Zobrazeno 1 - 7
of 7
pro vyhledávání: '"[JEL:C14] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques"'
Autor:
Jean-Marie Dufour
Publikováno v:
Canadian Journal of Economics/Revue Canadienne d`Economique. 36:767-808
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 nonpara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0be2a01caf84eeec3a58672cbb753f1
https://doi.org/10.1111/1540-5982.t01-3-00001
https://doi.org/10.1111/1540-5982.t01-3-00001
Autor:
Angus Deaton, Serena Ng
Publikováno v:
Journal of the American Statistical Association. 93:900-909
In many public policy problems, we need to estimate the way in which policy changes affect people's behavior. In the analysis of tax and subsidy reform—the topic of this article—we need to know how tax-induced price changes affect the amounts tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a77b56f2630f241055d55f745fd1541
https://doi.org/10.1080/01621459.1998.10473746
https://doi.org/10.1080/01621459.1998.10473746
Publikováno v:
Journal of Econometrics, 130
We consider the problem of testing whether the observations X 1 , … , X n of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36f679add9a98eb3c9afb3e87af1ae47
https://dipot.ulb.ac.be/dspace/bitstream/2013/2143/1/mh-0082.pdf
https://dipot.ulb.ac.be/dspace/bitstream/2013/2143/1/mh-0082.pdf
Autor:
McCAUSLAND, William
McCausland (2004a) describes a new theory of random consumer demand. Theoretically consistent random demand can be represented by a \"regular\" \"L-utility\" function on the consumption set X. The present paper is about Bayesian inference for regular
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::890afa7fb0329741d35dcd590d67d35e
https://hdl.handle.net/1866/522
https://hdl.handle.net/1866/522
A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approxim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______317::bb1c49a578bcfe2d029e875fcab29a65
https://hdl.handle.net/1866/349
https://hdl.handle.net/1866/349
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
Autor:
MOON, Hyungsik Roger, Perron, Benoit
This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::40ab4d8d1bafe3277fb2fd86cbeb6012
http://hdl.handle.net/1866/328
http://hdl.handle.net/1866/328
Autor:
Meddahi, Nour, Renault, Éric
The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::28cba4291abc8c27646680de152dbeca
http://hdl.handle.net/1866/467
http://hdl.handle.net/1866/467