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 0 1 465
A Specification Error Theorem for Predictions From Estimated Autoregressions 0 0 0 0 0 0 0 59
A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable 0 0 0 0 0 0 0 131
A simple estimation method and finite-sample inference for a stochastic volatility model 0 0 0 129 0 2 12 659
A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States 0 0 1 25 0 0 1 116
An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update 0 0 0 0 0 0 0 71
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 0 0 0 255
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 0 0 3 97
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 1 214
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 1 1 1 342
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 0 120
Assessing Indexation-Based Calvo Inflation Models 0 0 1 78 0 0 1 207
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 56 0 1 1 270
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form 0 0 0 7 0 1 1 34
Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models 0 0 0 25 0 1 1 76
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form 0 0 0 112 0 0 1 448
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 1 46 0 0 1 45
Bias of S2 in linear regressions with dependent errors 0 0 0 6 1 1 1 16
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 1 2 238
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries 0 0 0 0 0 0 2 402
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 49 0 0 0 227
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 1 294 0 0 1 1,289
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series 0 0 0 64 0 0 0 491
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 0 156 1 1 7 1,254
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 0 0 1 441
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 0 0 0 569
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 67 0 0 1 304
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 1 6 0 1 2 59
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 0 0 1 446
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 157 0 1 1 647
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 0 1 1 1 184
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions 0 0 2 378 1 2 11 1,969
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 0 0 0 1,176
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 1 521 0 1 3 3,258
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 832 1 1 1 4,598
Exact Tests Structural Change in First-Order Dynamic Models 0 0 0 1 0 0 1 359
Exact Tests Structural Change in First-Order Dynamic Models 0 0 1 22 0 0 1 160
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 0 0 145 0 0 0 723
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 380 0 0 1 2,929
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 0 0 666
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 1 1 51 0 1 1 375
Exact Tests in Single Equation Autoregressive Distributed Lag Models 0 0 0 1 0 0 0 825
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 0 0 2 39
Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms 0 0 0 61 0 0 1 209
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 0 471 0 1 4 3,663
Exact tests and confidence sets for the tail coefficient of a-stable distributions 0 0 0 29 0 0 0 131
Exact tests and confidence sets in linear regressions with autocorrelated errors 0 0 0 0 0 0 0 39
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 23 0 0 0 174
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 0 0 324
Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons 0 0 0 36 0 0 3 179
Exchange rates and commodity prices: measuring causality at multiple horizons 0 0 1 91 0 0 4 148
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory 0 0 1 43 0 2 4 127
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 89 0 0 1 331
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 258 1 1 1 2,361
Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors 0 0 0 80 0 0 0 312
Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables 0 0 0 4 0 0 4 40
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 0 0 0 525
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 120 0 0 1 516
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 203 1 1 2 1,309
Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors 0 0 0 117 2 2 4 876
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 0 0 54
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing 0 0 0 223 0 0 0 717
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 0 122 0 0 0 742
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 1 153 0 0 1 1,020
Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form 0 0 1 10 0 0 2 58
Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression 0 0 0 0 0 1 1 148
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 0 1 49
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 0 1 245
Generalized Chow Tests for Structural Change: a Coordinate-Free Approach 0 0 0 0 0 0 0 140
Generalized Portmanteau Statistics and Tests of Randomness 0 0 0 60 0 0 2 419
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 0 383
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 0 111
Generalized run tests for heteroscedastic time series 0 0 0 0 0 1 3 78
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 0 1 84
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 0 393 0 0 2 1,344
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 240 1 1 1 919
Identification, Weak Instruments and Statistical Inference in Econometrics 0 0 0 152 0 0 2 666
Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models 0 0 0 8 0 1 1 102
Identification-robust estimation and testing of the zero-beta CAPM 0 0 0 38 0 0 0 124
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 60 0 1 1 121
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 8 0 1 2 68
Identification-robust inference for endogeneity parameters in linear structural models 0 0 0 2 0 1 2 71
Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications 0 0 0 0 0 0 1 158
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 0 77
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications 0 0 0 0 0 0 1 264
Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, with Statistical Applications 0 0 0 0 0 0 0 257
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications 0 0 0 0 0 0 0 60
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 7 0 0 1 79
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 0 138 0 0 1 553
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 0 0 0 526
Instrument endogeneity and identification-robust tests: some analytical results 0 0 0 19 1 1 1 102
Invariance, Nonlinear Models and Asymptotic Tests 0 0 0 0 0 1 1 251
Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments 0 0 1 214 0 0 1 642
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments 0 0 0 14 0 0 1 59
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 0 220
KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY 0 0 0 0 0 0 4 550
Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity 0 0 0 0 0 0 4 462
L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau 0 0 0 1 0 0 0 440
Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E 0 0 0 0 0 0 1 119
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 0 0 0 0 656
Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie 0 0 0 142 0 0 0 1,966
Logiques et tests d'hypothèses: réflexions sur les problèmes mal posés en économétrie 0 0 0 208 1 1 1 2,327
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 32 0 1 1 286
Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 336 0 0 0 1,858
Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes 0 0 0 0 0 0 1 190
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 127 0 1 1 338
Measuring causality between volatility and returns with high-frequency data 0 0 0 96 0 0 0 401
Mesure et Incidence des Depenses Fiscales au Quebec 0 0 0 0 0 0 0 222
Monte Carlo Test Applied to Models Estimated by Indirect Inference 0 0 1 262 0 0 1 883
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 204 0 0 1 860
Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics 0 0 0 10 1 1 2 79
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics 0 0 0 238 0 1 2 1,050
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 88 0 0 1 775
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 42 0 1 3 389
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes 0 0 0 57 0 0 1 456
NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS 0 0 0 0 0 0 0 312
Non-Uniform Bounds for Nonparametric T Tests 0 0 0 0 0 0 0 125
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions 0 0 0 0 0 0 0 43
Nonparametric Testing for Time Series: a Bibliography 0 0 0 0 0 0 0 94
Nonuniform bounds for nonparametric t-tests 0 0 0 0 0 0 0 27
ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS 0 0 0 0 0 0 0 254
OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS 0 0 0 2 0 0 1 656
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 0 0 233
On a Conjecture of Edelman on Nonparametric T-Tests 0 0 0 0 0 0 0 74
On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments 0 0 0 0 1 1 3 38
On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality 0 0 0 0 0 0 0 557
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 0 0 0 233
Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem 0 0 0 0 0 0 1 99
Pitfalls of Rescalling Regression Models with Box-Cox Transformations 0 0 0 0 0 0 0 548
Predictive Tests for Structural Change and the St. Louis Equation 0 0 0 0 0 0 2 60
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 113 0 0 1 887
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 58 0 0 0 293
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 32 0 0 1 263
Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change 0 0 0 0 0 0 1 96
Rank Tests for Serial Dependence 0 0 0 0 0 0 0 137
Rank Tests for Serial Dependence 0 0 0 1 1 1 1 115
Recursive Stability Analysis of Linear Regression Relationships 0 0 0 0 0 0 0 257
Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation 0 0 0 0 0 0 1 172
Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors 0 0 0 21 0 1 1 114
SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS 0 0 0 0 0 0 0 258
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 0 44
Short Run and Long Run Causality in Time Series: Inference 0 0 0 531 0 0 2 1,641
Short Run and Long Run Causality in Time Series: Inference 0 0 0 205 0 0 3 654
Short and long run causality measures: theory and inference 0 0 0 270 0 1 1 770
Short run and long run causality in time series: Inference 0 0 0 236 0 0 1 619
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 0 0 2 5 363
Short-Run and Long-Rub Causality in Time Series: Theory 0 0 0 70 0 0 2 236
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices 0 1 1 336 0 2 3 1,154
Simple Exact Bounds for Distributions of Linear Signed Rank Statistics 0 0 0 0 0 0 0 62
Simple exact bounds for distributions of linear signed rank statistics 0 0 0 0 0 0 0 32
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 0 0 209
Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models 0 0 0 0 0 0 0 90
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 27 0 0 0 176
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 315 0 0 0 2,259
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 0 2 2 406
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 0 0 1 332
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 65 0 0 1 435
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 1 1 75 0 1 3 351
Simulation-Based Finite-Sample Normality Tests in Linear Regressions 0 0 0 159 0 0 2 763
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 170 1 1 1 738
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 603 0 0 0 3,394
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 0 2 402
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 0 0 272
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 31 0 1 1 151
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 75 0 1 1 466
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration 0 0 0 0 0 0 0 430
Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness 0 0 0 36 0 0 0 236
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy 0 0 0 180 0 0 3 678
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 0 0 0 168
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 81 0 0 0 477
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 0 114 0 0 0 378
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 1 1 1,548
Testing Causality Between Two Vectors in Multivariate Arma Models 0 0 0 0 0 1 4 157
Testing Causality Between Two Vextors in Multivariate Arma Models 0 0 0 1 0 0 1 295
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 0 0 2,264
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 1 2 3,306
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 0 224 0 1 3 1,482
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 81 0 0 0 1,278
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 multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 144 0 0 0 2,288
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 1 1 77
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 0 0 0 730
The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis 0 0 0 0 0 0 0 96
Unbiasedness of Predictions From Estimated Vector Autoregressions 0 0 0 0 0 0 0 89
Weak Identification in Probit Models with Endogenous Covariates 0 0 0 107 0 1 5 312
Économétrie, théorie des tests et philosophie des sciences 0 0 0 290 0 0 0 1,237
