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 3 12 439
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 2 2 2 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 3 126
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 0 128 1 2 28 586
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 1 3 24 1 3 5 111
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 0 70
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 3 3 3 57
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 3 7 149
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 1 3 7 247
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 1 57 0 2 5 83
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 5 7 9 32
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 2 5 210
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 2 6 12 332
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 1 5 12 112
Assessing Indexation-Based Calvo Inflation Models 0 0 1 75 0 1 6 194
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 1 1 3 262
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 6 0 1 2 26
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 1 3 6 66
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 111 1 2 4 439
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 44 2 3 6 35
Bias of S2 in linear regressions with dependent errors 0 0 1 5 0 2 5 13
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 1 4 390
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 2 4 6 229
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 47 0 0 6 215
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 1 2 293 1 5 11 1,275
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 1 2 3 6 65
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 2 4 8 1,240
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 2 4 8 482
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 1 4 8 54
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 1 1 3 431
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 0 0 2 786
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 2 63 2 4 10 288
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 4 6 551
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 1 155 2 3 6 634
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 5 1 4 7 54
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 2 3 5 439
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 2 3 3 176
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 2 3 370 2 7 15 1,914
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 2 241 1 2 7 1,166
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 1 2 6 370
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 516 1 3 9 3,200
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 832 5 8 12 4,583
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 1 3 3 356
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 3 4 158
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 0 1 59
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 1 3 5 651
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 3 377 2 5 15 2,911
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 144 1 2 5 711
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 5 15 812
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 1 48 0 4 10 361
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 1 3 5 33
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 59 1 2 7 202
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 469 2 4 7 3,644
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 0 28 0 1 1 124
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 1 4 10 27
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 3 9 312
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 22 0 2 13 167
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 1 1 4 28 4 5 14 127
Exchange rates and commodity prices: measuring causality at multiple horizons 0 2 3 87 5 9 18 120
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 0 0 1 37 1 2 7 81
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 1 1 257 2 3 6 2,347
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 0 3 7 322
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 0 2 79 2 2 6 302
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 0 2 0 2 5 29
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 0 2 4 520
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 119 0 1 5 513
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 202 0 0 1 1,300
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 114 0 1 1 853
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 54 0 2 5 74
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 1 223 1 1 7 712
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 2 153 3 3 9 450
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 5 1 2 6 46
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 152 0 0 1 1,015
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 1 1 6 736
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 0 8 2 2 4 47
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 1 2 4 143
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 2 7 45
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 0 1 5 73
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 0 3 9 234
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 1 2 132
Generalized Portmanteau Statistics and Tests of Randomness 0 0 0 55 2 3 4 404
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 2 4 369
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 2 3 6 109
Generalized run tests for heteroscedastic time series 0 0 0 0 0 4 10 63
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 1 10 0 1 2 68
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 1 3 5 497
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 391 3 4 8 1,323
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 1 151 2 2 11 653
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 238 1 1 6 904
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 6 1 4 12 79
Identification-robust estimation and testing of the zero-beta CAPM 1 1 2 35 1 2 6 108
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 2 1 1 5 57
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 59 3 4 10 105
Identification-robust inference for endogeneity parameters in linear structural models 0 0 1 7 2 2 7 57
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 2 4 8 146
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 1 2 4 24
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 2 5 71
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 1 6 12 255
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 1 5 244
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 1 3 4 54
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 1 6 0 2 8 66
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 1 135 8 12 19 532
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 1 1 1 229 3 6 15 687
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 0 174 1 4 11 516
Instrument endogeneity and identification-robust tests: some analytical results 0 0 1 17 1 2 4 94
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 1 2 5 232
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 0 212 1 1 1 635
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 2 5 10 49
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 0 0 1 211
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 45 0 0 3 187
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 1 5 5 515
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 2 8 14 400
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 1 2 4 419
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 1 1 2 118
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 140 1 3 4 1,958
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 2 4 10 646
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 0 207 2 2 4 2,309
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 1 335 1 1 4 1,849
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 0 1 5 277
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 0 0 3 180
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 1 5 123 0 1 10 323
Measuring causality between volatility and returns with high-frequency data 0 0 3 95 2 2 9 374
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 2 4 218
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 0 258 4 4 6 870
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 1 8 1 3 14 65
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 203 0 1 5 846
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 0 1 234 1 2 6 1,028
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 1 2 5 377
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 3 4 9 765
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 56 2 4 7 438
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 1 3 5 302
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 1 3 10 115
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 1 4 9 33
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 2 2 2 90
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 1 2 20
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 2 7 10 245
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 1 4 7 650
On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments 0 0 0 0 1 2 2 198
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 2 6 65
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 5 27
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 0 1 2 526
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 1 2 7 169
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 1 3 229
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 2 90
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 1 4 529
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 0 1 54
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 1 29 0 0 5 248
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 57 3 6 13 280
