| 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 |
1 |
2 |
2 |
467 |
| A Specification Error Theorem for Predictions From Estimated Autoregressions |
0 |
0 |
0 |
0 |
1 |
2 |
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 |
2 |
2 |
2 |
133 |
| A simple estimation method and finite-sample inference for a stochastic volatility model |
0 |
0 |
0 |
129 |
2 |
3 |
8 |
666 |
| A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States |
0 |
0 |
0 |
25 |
0 |
2 |
2 |
118 |
| An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
73 |
| An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
65 |
| An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
257 |
| An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
156 |
| An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices |
0 |
0 |
0 |
58 |
2 |
5 |
6 |
103 |
| An exponential bound for the permutational distribution of a first-order autocorrelation coefficient |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
215 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
122 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
345 |
| Assessing Indexation-Based Calvo Inflation Models |
0 |
0 |
0 |
78 |
3 |
4 |
5 |
212 |
| Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
35 |
| Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form |
0 |
0 |
0 |
56 |
2 |
3 |
4 |
274 |
| Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models |
0 |
0 |
0 |
25 |
1 |
4 |
7 |
82 |
| Asymptotic distribution of a simple linear estimator for VARMA models in echelon form |
0 |
0 |
0 |
112 |
1 |
1 |
4 |
452 |
| Asymptotic distributions for quasi-efficient estimators in echelon VARMA models |
0 |
0 |
0 |
46 |
1 |
2 |
3 |
48 |
| Bias of S2 in linear regressions with dependent errors |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
16 |
| Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
402 |
| Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
238 |
| Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models |
0 |
0 |
0 |
294 |
1 |
1 |
1 |
1,290 |
| Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models |
0 |
0 |
0 |
49 |
0 |
2 |
2 |
229 |
| Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series |
0 |
0 |
0 |
156 |
0 |
0 |
1 |
1,254 |
| Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series |
0 |
0 |
0 |
64 |
1 |
1 |
2 |
493 |
| Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
73 |
| Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
60 |
| Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
442 |
| Econometrie, theorie des tests et philosophie des sciences |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
794 |
| Exact Inference Methods for First-Order Autoregressive Distributed Lag Models |
0 |
0 |
0 |
0 |
3 |
3 |
5 |
574 |
| Exact Inference Methods for First-Order Autoregressive Distributed Lag Models |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
306 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
6 |
3 |
3 |
4 |
63 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
157 |
1 |
1 |
3 |
650 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
0 |
0 |
0 |
109 |
1 |
1 |
2 |
448 |
| Exact Nonparametric Orthogonality and Random Walk Tests |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
185 |
| Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
380 |
| Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions |
0 |
0 |
0 |
241 |
1 |
1 |
1 |
1,177 |
| Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions |
0 |
0 |
0 |
378 |
2 |
3 |
9 |
1,976 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
0 |
1 |
522 |
1 |
1 |
3 |
3,261 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models |
0 |
0 |
0 |
832 |
2 |
3 |
4 |
4,601 |
| Exact Tests Structural Change in First-Order Dynamic Models |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
161 |
| Exact Tests Structural Change in First-Order Dynamic Models |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
361 |
| Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
64 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
1 |
2 |
382 |
2 |
4 |
7 |
2,936 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
145 |
1 |
1 |
1 |
724 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
667 |
| Exact Tests in Single Equation Autoregressive Distributed Lag Models |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
375 |
| Exact Tests in Single Equation Autoregressive Distributed Lag Models |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
828 |
| Exact confidence sets and goodness-of-fit methods for stable distributions |
0 |
0 |
0 |
32 |
3 |
3 |
4 |
43 |
| Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
210 |
| 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 |
4 |
6 |
3,669 |
| Exact tests and confidence sets for the tail coefficient of a-stable distributions |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
133 |
| Exact tests and confidence sets in linear regressions with autocorrelated errors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
40 |
| Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
330 |
| Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter |
0 |
1 |
1 |
24 |
3 |
4 |
4 |
178 |
| Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons |
0 |
0 |
0 |
36 |
3 |
3 |
6 |
185 |
| Exchange rates and commodity prices: measuring causality at multiple horizons |
0 |
0 |
1 |
92 |
2 |
8 |
15 |
163 |
| Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory |
0 |
0 |
