Browsing Faculté des arts et des sciences by Subject "hypothesis testing"

Now showing items 1-2 of 2

  • Computation and Analysis of Multiple Structural-Change Models 

    Bai, Jushan; Perron, Pierre (Université de Montréal. Département de sciences économiques., 1998)
    In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues ...

  • Identification, Weak Instruments and Statistical Inference in Econometrics 

    Dufour, Jean Marie (Université de Montréal. Département de sciences économiques., 2003)
    We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric ...