The following pages link to Jean-François Lamarche (Q702245):
Displaying 6 items.
- The numerical performance of fast bootstrap procedures (Q702246) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data (Q5881665) (← links)