Économétrie, théorie des tests et philosophie des sciences 0 0 3 121 0 1 5 768
Total Working Papers 0 3 21 16,273 17 60 219 108,425

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 0 0 475
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 0 0 2 43
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 0 34 1 1 2 217
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models 0 0 0 4 0 0 1 36
Comment 0 0 0 3 0 0 1 55
Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models 0 0 0 9 0 0 0 35
Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation] 0 0 0 0 0 0 0 246
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series 0 0 0 60 0 0 0 291
Dummy variables and predictive tests for structural change 0 0 0 170 0 0 2 482
Durbin-Watson tests for serial correlation in regressions with missing observations 0 2 6 50 1 4 10 194
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 1 20 0 0 2 69
Editors' introduction recent developments in the econometrics of structural change 0 0 0 29 1 1 4 127
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 0 2 94
Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments 0 0 0 17 0 0 0 87
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models 0 0 0 0 0 0 1 741
Exact Nonparametric Orthogonality and Random Walk Tests 0 0 0 134 2 2 2 411
Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter 0 0 0 0 0 1 2 274
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 0 0 411
Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors 0 0 0 101 0 0 0 647
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models 0 1 1 30 0 2 3 157
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 7 0 0 2 72
Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions 0 0 0 22 0 0 3 102
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form 0 0 0 34 0 0 2 95
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 3 191 0 0 5 763
Exact tests for structural change in first-order dynamic models 0 0 0 73 0 0 2 265
Exact tests in single equation autoregressive distributed lag models 0 0 0 275 0 0 0 837
Exchange rates and commodity prices: Measuring causality at multiple horizons 0 0 0 40 1 2 7 190
Factor-Augmented VARMA Models With Macroeconomic Applications 0 0 2 50 0 1 5 116
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors 0 0 0 0 0 1 2 158
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 0 0 1 88
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form 0 0 0 24 0 1 2 169
Finite-sample simulation-based inference in VAR models with application to Granger causality testing 0 0 0 31 0 0 1 120
Fonctions de production dans l’économie du Québec 0 0 0 5 0 0 0 40
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 0 0 0 44 0 0 1 140
Generalized Chow Tests for Structural Change: A Coordinate-Free Approach 0 0 2 85 0 0 2 311
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 0 0 1 466
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 0 0 39
Identification, weak instruments, and statistical inference in econometrics 0 0 2 136 1 1 6 602
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 20 0 0 0 123
Identification-robust analysis of DSGE and structural macroeconomic models 0 0 1 95 1 2 8 293
Identification‐robust inference for endogeneity parameters in linear structural models 1 1 1 26 1 2 6 94
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications 0 0 0 7 0 0 1 49
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 1 2 108 1 3 4 305
Invariance, Nonlinear Models, and Asymptotic Tests 0 1 1 92 0 1 1 518
La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon 0 0 0 14 0 0 2 111
Logique et tests d’hypothèses 0 0 0 3 1 1 2 88
Market failure, inequality and redistribution 0 0 1 67 0 2 17 471
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes 0 0 0 20 0 0 1 151
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 0 17 0 0 0 56
Mesure et incidence des dépenses fiscales au Québec 0 0 0 6 0 0 0 37
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics 0 0 5 183 0 1 16 547
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 1 1 24 0 1 3 70
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 65 0 0 1 284
Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits 0 0 0 7 0 0 0 107
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes* 0 0 0 5 0 0 0 121
New Developments in Time Series Econometrics: An Overview 0 0 0 0 0 0 0 233
Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions 0 0 0 113 0 0 0 640
On spectral estimation for a homogeneous random process on the circle 0 0 0 5 0 0 0 32
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 0 0 2 225
On the relationship between impulse response analysis, innovation accounting and Granger causality 0 0 2 95 0 0 5 299
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors 1 1 3 108 1 1 4 367
Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem 0 0 0 29 0 0 0 128
Pitfalls of Rescaling Regression Modes with Box-Cox Transformations 0 0 0 48 1 1 1 287
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 0 0 0 71 1 2 5 445
Recursive stability analysis of linear regression relationships: An exploratory methodology 0 0 1 69 1 1 4 251
Resampling methods in econometrics 0 0 0 73 1 1 4 165
Short Run and Long Run Causality in Time Series: Theory 0 0 0 0 0 0 4 1,166
Short and long run causality measures: Theory and inference 0 0 0 350 0 0 6 1,199
Short run and long run causality in time series: inference 0 0 2 210 0 0 9 630
Simplified conditions for noncausality between vectors in multivariate ARMA models 0 0 0 20 0 0 0 135
Simulation based finite and large sample tests in multivariate regressions 0 0 0 75 0 0 0 327
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 0 0 8 1,976
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 0 77 0 0 1 338
Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models 0 0 0 2 0 1 11 679
Some robust exact results on sample autocorrelations and tests of randomness 0 0 0 34 0 0 0 119
Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy 0 0 2 78 1 1 6 337
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 0 0 77
Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un 0 0 0 1 0 0 0 14
The Cochrane-Orcutt procedure numerical examples of multiple admissible minima 0 0 0 97 0 0 0 409
The importance of seasonality in inventory models 0 0 0 32 0 0 0 190
Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown 0 0 0 9 0 0 0 157
Unbiasedness of Predictions from Etimated Vector Autoregressions 0 0 0 11 0 0 0 42
Une evaluation economique du financement public des exportations. (With English summary.) 0 0 0 13 0 0 0 96
Variables binaires et tests prédictifs contre les changements structurels 0 0 1 4 0 0 1 27
Total Journal Articles 2 8 40 4,336 17 38 209 24,276

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