The following pages link to Alain Guay (Q278263):
Displaying 16 items.
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Endogenous business cycle propagation and the persistence problem: the role of labor-market frictions (Q428015) (← links)
- What do interest rates reveal about the functioning of real business cycle models ? (Q671549) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Understanding the effect of technology shocks in SVARs with long-run restrictions (Q1994424) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
- Optimal Predictive Tests (Q4434415) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
