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 3 7 443
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 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 0 3 128
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 1 129 0 5 22 606
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 0 1 24 0 1 5 113
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 1 71
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round 0 0 0 0 0 3 8 62
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 2 9 253
An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient 0 0 0 0 0 3 9 155
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 0 57 0 4 7 88
An exponential bound for the permutational distribution of a first-order autocorrelation coefficient 0 0 0 0 0 1 11 36
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 2 4 212
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 1 8 115
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 0 2 10 336
Assessing Indexation-Based Calvo Inflation Models 0 0 0 75 0 2 4 197
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 6 0 1 3 28
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 0 1 4 265
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 0 2 7 70
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 111 0 1 3 440
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 1 45 0 3 8 40
Bias of S2 in linear regressions with dependent errors 0 0 1 6 0 0 3 14
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 2 5 394
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 3 7 232
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 1 293 1 2 11 1,281
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 47 0 2 6 221
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 1 2 11 489
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 1 0 0 6 68
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 155 0 0 8 1,244
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 6 0 0 8 58
Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations 0 0 0 1 0 3 4 434
Econometrie, theorie des tests et philosophie des sciences 0 0 0 0 0 1 2 788
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 63 0 4 11 295
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 1 6 553
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 155 1 3 7 638
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 5 0 1 5 55
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 0 1 5 441
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 0 2 5 178
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 3 371 1 4 16 1,923
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 241 1 3 5 1,169
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 0 0 0 2 4 372
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 516 2 7 14 3,211
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 832 0 1 11 4,586
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 21 0 0 3 158
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 1 4 357
Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors 0 0 0 0 0 1 2 61
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 4 10 658
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 144 1 3 7 716
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 1 1 378 1 4 11 2,917
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 48 2 7 13 370
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 5 12 819
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 0 2 5 35
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 59 0 1 3 203
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 469 1 1 10 3,650
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 1 29 0 1 7 130
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 0 4 11 34
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 1 23 0 3 6 171
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 4 8 317
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 2 29 0 3 13 135
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 3 88 0 1 19 130
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 0 0 0 37 0 4 11 90
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 1 257 0 2 8 2,352
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 1 1 5 324
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 1 1 80 0 3 9 309
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 1 3 0 0 5 32
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 1 1 203 0 1 3 1,303
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 119 0 0 2 514
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 0 0 2 520
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 2 116 0 2 7 859
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 54 0 3 5 77
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 5 0 1 5 49
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 153 1 2 8 455
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 223 0 0 3 714
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 152 0 1 3 1,018
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 1 3 738
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 1 9 0 0 4 49
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 0 1 4 145
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 1 3 46
Fixed Points and Minima: a Comment on Betancourt and Kelejian 0 0 0 0 0 1 5 77
Fonctions de Production Dans L'economie du Quebec 0 0 0 0 0 2 10 241
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 2 6 137
Generalized Portmanteau Statistics and Tests of Randomness 0 0 1 56 0 1 6 407
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 1 4 110
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 4 8 375
Generalized run tests for heteroscedastic time series 0 0 0 0 0 0 8 67
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 2 6 73
IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS 0 0 0 0 0 0 9 503
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 1 239 0 0 2 905
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 151 0 0 2 653
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 1 392 0 1 9 1,328
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 6 0 2 8 83
Identification-robust estimation and testing of the zero-beta CAPM 0 0 2 36 0 3 9 115
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 2 0 0 5 61
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 7 0 0 3 58
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 59 1 4 11 112
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 4 14 156
Improved Berry-Esséen-Chebyshev bounds with statistical applications 0 0 0 0 0 1 7 29
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 1 11 260
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 5 74
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 2 8 251
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 1 7 58
