Access Statistics for Jean-Marie Dufour

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Proof for the Chow Test When the Number of Observations Is Insufficient 0 0 0 0 0 1 3 468
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 2 61
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 3 134
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 0 129 2 6 11 672
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 0 0 25 1 1 3 119
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 4 6 77
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 0 4 4 69
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 2 158
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 4 259
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 0 58 0 3 9 106
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 1 1 38
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 1 1 2 216
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 3 22 24 367
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 5 7 127
Assessing Indexation-Based Calvo Inflation Models 0 0 0 78 2 4 9 216
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 6 9 12 283
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 7 1 1 2 36
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 0 1 5 83
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 112 0 5 8 457
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 46 1 6 9 54
Bias of S2 in linear regressions with dependent errors 0 0 0 6 0 3 3 19
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 2 2 404
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 4 4 242
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 294 0 2 3 1,292
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 49 0 3 5 232
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 2 4 6 497
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 156 0 5 5 1,259
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 2 1 5 5 78
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 2 2 62
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 0 5 6 447
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 1 3 3 797
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 6 8 312
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 5 9 579
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 157 0 1 4 651
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 6 1 2 5 65
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 2 8 10 456
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 3 9 10 194
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 378 1 5 11 1,981
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 241 3 11 12 1,188
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 2 7 7 387
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 1 522 0 4 7 3,265
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 6 4,604
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 22 0 0 1 161
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 1 2 3 363
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 4 4 68
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 2 382 1 4 9 2,940
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 145 1 8 9 732
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 6 7 673
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 2 5 830
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 51 1 4 4 379
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 1 7 11 50
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 61 0 10 10 220
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 471 3 8 14 3,677
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 0 29 0 6 7 139
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 0 5 6 45
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 5 9 335
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 1 24 0 1 5 179
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 1 18 23 203
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 92 1 6 21 169
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 1 1 1 44 1 10 12 140
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 0 2 7 338
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 2 7 10 2,371
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 0 0 80 0 2 4 317
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 0 4 0 4 5 45
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 1 2 5 530
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 1 121 0 3 5 521
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 203 1 2 3 1,312
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 2 5 12 888
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 55 0 4 4 89
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 7 0 5 9 63
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 223 0 2 4 722
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 153 0 4 4 466
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 3 13 755
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 153 5 10 11 1,031
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 0 10 0 7 12 70
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 1 4 7 156
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 1 5 7 57
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 0 4 4 87
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 0 2 3 248
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 2 3 143
Generalized Portmanteau Statistics and Tests of Randomness 0 0 0 60 0 3 5 424
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 4 7 119
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 5 11 395
Generalized run tests for heteroscedastic time series 0 0 0 0 2 3 4 82
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 4 6 90
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 0 0 511
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 240 0 6 11 930
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 152 0 1 4 671
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 1 394 0 7 11 1,355
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 8 0 5 8 111
Identification-robust estimation and testing of the zero-beta CAPM 0 0 0 38 0 4 6 131
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 8 0 5 7 75
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 60 1 6 9 130
Identification-robust inference for endogeneity parameters in linear structural models 0 1 1 3 0 7 7 78
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 1 5 6 164
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 1 1 36
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 1 4 268
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 2 79
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 7 11 268
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 1 2 2 63
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 7 0 71 75 155
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 0 138 1 7 9 562
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 0 0 233 3 19 19 729
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 0 177 5 16 19 545
Instrument endogeneity and identification-robust tests: some analytical results 0 0 0 19 1 16 19 123
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 0 2 4 255
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 0 214 0 5 7 649
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 0 8 11 71
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 47 0 2 2 195
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 0 2 3 223
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 1 5 6 556
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 1 3 4 466
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 0 0 5 445
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 0 0 1 120
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 0 2 5 661
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 142 0 2 3 1,969
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 0 208 0 6 9 2,336
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 1 4 5 291
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 336 1 3 6 1,864
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 0 1 4 194
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 127 1 5 6 344
Measuring causality between volatility and returns with high-frequency data 0 0 0 96 0 5 7 408
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 1 1 224
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 1 263 0 5 9 894
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 1 11 4 13 15 94
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 204 1 9 15 875
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 0 0 238 0 4 8 1,059
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 1 4 6 783
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 0 1 8 397
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 57 1 2 3 459
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 0 4 4 317
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 0 4 4 130
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 2 4 5 48
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 2 2 97
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 3 6 33
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 1 2 256
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 9 12 668
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 2 3 236
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 3 4 78
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 1 2 3 42
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 0 3 4 561
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 2 6 6 178
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 1 4 6 241
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 2 5 104
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 1 2 550
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 1 2 62
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 32 0 2 6 269
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 113 0 6 7 895
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 59 1 5 8 301
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 0 2 2 99
Rank Tests for Serial Dependence 0 0 0 1 1 3 5 120
Rank Tests for Serial Dependence 0 0 0 0 0 1 4 141
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 1 3 5 262
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 0 2 3 175
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 1 6 8 123
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 3 3 262
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 3 3 49
Short Run and Long Run Causality in Time Series: Inference 0 0 0 531 0 2 7 1,649
Short Run and Long Run Causality in Time Series: Inference 0 0 0 205 5 7 7 661
Short and long run causality measures: theory and inference 0 0 0 272 1 7 9 781
Short run and long run causality in time series: Inference 0 0 0 236 2 6 8 629
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 1 5 6 369
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 70 0 4 6 242
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 0 0 1 337 2 8 11 1,165
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 1 6 6 70
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 1 3 35
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 1 5 10 100
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 2 7 10 220
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 27 1 2 3 179
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 315 0 2 3 2,262
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 1 6 9 416
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 65 0 0 4 439
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 1 4 5 337
Simulation-Based Finite-Sample Inference in Simultaneous Equations 1 1 1 76 1 5 11 362
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 0 159 1 5 6 769
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 5 8 410
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 170 2 5 8 746
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 603 2 6 9 3,403
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 1 2 4 277
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 31 0 7 11 162
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 2 6 7 473
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 0 3 8 438
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 36 1 4 6 243
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 0 0 0 180 1 4 11 689
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 4 7 9 177
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 81 1 5 7 484
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 1 115 2 6 11 390
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 3 7 11 1,560
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 1 8 10 167
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 1 5 14 309
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 1 4 5 2,269
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 6 9 3,316
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 0 224 2 13 16 1,498
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 4 4 320
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 1 0 3 3 145
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 144 0 1 2 2,290
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 81 1 3 7 1,285
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 2 2 39
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 4 5 82
Tests of Exogeneity 0 0 0 0 2 7 7 64
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 0 3 6 736
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 0 2 5 101
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 1 2 92
Weak Identification in Probit Models with Endogenous Covariates 0 0 1 108 2 9 16 328
Économétrie, théorie des tests et philosophie des sciences 0 0 0 121 1 2 3 771
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 0 3 4 1,242
Total Working Papers 2 3 16 16,291 148 978 1,445 109,937

