 2 97
Identification-robust analysis of DSGE and structural macroeconomic models 1 2 5 84 1 2 15 248
Identification‐robust inference for endogeneity parameters in linear structural models 0 0 1 24 1 1 6 73
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 0 0 37
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 1 5 95 0 4 13 256
Invariance, Nonlinear Models, and Asymptotic Tests 0 0 1 90 2 2 3 499
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 0 0 12 0 0 2 100
Logique et tests d’hypothèses 0 0 0 3 0 0 1 69
Market failure, inequality and redistribution 1 1 3 45 5 7 15 304
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 0 17 1 2 4 132
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 1 14 0 0 4 42
Mesure et incidence des dépenses fiscales au Québec 0 0 0 5 0 0 1 32
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 3 12 153 2 6 36 439
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 18 0 0 2 44
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 59 1 1 5 256
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 1 1 2 100
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 0 0 3 107
New Developments in Time Series Econometrics: An Overview 0 0 0 0 0 0 0 228
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 1 1 108 0 2 5 618
Nonuniform Bounds for Nonparametric t-Tests 0 0 0 2 0 0 0 22
On spectral estimation for a homogeneous random process on the circle 0 0 0 4 0 0 0 28
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 8 0 0 1 159
On the precision of Calvo parameter estimates in structural NKPC models 0 0 4 56 0 1 7 198
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 0 1 90 3 3 7 270
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 0 101 1 1 4 348
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 1 1 1 120
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 0 46 1 1 2 276
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 66 2 4 7 407
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 1 1 65 0 5 11 229
Resampling methods in econometrics 0 0 2 69 0 0 2 149
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 2 6 30 1,095
Short and long run causality measures: Theory and inference 0 1 11 319 2 8 46 1,022
Short run and long run causality in time series: inference 0 1 8 185 0 8 27 539
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 17 0 1 5 122
Simulation based finite and large sample tests in multivariate regressions 0 0 0 69 1 1 2 302
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 1 3 1,943
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 0 69 0 0 7 299
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 4 8 27 578
Some robust exact results on sample autocorrelations and tests of randomness 0 0 0 33 0 0 0 109
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 0 0 71 1 2 6 285
Tabulation of Farebrother's Test for Linear Restriction 0 0 0 9 0 0 0 48
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 0 0 67
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 0 0 7
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 0 0 0 95 0 0 1 386
The importance of seasonality in inventory models 0 0 0 32 1 1 2 190
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 1 1 1 146
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 3 10 1 2 6 33
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 0 1 1 90
Variables binaires et tests prédictifs contre les changements structurels 0 0 0 3 0 0 1 21
Total Journal Articles 5 23 93 3,990 58 137 511 22,052


Statistics updated 2019-09-09