0 |
43 |
1 |
1 |
5 |
130 |
| Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors |
0 |
0 |
0 |
258 |
1 |
2 |
4 |
2,364 |
| Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors |
0 |
0 |
0 |
89 |
1 |
3 |
5 |
336 |
| Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors |
0 |
0 |
0 |
80 |
1 |
2 |
3 |
315 |
| Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
41 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
203 |
0 |
1 |
2 |
1,310 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
1 |
121 |
1 |
1 |
2 |
518 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
0 |
109 |
1 |
1 |
3 |
528 |
| Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors |
0 |
0 |
0 |
117 |
3 |
6 |
9 |
883 |
| Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
85 |
| Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing |
0 |
0 |
0 |
7 |
0 |
3 |
4 |
58 |
| Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing |
0 |
0 |
0 |
223 |
1 |
1 |
3 |
720 |
| Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
462 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
153 |
1 |
1 |
1 |
1,021 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
0 |
0 |
0 |
122 |
1 |
1 |
10 |
752 |
| Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form |
0 |
0 |
0 |
10 |
2 |
5 |
5 |
63 |
| Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
152 |
| Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
52 |
| Fixed Points and Minima: a Comment on Betancourt and Kelejian |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
83 |
| Fonctions de Production Dans L'economie du Quebec |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
246 |
| Generalized Chow Tests for Structural Change: a Coordinate-Free Approach |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
141 |
| Generalized Portmanteau Statistics and Tests of Randomness |
0 |
0 |
0 |
60 |
0 |
2 |
2 |
421 |
| Generalized Predictive Tests and Structural Change Analysis in Econometrics |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
390 |
| Generalized Predictive Tests and Structural Change Analysis in Econometrics |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
115 |
| Generalized run tests for heteroscedastic time series |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
79 |
| 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 |
0 |
1 |
2 |
86 |
| 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 |
152 |
0 |
0 |
4 |
670 |
| Identification, Weak Instruments and Statistical Inference in Econometrics |
0 |
0 |
1 |
394 |
1 |
3 |
4 |
1,348 |
| Identification, Weak Instruments and Statistical Inference in Econometrics |
0 |
0 |
0 |
240 |
4 |
5 |
6 |
924 |
| Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models |
0 |
0 |
0 |
8 |
1 |
1 |
5 |
106 |
| Identification-robust estimation and testing of the zero-beta CAPM |
0 |
0 |
0 |
38 |
1 |
2 |
3 |
127 |
| Identification-robust inference for endogeneity parameters in linear structural models |
0 |
0 |
0 |
60 |
0 |
2 |
4 |
124 |
| Identification-robust inference for endogeneity parameters in linear structural models |
0 |
0 |
0 |
8 |
2 |
2 |
3 |
70 |
| Identification-robust inference for endogeneity parameters in linear structural models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
71 |
| Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
159 |
| Improved Berry-Esséen-Chebyshev bounds with statistical applications |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
35 |
| Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
267 |
| Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
79 |
| Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
261 |
| Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
61 |
| Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis |
0 |
0 |
0 |
7 |
3 |
3 |
5 |
84 |
| Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis |
0 |
0 |
0 |
138 |
0 |
1 |
2 |
555 |
| Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis |
0 |
0 |
0 |
233 |
0 |
0 |
0 |
710 |
| Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis |
0 |
0 |
0 |
177 |
1 |
1 |
3 |
529 |
| Instrument endogeneity and identification-robust tests: some analytical results |
0 |
0 |
0 |
19 |
2 |
2 |
6 |
107 |
| Invariance, Nonlinear Models and Asymptotic Tests |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
253 |
| Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments |
0 |
0 |
0 |
214 |
2 |
2 |
2 |
644 |
| Invariant tests based on M-estimators, estimating functions, and the generalized method of moments |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
63 |
| Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
193 |
| Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
221 |
| KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
551 |
| Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
463 |
| L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
445 |
| Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
120 |
| Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
1,967 |
| Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
659 |
| Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie |
0 |
0 |
0 |
208 |
2 |
3 |
4 |
2,330 |
| Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
287 |
| Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes |
0 |
0 |
0 |
336 |
1 |
3 |
3 |
1,861 |
| Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
193 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
339 |
