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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Dufour, Jean-Marie »
Showing results 27 to 32 of 32
Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions | Bouhaddioui, Chafik; Dufour, Jean-Marie | Issue Date : 2011-02 |
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Short Run and Long Run Causality in Time Series: Inference | Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric | Issue Date : 2003-09 |
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Simulation Based Finite and Large Sample Tests in Multivariate Regressions | Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2000-05 |
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Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects | Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda | Issue Date : 2001-04 |
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Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | Issue Date : 2002-11 |
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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression | Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda | Issue Date : 2005-02 |
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Showing results 27 to 32 of 32
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