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 1 4 10 450
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 0 59
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 2 129
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 0 129 0 7 18 619
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 0 0 24 0 0 2 114
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 1 71
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 1 2 5 64
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 2 253
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 0 3 155
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 1 1 1 58 2 3 7 91
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 0 1 36
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 1 1 4 338
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 3 213
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 4 117
Assessing Indexation-Based Calvo Inflation Models 0 0 0 75 0 0 3 197
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 1 7 0 0 3 30
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 0 0 3 266
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 0 0 3 71
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 111 0 2 3 442
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 45 0 0 5 42
Bias of S2 in linear regressions with dependent errors 0 0 1 6 0 0 2 15
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 0 4 395
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 1 1 5 234
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 47 0 0 4 222
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 293 0 1 8 1,286
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 1 2 0 1 4 71
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 0 0 2 1,244
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 0 1 5 491
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 0 2 59
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 0 1 4 435
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 0 0 3 790
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 3 7 559
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 63 0 0 5 295
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 155 0 0 6 641
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 0 0 3 443
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 5 0 0 1 55
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 0 0 3 179
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 241 0 0 7 1,173
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 0 0 2 372
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 1 1 1 372 1 5 18 1,935
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 516 2 5 24 3,228
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 1 6 4,591
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 1 357
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 1 159
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 1 4 63
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 144 0 0 5 717
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 1 1 6 659
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 1 378 0 0 8 2,919
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 48 0 0 9 371
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 7 820
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 0 0 2 35
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 1 60 0 1 3 205
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 0 2 3,650
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 0 29 0 0 1 130
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 0 0 5 35
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 23 0 0 4 172
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 0 6 319
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 1 30 0 0 9 140
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 0 88 0 1 6 135
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 1 1 2 39 1 2 18 102
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 1 2 5 327
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 257 1 1 4 2,353
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 0 1 80 0 0 6 310
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 1 3 1 1 3 33
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 0 0 1 521
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 119 0 0 0 514
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 1 203 0 0 2 1,304
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 116 1 2 6 862
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 54 0 0 3 77
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 153 0 0 8 459
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 223 0 0 2 715
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 5 1 1 3 50
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 152 0 0 2 1,018
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 2 4 741
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 0 9 0 0 2 51
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 0 0 2 145
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 0 2 47
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 1 1 4 79
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 1 1 4 242
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 0 5 139
Generalized Portmanteau Statistics and Tests of Randomness 1 1 2 57 1 3 6 411
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 7 378
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 1 110
Generalized run tests for heteroscedastic time series 0 0 0 0 0 1 1 68
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 10 1 1 9 80
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 1 1 5 506
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 392 1 2 8 1,332
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 239 1 2 6 911
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 151 1 1 2 655
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 6 2 2 15 95
Identification-robust estimation and testing of the zero-beta CAPM 0 0 0 36 0 2 6 118
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 2 1 1 3 64
Identification-robust inference for endogeneity parameters in linear structural models 0 0 1 60 0 0 7 115
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 7 0 1 4 62
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 0 6 156
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 2 3 31
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 1 75
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 1 260
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 1 6 253
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 0 1 58
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 6 1 1 6 73
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 1 1 137 1 3 9 546
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 1 2 231 2 4 11 705
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 1 1 175 0 1 4 521
Instrument endogeneity and identification-robust tests: some analytical results 0 0 1 18 0 0 3 97
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 0 0 7 242
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 1 213 0 0 2 639
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 0 0 4 55
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 0 0 6 217
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 45 0 0 2 189
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 0 5 23 539
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 0 1 12 419
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 0 1 7 428
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 0 0 0 118
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 1 142 2 2 5 1,965
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 1 3 8 654
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 1 208 1 2 11 2,320
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 0 0 3 280
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 336 0 0 2 1,852
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 0 0 2 182
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 125 0 0 5 331
Measuring causality between volatility and returns with high-frequency data 0 0 0 95 1 2 8 388
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 1 1 221
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 0 259 0 0 3 875
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 9 0 0 3 70
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 203 3 3 7 857
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 0 1 237 1 1 4 1,036
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 0 0 0 769
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 0 1 2 382
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 56 0 1 2 441
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 0 1 4 309
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 0 1 5 123
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 0 0 7 41
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 0 1 91
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 2 3 26
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 3 254
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 0 2 652
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 3 10 208
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 0 1 73
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 0 4 32
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 1 3 11 541
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 0 1 170
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 4 233
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 4 96
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 1 7 540
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 1 2 57
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 29 1 2 5 253
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 57 1 1 8 289
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 111 2 4 8 879
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 0 0 7 94
Rank Tests for Serial Dependence 0 0 0 0 0 0 1 137
Rank Tests for Serial Dependence 0 0 0 1 0 1 6 114
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 1 3 6 257
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 0 0 10 168
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 0 1 5 111
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 3 256
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 1 1 1 44
Short Run and Long Run Causality in Time Series: Inference 0 1 3 529 3 7 17 1,629
Short Run and Long Run Causality in Time Series: Inference 0 1 1 202 2 3 12 644
Short and long run causality measures: theory and inference 0 0 0 267 2 8 12 755
Short run and long run causality in time series: Inference 0 0 1 235 1 1 7 614
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 0 1 12 351
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 2 66 0 0 11 219
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 2 2 7 331 4 6 23 1,141
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 1 2 62
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 0 3 29
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 0 2 204
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 1 2 89
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 26 0 0 1 175
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 312 0 1 3 2,249
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 0 2 6 401
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 0 2 325
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 1 65 0 0 4 423
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 0 1 72 0 1 3 343
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 0 156 1 3 8 745
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 3 3 169 0 5 9 730
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 0 5 396
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 1 600 0 1 10 3,374
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 0 2 269
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 31 1 1 2 150
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 0 0 0 463
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 0 0 2 428
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 33 0 0 1 231
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 1 1 3 176 2 2 12 659
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 1 5 165
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 1 81 0 2 5 476
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 2 113 0 0 5 375
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 0 4 1,543
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 1 1 1 152
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 1 1 5 293
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 0 2 2,260
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 0 2 3,301
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 0 222 0 2 6 1,457
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 0 0 314
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 1 144 0 0 1 2,284
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 1 1 0 1 34 128
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 1 81 0 0 3 1,274
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 0 1 34
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 0 1 76
Tests of Exogeneity 0 0 0 0 0 0 0 55
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 1 2 8 724
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 0 2 4 95
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 0 5 86
Weak Identification in Probit Models with Endogenous Covariates 0 0 0 104 0 2 21 296
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 0 0 5 1,231
Économétrie, théorie des tests et philosophie des sciences 0 0 0 118 1 1 6 760
Total Working Papers 7 15 55 16,128 67 194 1,058 107,119


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 1 2 1 1 8 29
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 0 0 3 475
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 0 0 3 39
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 0 34 1 3 8 205
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 1 4 2 2 5 29
Comment 0 0 0 3 1 3 11 47
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 3 7 0 1 8 31
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 0 1 246
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 1 60 0 3 11 286
Dummy variables and predictive tests for structural change 0 0 0 165 0 0 6 467
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 2 37 1 2 11 166
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 2 18 0 0 4 62
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 0 0 1 121
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 0 2 87
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 16 0 0 1 81
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 11 731
Exact Nonparametric Orthogonality and Random Walk Tests 0 1 5 130 0 1 17 402
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 0 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 65 1 1 5 403
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 98 0 0 5 640
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 0 0 0 28 0 0 3 151
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 1 7 0 1 5 67
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 1 20 0 1 7 95
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 0 34 0 0 1 90
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 1 1 2 184 1 2 13 738
Exact tests for structural change in first-order dynamic models 0 0 0 71 0 0 1 258
Exact tests in single equation autoregressive distributed lag models 1 1 1 272 1 1 6 833
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 3 32 1 5 28 147
Factor-Augmented VARMA Models With Macroeconomic Applications 1 1 2 47 1 2 9 104
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 1 1 3 154
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 0 0 3 84
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 1 24 0 1 4 164
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 0 28 1 1 3 112
Fonctions de production dans l’économie du Québec 0 0 0 4 0 0 4 38
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 0 0 43 1 1 6 132
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 0 80 0 2 10 303
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 83 0 3 8 455
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 0 2 30
Identification, weak instruments, and statistical inference in econometrics 0 0 0 127 1 1 4 579
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 17 1 3 9 114
Identification-robust analysis of DSGE and structural macroeconomic models 0 0 2 86 2 3 9 266
Identification‐robust inference for endogeneity parameters in linear structural models 0 0 1 25 1 1 6 82
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 1 1 46
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 2 4 102 1 4 18 284
Invariance, Nonlinear Models, and Asymptotic Tests 0 0 0 90 0 0 5 507
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 0 0 13 0 0 3 106
Logique et tests d’hypothèses 0 0 0 3 2 2 9 81
Market failure, inequality and redistribution 0 2 7 56 6 13 53 382
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 1 18 0 1 4 142
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 1 1 16 0 2 4 50
Mesure et incidence des dépenses fiscales au Québec 0 0 0 6 0 0 1 36
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 2 9 165 2 7 29 488
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 2 21 0 2 9 59
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 59 0 1 5 267
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 0 0 2 104
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 0 0 2 115
New Developments in Time Series Econometrics: An Overview 0 0 0 0 0 0 4 233
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 1 1 112 1 2 10 637
On spectral estimation for a homogeneous random process on the circle 0 0 1 5 0 0 2 32
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 8 0 0 2 165
On the precision of Calvo parameter estimates in structural NKPC models 0 0 2 61 0 0 5 210
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 0 0 90 1 2 11 284
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 3 104 0 0 5 356
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 0 0 2 126
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 0 47 0 0 2 282
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 67 1 2 8 424
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 0 0 66 0 2 5 240
Resampling methods in econometrics 0 0 0 69 0 0 4 156
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 3 4 23 1,136
Short and long run causality measures: Theory and inference 0 0 5 333 4 7 52 1,130
Short run and long run causality in time series: inference 0 3 8 196 0 4 19 578
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 18 0 0 4 131
Simulation based finite and large sample tests in multivariate regressions 0 0 2 71 0 0 10 317
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 2 5 1,953
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 1 4 74 0 2 15 327
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 2 10 38 637
Some robust exact results on sample autocorrelations and tests of randomness 1 1 1 34 1 2 4 117
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 0 2 73 0 0 19 319
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 1 2 74
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 0 1 13
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 1 1 2 97 1 2 8 402
The importance of seasonality in inventory models 0 0 0 32 0 0 0 190
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 0 0 6 157
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 0 11 0 0 2 40
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 0 0 1 95
Variables binaires et tests prédictifs contre les changements structurels 0 0 0 3 0 1 2 25
Total Journal Articles 5 18 84 4,121 45 122 684 23,267


Statistics updated 2021-07-05