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 110 0 0 3 870
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 1 1 5 79
Rank Tests for Serial Dependence 0 0 0 1 1 2 4 105
Rank Tests for Serial Dependence 0 0 0 0 0 0 1 134
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 1 1 1 250
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 0 2 9 156
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 0 1 4 103
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 3 4 250
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 4 5 5 43
Short Run and Long Run Causality in Time Series: Inference 0 0 2 526 2 3 13 1,609
Short Run and Long Run Causality in Time Series: Inference 0 0 0 200 1 1 10 628
Short and long run causality measures: theory and inference 0 0 5 266 5 11 40 740
Short run and long run causality in time series: Inference 0 0 0 234 1 2 9 605
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 2 62 2 3 9 201
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 3 5 8 334
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 1 1 3 321 2 5 16 1,109
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 2 3 58
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 4 7 22
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 1 2 3 201
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 1 4 85
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 0 1 5 2,241
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 3 4 9 395
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 1 3 319
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 1 63 1 1 4 415
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 0 1 70 1 2 4 338
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 1 156 1 1 7 735
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 2 2 7 390
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 165 1 1 4 718
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 599 5 5 11 3,364
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 1 3 3 267
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 1 2 3 426
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 0 0 2 463
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 31 2 3 4 148
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 33 2 3 4 228
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 0 2 4 173 1 6 11 644
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 2 4 156
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 80 1 4 9 471
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 0 111 2 5 9 369
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 1 2 8 1,537
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 0 0 3 148
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 1 3 5 288
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 1 2 6 2,257
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 2 8 3,296
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 2 221 1 1 8 1,445
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 1 3 5 311
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 80 1 5 9 1,271
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 0 2 4 7 94
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 1 1 143 0 2 8 2,283
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 2 5 28
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 0 1 75
Tests of Exogeneity 0 0 0 0 1 1 1 55
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 1 1 2 715
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 1 1 2 91
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 2 9 81
Weak Identification in Probit Models with Endogenous Covariates 0 0 3 103 3 6 14 270
Économétrie, théorie des tests et philosophie des sciences 0 0 0 118 1 1 5 753
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 1 2 8 1,224
Total Working Papers 4 15 80 16,039 229 537 1,350 105,648


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 1 1 2 21
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 1 1 3 472
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 1 4 1 3 7 33
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 2 31 0 0 11 192
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 2 2 2 3 22
Comment 0 0 0 3 0 1 4 34
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 3 0 3 9 21
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 2 3 3 244
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 59 1 2 9 271
Dummy variables and predictive tests for structural change 0 2 2 165 0 3 7 461
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 3 35 0 1 13 152
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 16 0 0 2 56
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 0 1 3 120
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 0 1 85
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 16 1 1 1 80
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 2 4 718
Exact Nonparametric Orthogonality and Random Walk Tests 0 1 2 122 1 2 11 379
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 2 5 266
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 2 7 396
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 98 0 2 6 633
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 0 0 1 28 0 0 5 148
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 6 3 5 6 61
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 0 19 0 0 3 86
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 3 33 2 2 8 87
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 0 182 1 4 16 722
Exact tests for structural change in first-order dynamic models 0 0 0 71 0 1 5 257
Exact tests in single equation autoregressive distributed lag models 0 0 0 271 0 2 6 825
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 1 27 3 8 20 110
Factor-Augmented VARMA Models With Macroeconomic Applications 2 3 6 45 2 4 21 93
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 1 5 148
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 0 0 2 81
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 0 23 0 0 4 160
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 2 28 0 2 8 109
Fonctions de production dans l’économie du Québec 0 0 2 4 0 3 9 33
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 0 0 43 1 1 4 125
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 0 80 0 0 0 293
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 83 2 5 11 445
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 1 2 2 25
Identification, weak instruments, and statistical inference in econometrics 0 0 2 127 0 0 12 572
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 1 17 1 3 5 101
Identification-robust analysis of DSGE and structural macroeconomic models 0 0 4 84 0 4 15 255
Identification‐robust inference for endogeneity parameters in linear structural models 0 0 0 24 1 1 3 74
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 1 3 4 41
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 2 5 98 1 6 15 264
Invariance, Nonlinear Models, and Asymptotic Tests 0 0 0 90 0 0 4 501
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 1 1 13 0 1 4 103
Logique et tests d’hypothèses 0 0 0 3 1 1 2 71
Market failure, inequality and redistribution 0 1 4 47 1 11 29 322
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 0 17 2 3 6 136
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 1 1 15 2 3 5 46
Mesure et incidence des dépenses fiscales au Québec 0 0 0 5 0 0 1 33
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 1 1 9 155 1 3 25 446
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 18 0 1 3 47
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 59 2 2 5 260
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 0 2 4 102
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 0 0 5 111
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 2 109 0 4 10 624
On spectral estimation for a homogeneous random process on the circle 0 0 0 4 1 1 2 30
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 8 1 1 3 162
On the precision of Calvo parameter estimates in structural NKPC models 0 3 3 59 0 4 7 204
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 0 0 90 1 1 5 271
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 0 0 101 2 2 4 351
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 0 2 3 122
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 1 47 1 1 5 279
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 2 67 1 4 12 414
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 0 1 65 0 1 12 233
Resampling methods in econometrics 0 0 0 69 0 1 2 151
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 2 5 26 1,105
Short and long run causality measures: Theory and inference 2 4 15 326 6 17 66 1,055
Short run and long run causality in time series: inference 0 1 7 187 1 5 32 551
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 17 0 1 5 124
Simulation based finite and large sample tests in multivariate regressions 0 0 0 69 0 0 3 304
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 1 5 1,946
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 1 1 1 70 3 5 11 308
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 2 6 29 589
Some robust exact results on sample autocorrelations and tests of randomness 0 0 0 33 2 2 2 111
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 0 0 71 4 5 13 293
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 1 2 4 71
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 1 2 9
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 0 0 0 95 1 1 3 389
The importance of seasonality in inventory models 0 0 0 32 0 0 2 190
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 0 0 5 150
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 2 11 0 0 6 35
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 1 4 5 94
Variables binaires et tests prédictifs contre les changements structurels 0 0 0 3 0 1 2 23
Total Journal Articles 6 22 86 4,014 70 194 679 22,365
2 registered items for which data could not be found


Statistics updated 2020-02-04