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 3 0 2 2 33
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 0 1 3 479
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 5 9 10 53
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 0 34 1 4 7 225
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 4 0 5 7 43
Comment 0 0 0 3 1 8 10 65
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 9 1 7 13 48
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 3 5 251
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 1 10 11 302
Dummy variables and predictive tests for structural change 0 0 0 170 3 9 16 500
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 1 51 0 1 8 202
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 20 0 1 1 70
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 2 6 9 136
Estimation uncertainty in structural inflation models with real wage rigidities 1 1 1 22 1 6 8 102
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 17 0 1 2 89
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 1 12 14 755
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 134 1 6 6 417
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 2 3 9 283
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 3 4 416
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 101 1 8 11 658
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 0 0 0 30 0 0 2 159
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 7 0 5 6 78
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 0 22 0 3 4 106
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 0 34 0 4 9 105
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 0 191 1 8 11 774
Exact tests for structural change in first-order dynamic models 0 0 1 74 1 4 6 271
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 1 4 6 843
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 0 41 3 9 18 209
Factor-Augmented VARMA Models With Macroeconomic Applications 0 0 2 52 0 4 13 129
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 1 7 8 166
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 1 3 5 93
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 0 24 0 4 9 178
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 0 31 2 5 11 131
Fonctions de production dans l’économie du Québec 0 0 0 5 1 6 7 47
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 1 2 46 0 4 19 159
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 1 86 1 2 6 317
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 1 9 15 482
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 1 3 42
Identification, weak instruments, and statistical inference in econometrics 0 0 0 136 1 7 14 616
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 20 0 5 11 134
Identification-robust analysis of DSGE and structural macroeconomic models 0 0 1 96 0 4 9 302
Identification‐robust inference for endogeneity parameters in linear structural models 0 0 0 26 1 7 11 106
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 3 6 55
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 0 6 114 1 10 17 322
Invariance, Nonlinear Models, and Asymptotic Tests 0 0 0 92 1 6 10 528
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 0 0 14 0 3 4 116
Logique et tests d’hypothèses 0 0 0 3 2 3 7 95
Market failure, inequality and redistribution 0 0 0 67 1 4 10 482
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 0 20 0 5 7 158
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 0 17 2 9 11 68
Mesure et incidence des dépenses fiscales au Québec 0 0 0 7 0 0 0 38
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 2 3 186 6 40 45 593
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 1 25 0 8 14 84
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 4 69 2 5 16 300
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 1 6 7 114
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 1 2 3 124
New Developments in Time Series Econometrics: An Overview 0 0 0 0 0 1 2 235
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 0 0 113 1 4 10 650
On spectral estimation for a homogeneous random process on the circle 0 0 0 5 1 3 4 36
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 8 0 3 3 168
On the precision of Calvo parameter estimates in structural NKPC models 0 0 0 64 1 6 11 236
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 1 2 97 0 6 8 307
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 1 109 1 8 13 380
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 0 1 3 132
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 0 48 0 1 2 290
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 1 1 2 73 4 10 16 461
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 0 0 69 0 2 3 254
Resampling methods in econometrics 0 0 0 73 1 3 4 169
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 1 4 11 1,177
Short and long run causality measures: Theory and inference 1 1 3 353 5 11 19 1,219
Short run and long run causality in time series: inference 0 0 0 210 4 12 14 646
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 20 3 8 10 145
Simulation based finite and large sample tests in multivariate regressions 0 0 0 75 0 2 5 332
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 4 5 1,982
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 1 78 2 7 8 347
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 1 9 11 690
Some robust exact results on sample autocorrelations and tests of randomness 0 0 0 34 1 2 5 125
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 0 0 78 2 21 28 366
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 2 5 82
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 1 4 6 20
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 0 0 1 98 0 5 9 418
The importance of seasonality in inventory models 0 0 0 32 3 6 8 198
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 0 3 5 164
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 0 11 1 4 7 49
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 0 6 7 103
Variables binaires et tests prédictifs contre les changements structurels 0 0 0 4 0 3 13 40
Total Journal Articles 3 7 33 4,371 86 475 771 25,072

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04