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Tests non paramétriques optimaux pour une autorégression d'ordre un


  • Marc Hallin
  • Jean-Marie Dufour


Ce Texte Developpe des Methodes D'inference Non Parametriques Pour le Processus Autoregressif D'ordre Un. le Probleme Etudie Est de Tester N'importe Quelle Hypothese Affirmant Que le Coefficient D'autocorrelation (...) a une Valeur Donnee (...) Ou (...) Est une Valeur Admissible Arbitraire (...). Nous Considerons la Famille des Tests Bases Sur les Autocorrelations de Rangs du Modele Transforme Sour (...). Ces Tests Sont Applicables (...) Sous la Simple Condition Que les Innovations de Processus Sont I.I.D. Continues. Dans la Classe Consideree, Nous Derivons des Tests Asymptotiquement Optimaux de (...) Pour des Contre Hypotheses Locales, Unilaterales Ou Bilaterales. Nous Donnons la Distribution Asymptotique des Tests Sous L'hypothese Nulle Ainsi Que Pour des Suites D'hypotheses Contigues, et Calculons Leur Efficacite Asymptotique Relative Par Rapport a Plusieurs Procedures Disponibles (Parametriques et Non Parametriques) Pour Tester les Memes Hypotheses. la Possibilite de Rendre les Tests Exacts Par Enumeration Ou Simulation Est Aussi Examinee.
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Suggested Citation

  • Marc Hallin & Jean-Marie Dufour, 1987. "Tests non paramétriques optimaux pour une autorégression d'ordre un," ULB Institutional Repository 2013/2011, ULB -- Universite Libre de Bruxelles.
  • Handle: RePEc:ulb:ulbeco:2013/2011

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    References listed on IDEAS

    1. Mario Calderini & Giuseppe Scellato, 2004. "Intellectual property rights as strategic assets: the case of european patent opposition in the telecommunication industry," KITeS Working Papers 158, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Jul 2004.
    2. Michele Cincera & Bruno van Pottelsberghe de la Potterie & Veugelers Reinhilde, 2006. "Assessing the foreign control of production of technology: The case of a small open economy," Scientometrics, Springer;Akadémiai Kiadó, vol. 66(3), pages 493-512, March.
    3. Graham, Stuart J. H. & Hall, Bronwyn H. & Harhoff, Dietmar & Mowery, David C., 2002. "Post-Issue Patent "Quality Control": A Comparative Study of US Patent Re-Examinations and European Patent Oppositions," Department of Economics, Working Paper Series qt2qt097bd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    4. repec:fth:harver:1473 is not listed on IDEAS
    5. Jean Lanjouw & Josh Lerner, 1998. "The Enforcement of Intellectual Property Rights: A Survey of the Empirical Literature," Annals of Economics and Statistics, GENES, issue 49-50, pages 223-246.
    6. Zvi Griliches, 1998. "Patent Statistics as Economic Indicators: A Survey," NBER Chapters,in: R&D and Productivity: The Econometric Evidence, pages 287-343 National Bureau of Economic Research, Inc.
    7. Henri Capron & Michele Cincera, 1999. "Strengths and weaknesses of the Flemish innovation system: an external viewpoint," ULB Institutional Repository 2013/937, ULB -- Universite Libre de Bruxelles.
    8. Wesley M. Cohen & Richard R. Nelson & John P. Walsh, 2000. "Protecting Their Intellectual Assets: Appropriability Conditions and Why U.S. Manufacturing Firms Patent (or Not)," NBER Working Papers 7552, National Bureau of Economic Research, Inc.
    9. Harhoff, Dietmar & Reitzig, Markus, 2004. "Determinants of opposition against EPO patent grants--the case of biotechnology and pharmaceuticals," International Journal of Industrial Organization, Elsevier, vol. 22(4), pages 443-480, April.
    10. Michele Cincera & Henri Capron, 2000. "Technological Performance," ULB Institutional Repository 2013/147109, ULB -- Universite Libre de Bruxelles.
    11. Michele Cincera, 2005. "The link between firms' R&D by type of activity and source of funding and the decision to patent," DULBEA Working Papers 05-10.RS, ULB -- Universite Libre de Bruxelles.
    12. Harhoff, Dietmar & Scherer, Frederic M. & Vopel, Katrin, 2003. "Citations, family size, opposition and the value of patent rights," Research Policy, Elsevier, vol. 32(8), pages 1343-1363, September.
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