Alain Guay

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Structural VAR models in the frequency domain Journal of Econometrics	2023-08-18	Paper
Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data Econometric Reviews	2022-06-07	Paper
Structural change tests for GEL criteria Econometric Reviews	2022-03-04	Paper
Identification of structural vector autoregressions through higher unconditional moments Journal of Econometrics	2021-10-26	Paper
Understanding the effect of technology shocks in SVARs with long-run restrictions Journal of Economic Dynamics and Control	2018-11-01	Paper
Adaptive consistent unit-root tests based on autoregressive threshold model Journal of Econometrics	2016-06-03	Paper
Indirect inference and calibration of dynamic stochastic general equilibrium models Journal of Econometrics	2016-05-02	Paper
Robust adaptive rate-optimal testing for the white noise hypothesis Journal of Econometrics	2014-04-03	Paper
Structural change tests based on implied probabilities for gel criteria Econometric Theory	2014-02-24	Paper
Endogenous business cycle propagation and the persistence problem: the role of labor-market frictions Journal of Economic Dynamics and Control	2012-06-18	Paper
A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS Econometric Theory	2006-11-14	Paper
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS Econometric Theory	2005-09-05	Paper
Optimal Predictive Tests Econometric Reviews	2003-11-06	Paper
Structural change tests for simulated method of moments. Journal of Econometrics	2003-06-09	Paper
Predictive tests for structural change with unknown breakpoint Journal of Econometrics	2000-09-24	Paper
What do interest rates reveal about the functioning of real business cycle models ? Journal of Economic Dynamics and Control	1997-02-27	Paper

Research outcomes over time

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