| Measuring causality between volatility and returns with high-frequency data |
0 |
0 |
0 |
96 |
0 |
0 |
2 |
403 |
| Mesure et Incidence des Depenses Fiscales au Quebec |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
223 |
| Monte Carlo Test Applied to Models Estimated by Indirect Inference |
0 |
0 |
1 |
263 |
3 |
3 |
6 |
889 |
| Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics |
0 |
0 |
0 |
204 |
2 |
4 |
6 |
866 |
| Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics |
0 |
1 |
1 |
11 |
1 |
2 |
3 |
81 |
| Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics |
0 |
0 |
0 |
238 |
3 |
3 |
6 |
1,055 |
| Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes |
0 |
0 |
0 |
88 |
0 |
0 |
4 |
779 |
| Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes |
0 |
0 |
0 |
42 |
0 |
0 |
7 |
396 |
| Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes |
0 |
0 |
0 |
57 |
1 |
1 |
1 |
457 |
| NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
313 |
| Non-Uniform Bounds for Nonparametric T Tests |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
126 |
| Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
44 |
| Nonparametric Testing for Time Series: a Bibliography |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
95 |
| Nonuniform bounds for nonparametric t-tests |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
30 |
| ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
255 |
| OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
659 |
| 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 |
1 |
1 |
234 |
| On a Conjecture of Edelman on Nonparametric T-Tests |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
75 |
| On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
40 |
| On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
558 |
| Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
172 |
| Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
237 |
| Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
102 |
| Pitfalls of Rescalling Regression Models with Box-Cox Transformations |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
549 |
| Predictive Tests for Structural Change and the St. Louis Equation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
61 |
| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments |
0 |
0 |
1 |
59 |
0 |
1 |
3 |
296 |
| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments |
0 |
0 |
0 |
32 |
1 |
2 |
4 |
267 |
| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments |
0 |
0 |
0 |
113 |
1 |
1 |
2 |
889 |
| Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
97 |
| Rank Tests for Serial Dependence |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
117 |
| Rank Tests for Serial Dependence |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
140 |
| Recursive Stability Analysis of Linear Regression Relationships |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
259 |
| Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
173 |
| Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors |
0 |
0 |
0 |
21 |
1 |
2 |
3 |
117 |
| SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
259 |
| Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
46 |
| Short Run and Long Run Causality in Time Series: Inference |
0 |
0 |
0 |
205 |
0 |
0 |
0 |
654 |
| Short Run and Long Run Causality in Time Series: Inference |
0 |
0 |
0 |
531 |
2 |
3 |
6 |
1,647 |
| Short and long run causality measures: theory and inference |
0 |
0 |
2 |
272 |
0 |
0 |
5 |
774 |
| Short run and long run causality in time series: Inference |
0 |
0 |
0 |
236 |
0 |
1 |
4 |
623 |
| Short-Run and Long-Rub Causality in Time Series: Theory |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
364 |
| Short-Run and Long-Rub Causality in Time Series: Theory |
0 |
0 |
0 |
70 |
1 |
2 |
2 |
238 |
| Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices |
0 |
1 |
1 |
337 |
0 |
3 |
4 |
1,157 |
| Simple Exact Bounds for Distributions of Linear Signed Rank Statistics |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
64 |
| Simple exact bounds for distributions of linear signed rank statistics |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
34 |
| Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
213 |
| Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
95 |
| Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
177 |
| Simulation Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
315 |
0 |
1 |
1 |
2,260 |
| Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
410 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
333 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
65 |
0 |
3 |
4 |
439 |
| Simulation-Based Finite-Sample Inference in Simultaneous Equations |
0 |
0 |
1 |
75 |
3 |
5 |
7 |
357 |
| Simulation-Based Finite-Sample Normality Tests in Linear Regressions |
0 |
0 |
0 |
159 |
1 |
1 |
1 |
764 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
170 |
2 |
2 |
4 |
741 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
603 |
2 |
2 |
3 |
3,397 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
405 |
| Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions |
0 |
0 |
0 |
54 |
1 |
2 |
3 |
275 |
| Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
435 |
| Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
467 |
| Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration |
0 |
0 |
0 |
31 |
2 |
3 |
4 |
155 |
| Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness |
0 |
0 |
0 |
36 |
0 |
1 |
3 |
239 |
| Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy |
0 |
0 |
0 |
180 |
3 |
4 |
7 |
685 |
| Structural Estimation and Evaluation of Calvo-Style Inflation Models |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
170 |
| Structural Inflation Models with Real Wage Rigidities: The Case of Canada |
0 |
0 |
0 |
81 |
1 |
1 |
2 |
479 |
| Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit |
0 |
0 |
1 |
115 |
1 |
3 |
6 |
384 |
| TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH |
0 |
0 |
0 |
263 |
3 |
4 |
5 |
1,553 |
| Testing Causality Between Two Vectors in Multivariate Arma Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
159 |
| Testing Causality Between Two Vextors in Multivariate Arma Models |
0 |
0 |
0 |
1 |
1 |
5 |
9 |
304 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
0 |
0 |
0 |
379 |
0 |
0 |
1 |
2,265 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach |
0 |
0 |
0 |
586 |
1 |
2 |
4 |
3,310 |
| Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach |
0 |
0 |
0 |
224 |
2 |
3 |
3 |
1,485 |
| Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
316 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
144 |
0 |
0 |
1 |
2,289 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
81 |
1 |
4 |
4 |
1,282 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
142 |
| Tests non paramétriques optimaux pour une autorégression d'ordre un |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
37 |
| Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
78 |
| Tests of Exogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
57 |
| The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
733 |
| The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
99 |
| Unbiasedness of Predictions From Estimated Vector Autoregressions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
91 |
| Weak Identification in Probit Models with Endogenous Covariates |
0 |
0 |
1 |
108 |
0 |
5 |
7 |
319 |
| Économétrie, théorie des tests et philosophie des sciences |
0 |
0 |
0 |
121 |
0 |
0 |
1 |
769 |
| Économétrie, théorie des tests et philosophie des sciences |
0 |
0 |
0 |
290 |
0 |
0 |
2 |
1,239 |
| Total Working Papers |
0 |
4 |
16 |
16,288 |
163 |
296 |
574 |
108,959 |
| 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 |
0 |
0 |
31 |
| A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
478 |
| An identification‐robust test for time‐varying parameters in the dynamics of energy prices |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
44 |
| Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions |
0 |
0 |
0 |
34 |
2 |
3 |
5 |
221 |
| Asymptotic distributions for quasi-efficient estimators in echelon VARMA models |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
38 |
| Comment |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
57 |
| Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models |
0 |
0 |
0 |
9 |
3 |
6 |
6 |
41 |
| Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
248 |
| Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
292 |
| Dummy variables and predictive tests for structural change |
0 |
0 |
0 |
170 |
6 |
6 |
9 |
491 |
| Durbin-Watson tests for serial correlation in regressions with missing observations |
0 |
0 |
2 |
51 |
0 |
0 |
10 |
201 |
| Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
69 |
| Editors' introduction recent developments in the econometrics of structural change |
0 |
0 |
0 |
29 |
0 |
0 |
4 |
130 |
| Estimation uncertainty in structural inflation models with real wage rigidities |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
96 |
| Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
88 |
| Exact Inference Methods for First-Order Autoregressive Distributed Lag Models |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
743 |
| Exact Nonparametric Orthogonality and Random Walk Tests |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
411 |
| Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
280 |
| 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 |
2 |
413 |
| Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors |
0 |
0 |
0 |
101 |
2 |
3 |
3 |
650 |
| Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
159 |
| Exact confidence sets and goodness-of-fit methods for stable distributions |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
73 |
| Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
103 |
| Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form |
0 |
0 |
0 |
34 |
2 |
5 |
6 |
101 |
| Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions |
0 |
0 |
0 |
191 |
1 |
1 |
3 |
766 |
| Exact tests for structural change in first-order dynamic models |
0 |
0 |
1 |
74 |
0 |
0 |
2 |
267 |
| Exact tests in single equation autoregressive distributed lag models |
0 |
0 |
0 |
275 |
1 |
1 |
2 |
839 |
| Exchange rates and commodity prices: Measuring causality at multiple horizons |
0 |
0 |
1 |
41 |
1 |
5 |
12 |
200 |
| Factor-Augmented VARMA Models With Macroeconomic Applications |
0 |
2 |
2 |
52 |
2 |
6 |
9 |
125 |
| Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
159 |
| Finite sample multivariate tests of asset pricing models with coskewness |
0 |
0 |
0 |
15 |
0 |
2 |
2 |
90 |
| Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form |
0 |
0 |
0 |
24 |
2 |
2 |
5 |
174 |
| Finite-sample simulation-based inference in VAR models with application to Granger causality testing |
0 |
0 |
0 |
31 |
2 |
6 |
6 |
126 |
| Fonctions de production dans l’économie du Québec |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
