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An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
(Université de Montréal. Département de sciences économiques., 1996)
Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some process. Kernel estimators based on weighted sums of autocovariances constructed using estimated residuals ...
Parametric and Nonparametric Approaches to Price and Tax Reform
(Université de Montréal. Département de sciences économiques., 1996)
In the analysis of tax reform, when equity is traded off against efficiency, the measurement of the latter requires us to know how tax-induced price changes affect quantities supplied and demanded. in this paper, we present ...