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 6 0 1 6 70
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 1 136 1 2 21 541
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 0 1 229 0 3 18 699
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 0 174 1 1 8 520
Instrument endogeneity and identification-robust tests: some analytical results 0 0 0 17 0 1 4 96
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 0 5 10 240
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 0 212 0 0 3 637
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 0 2 9 53
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 0 0 3 4 215
Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique 0 0 0 45 0 2 2 189
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 1 5 12 522
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 0 4 20 412
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 0 2 6 423
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 0 0 1 118
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 1 2 142 0 1 7 1,962
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 0 2 8 650
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 0 207 1 6 10 2,317
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 1 336 0 1 3 1,851
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 0 2 3 279
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 1 2 2 182
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 3 125 0 1 5 327
Measuring causality between volatility and returns with high-frequency data 0 0 0 95 0 3 11 383
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 0 4 220
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 1 259 0 0 6 872
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 1 9 2 3 8 70
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 203 0 2 8 853
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 1 3 237 0 3 9 1,035
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 0 0 8 769
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 0 0 5 380
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 56 0 1 6 440
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 0 2 8 307
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 0 2 9 121
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 0 3 10 39
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 1 3 91
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 1 5 24
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 2 15 253
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 2 6 652
On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments 0 0 0 0 0 1 4 200
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 1 10 73
On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments 0 0 0 0 0 1 3 30
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 3 4 10 535
Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors 0 0 0 2 0 1 3 170
Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 4 5 233
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 2 4 94
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 1 7 535
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 1 2 56
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 110 1 2 4 874
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 29 0 1 2 250
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 57 0 3 11 285
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 0 4 15 93
Rank Tests for Serial Dependence 0 0 0 1 2 3 9 112
Rank Tests for Serial Dependence 0 0 0 0 0 0 2 136
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 1 2 4 253
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 1 3 9 163
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 0 4 8 110
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 2 8 255
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 5 43
Short Run and Long Run Causality in Time Series: Inference 0 0 0 526 0 2 11 1,617
Short Run and Long Run Causality in Time Series: Inference 0 0 1 201 1 5 11 638
Short and long run causality measures: theory and inference 0 0 1 267 0 2 16 745
Short run and long run causality in time series: Inference 0 0 0 234 0 3 8 611
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 2 4 15 344
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 3 65 1 4 17 215
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 1 2 6 326 1 5 20 1,124
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 1 5 61
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 2 10 28
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 1 4 88
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 2 5 204
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 26 0 1 1 175
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 312 1 2 8 2,248
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 1 3 7 398
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 2 7 325
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 1 2 65 0 3 8 422
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 0 1 71 0 1 5 341
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 0 156 1 3 6 740
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 599 1 4 9 3,368
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 1 166 0 3 7 724
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 1 4 392
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 1 4 268
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 31 0 1 4 149
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 0 1 3 427
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 0 0 0 463
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 33 0 1 6 231
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 0 1 3 174 0 5 14 652
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 2 8 162
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 1 81 0 2 7 474
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 0 111 0 2 9 373
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 1 5 1,540
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 0 0 3 151
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 0 3 6 291
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 1 4 2,259
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 1 1 6 3,300
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 1 222 0 3 10 1,454
Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un 0 0 0 0 0 0 6 314
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 1 2 144 1 1 3 2,284
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 1 1 1 2 2 6 96
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 1 1 1 81 1 3 8 1,274
Tests non paramétriques optimaux pour une autorégression d'ordre un 0 0 0 0 0 1 8 34
Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank 0 0 0 0 0 1 1 76
Tests of Exogeneity 0 0 0 0 0 0 1 55
