1.
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wp08-18
Empirical Likelihood Block Bootstrapping
Allen, Jason ; Gregory, Allan ; Shimotsu, Katsumi
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated w[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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wp06-49
Canadian City Housing Prices and Urban Market Segmentation
Allen, Jason ; Amano, Robert ; Byrne, David ; Gregory, Allan
The authors provide a detailed empirical analysis of Canadian city housing prices. They examine the long-run relationship between city house prices in Canada from 1981 to[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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