Recherche
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Exact Nonparametric Orthogonality and Random Walk Tests
(Université de Montréal. Département de sciences économiques., 1993)
Exact Tests in Single Equation Autoregressive Distributed Lag Models
(Université de Montréal. Département de sciences économiques., 1995)
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
(Université de Montréal. Département de sciences économiques., 1995)
Pitfalls of Rescalling Regression Models with Box-Cox Transformations
(Université de Montréal. Département de sciences économiques., 1993)
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration
(Université de Montréal. Département de sciences économiques., 1995)
Short-Run and Long-Rub Causality in Time Series: Theory
(Université de Montréal. Département de sciences économiques., 1995)
Exact Tests Structural Change in First-Order Dynamic Models
(Université de Montréal. Département de sciences économiques., 1995)
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
(Université de Montréal. Département de sciences économiques., 1994)
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions
(Université de Montréal. Département de sciences économiques., 1998)
In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, ...
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
(Université de Montréal. Département de sciences économiques., 1997)
We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The ...