The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima 0 0 0 1 0 3 5 719
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 0 2 3 93
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 3 7 86
Weak Identification in Probit Models with Endogenous Covariates 0 0 1 104 3 6 19 283
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 3 3 8 1,230
Économétrie, théorie des tests et philosophie des sciences 0 0 0 118 0 2 5 757
Total Working Papers 4 12 66 16,090 50 397 1,453 106,564


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 1 1 2 0 3 4 24
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation 0 0 0 0 0 1 2 473
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 0 3 9 39
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 3 34 1 3 8 200
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 1 1 2 4 1 3 7 27
Comment 0 0 0 3 1 4 8 41
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 1 2 3 6 1 3 9 27
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 1 5 246
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 1 60 0 2 10 279
Dummy variables and predictive tests for structural change 0 0 2 165 0 1 4 462
Durbin-Watson tests for serial correlation in regressions with missing observations 0 0 1 36 0 2 8 159
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 16 1 2 4 60
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 0 1 2 121
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 1 1 86
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 16 0 1 2 81
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 3 6 11 727
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 4 125 1 2 10 387
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 1 5 269
Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* 0 0 0 65 0 1 6 400
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 98 1 3 7 638
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 0 0 0 28 1 2 2 150
Exact confidence sets and goodness-of-fit methods for stable distributions 0 1 1 7 0 3 10 66
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 1 20 1 2 5 91
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 1 34 0 0 4 89
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 1 1 183 0 5 13 731
Exact tests for structural change in first-order dynamic models 0 0 0 71 0 0 1 257
Exact tests in single equation autoregressive distributed lag models 0 0 0 271 0 3 8 831
Exchange rates and commodity prices: Measuring causality at multiple horizons 1 2 4 31 2 14 32 134
Factor-Augmented VARMA Models With Macroeconomic Applications 0 1 4 46 0 4 10 99
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 1 5 152
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 0 0 0 81
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 0 23 0 2 2 162
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 0 28 0 1 3 110
Fonctions de production dans l’économie du Québec 0 0 0 4 0 2 7 37
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 0 0 43 0 1 4 128
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 0 80 0 1 2 295
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 83 0 2 9 449
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 2 7 30
Identification, weak instruments, and statistical inference in econometrics 0 0 0 127 0 2 5 577
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 17 1 3 10 108
Identification-robust analysis of DSGE and structural macroeconomic models 1 1 1 85 2 3 10 261
Identification‐robust inference for endogeneity parameters in linear structural models 0 0 0 24 1 4 7 80
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 0 7 45
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 1 3 99 1 6 16 274
Invariance, Nonlinear Models, and Asymptotic Tests 0 0 0 90 1 2 3 504
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 0 1 13 0 1 2 104
Logique et tests d’hypothèses 0 0 0 3 1 3 6 76
Market failure, inequality and redistribution 1 2 5 51 3 8 30 341
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 0 17 0 2 7 140
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 1 15 0 2 5 48
Mesure et incidence des dépenses fiscales au Québec 0 0 1 6 0 0 3 36
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 2 4 158 1 11 28 471
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 1 19 0 1 5 51
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 59 2 3 8 266
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 0 0 2 102
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 1 2 4 115
New Developments in Time Series Econometrics: An Overview 0 0 0 0 0 0 4 232
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 0 3 111 1 2 10 630
On spectral estimation for a homogeneous random process on the circle 0 0 1 5 0 1 3 32
On the lack of invariance of some asymptotic tests to rescaling 0 0 0 8 1 1 3 164
On the precision of Calvo parameter estimates in structural NKPC models 0 0 4 60 0 1 8 208
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 0 0 90 2 4 8 278
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 0 1 3 104 1 2 6 355
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 0 2 6 126
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 0 47 0 1 3 281
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 67 2 3 10 420
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 0 1 66 0 1 5 237
Resampling methods in econometrics 0 0 0 69 1 3 5 155
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 4 8 23 1,123
Short and long run causality measures: Theory and inference 2 2 8 330 5 12 53 1,091
Short run and long run causality in time series: inference 0 1 3 189 1 7 21 567
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 1 18 0 1 6 129
Simulation based finite and large sample tests in multivariate regressions 0 1 2 71 0 4 8 312
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 1 3 6 1,951
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 1 70 2 7 16 319
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 11 15 31 614
Some robust exact results on sample autocorrelations and tests of randomness 0 0 0 33 0 0 4 113
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 2 2 73 1 8 20 308
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 0 3 72
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 0 0 1 5 13
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 0 1 1 96 0 1 7 395
The importance of seasonality in inventory models 0 0 0 32 0 0 0 190
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 1 1 3 153
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 0 11 0 1 4 39
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 0 1 5 95
Variables binaires et tests prédictifs contre les changements structurels 0 0 0 3 0 1 2 24
Total Journal Articles 7 23 76 4,068 62 234 692 22,863


Statistics updated 2020-11-03