41 |
| Further results on projection-based inference in IV regressions with weak, collinear or missing instruments |
0 |
0 |
1 |
45 |
6 |
13 |
15 |
155 |
| Generalized Chow Tests for Structural Change: A Coordinate-Free Approach |
0 |
0 |
1 |
86 |
1 |
2 |
4 |
315 |
| Generalized Predictive Tests and Structural Change Analysis in Econometrics |
0 |
0 |
0 |
86 |
1 |
2 |
7 |
473 |
| IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
41 |
| Identification, weak instruments, and statistical inference in econometrics |
0 |
0 |
0 |
136 |
2 |
4 |
8 |
609 |
| Identification-Robust Estimation and Testing of the Zero-Beta CAPM |
0 |
0 |
0 |
20 |
0 |
0 |
6 |
129 |
| Identification-robust analysis of DSGE and structural macroeconomic models |
0 |
0 |
1 |
96 |
2 |
4 |
7 |
298 |
| Identification‐robust inference for endogeneity parameters in linear structural models |
0 |
0 |
1 |
26 |
2 |
4 |
7 |
99 |
| Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
52 |
| Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis |
1 |
3 |
6 |
114 |
1 |
3 |
8 |
312 |
| Invariance, Nonlinear Models, and Asymptotic Tests |
0 |
0 |
0 |
92 |
1 |
2 |
4 |
522 |
| La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
113 |
| Logique et tests d’hypothèses |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
92 |
| Market failure, inequality and redistribution |
0 |
0 |
0 |
67 |
0 |
3 |
8 |
478 |
| Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
153 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
59 |
| Mesure et incidence des dépenses fiscales au Québec |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
38 |
| Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics |
0 |
1 |
1 |
184 |
1 |
2 |
7 |
553 |
| Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
0 |
0 |
2 |
25 |
3 |
3 |
7 |
76 |
| Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models |
0 |
0 |
4 |
69 |
3 |
3 |
11 |
295 |
| Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
108 |
| Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
122 |
| New Developments in Time Series Econometrics: An Overview |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
234 |
| Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions |
0 |
0 |
0 |
113 |
5 |
5 |
6 |
646 |
| On spectral estimation for a homogeneous random process on the circle |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
33 |
| On the lack of invariance of some asymptotic tests to rescaling |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
165 |
| On the precision of Calvo parameter estimates in structural NKPC models |
0 |
0 |
0 |
64 |
1 |
3 |
5 |
230 |
| On the relationship between impulse response analysis, innovation accounting and Granger causality |
0 |
0 |
1 |
96 |
0 |
0 |
2 |
301 |
| Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors |
0 |
0 |
2 |
109 |
0 |
2 |
6 |
372 |
| Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem |
0 |
0 |
0 |
29 |
1 |
2 |
3 |
131 |
| Pitfalls of Rescaling Regression Modes with Box-Cox Transformations |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
289 |
| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments |
0 |
0 |
1 |
72 |
3 |
5 |
7 |
451 |
| Recursive stability analysis of linear regression relationships: An exploratory methodology |
0 |
0 |
0 |
69 |
0 |
1 |
2 |
252 |
| Resampling methods in econometrics |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
166 |
| Short Run and Long Run Causality in Time Series: Theory |
0 |
0 |
0 |
0 |
2 |
3 |
7 |
1,173 |
| Short and long run causality measures: Theory and inference |
0 |
0 |
2 |
352 |
0 |
2 |
9 |
1,208 |
| Short run and long run causality in time series: inference |
0 |
0 |
0 |
210 |
1 |
1 |
4 |
634 |
| Simplified conditions for noncausality between vectors in multivariate ARMA models |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
137 |
| Simulation based finite and large sample tests in multivariate regressions |
0 |
0 |
0 |
75 |
0 |
3 |
3 |
330 |
| Simulation-based finite sample normality tests in linear regressions |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
1,978 |
| Simulation-based finite-sample tests for heteroskedasticity and ARCH effects |
0 |
0 |
1 |
78 |
0 |
0 |
2 |
340 |
| Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
681 |
| Some robust exact results on sample autocorrelations and tests of randomness |
0 |
0 |
0 |
34 |
1 |
2 |
4 |
123 |
| Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy |
0 |
0 |
0 |
78 |
4 |
5 |
9 |
345 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
80 |
| Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
16 |
| The Cochrane-Orcutt procedure numerical examples of multiple admissible minima |
0 |
0 |
1 |
98 |
0 |
1 |
4 |
413 |
| The importance of seasonality in inventory models |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
192 |
| Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown |
0 |
0 |
0 |
9 |
1 |
1 |
4 |
161 |
| Unbiasedness of Predictions from Etimated Vector Autoregressions |
0 |
0 |
0 |
11 |
1 |
3 |
3 |
45 |
| Une evaluation economique du financement public des exportations. (With English summary.) |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
97 |
| Variables binaires et tests prédictifs contre les changements structurels |
0 |
0 |
0 |
4 |
10 |
10 |
10 |
37 |
| Total Journal Articles |
1 |
6 |
32 |
4,364 |
92 |
176 |
348 |
24,597 |
LogEc is hosted by the
Örebro University School of Business.