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1.
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We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbanc[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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We develop a finite-sample procedure to test the beta-pricing representation of linear factor pricing models that is applicable even if the number of test assets is great[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways. First, the authors s[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors measure the economies of scale of Canada's six largest banks and their costefficiency over time. Using a unique panel data set from 1983 to 2003, they estimat[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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À partir de données d'entreprises industrielles françaises sur la période 1989-2001, nous estimons une fonction de production « flexible », de type Translog, tenant compt[...]
2004 | Texte | Document de travail du personnel - Staff Working Paper |
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6.
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Si plusieurs travaux ont montré l'importance des degrés d'utilisation des facteurs dans l'analyse économique, l'influence des durées d'utilisation des facteurs dans la co[...]
2004 | Texte | Document de travail du personnel - Staff Working Paper |
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7.
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In this paper, we use firm-level wage and employment data to address whether there is evidence of downward nominal-wage rigidity, and whether that rigidity is associated [...]
2000 | Text | Staff Working Paper - Document de travail du personnel |
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