Allan Gregory - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T02:22:16+00:00Empirical Likelihood Block Bootstrapping
https://www.bankofcanada.ca/2008/06/working-paper-2008-18/
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 when the moment conditions are serially correlated.2008-06-06T09:24:26+00:00enEmpirical Likelihood Block Bootstrapping2008-06-06Econometric and statistical methodsWorking Paper 2008-18 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-18.pdfEmpirical Likelihood Block BootstrappingJason AllenAllan GregoryKatsumi ShimotsuJune 2008CC1C14C2C22Canadian City Housing Prices and Urban Market Segmentation
https://www.bankofcanada.ca/2006/12/working-paper-2006-49/
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 2005 as well as idiosyncratic relations between city prices and city-specific variables.2006-12-06T16:28:39+00:00enCanadian City Housing Prices and Urban Market Segmentation2006-12-06Regional economic developmentsWorking Paper 2006-49 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-49.pdfCanadian City Housing Prices and Urban Market SegmentationJason AllenRobert AmanoDavid ByrneAllan GregoryDecember 2006CC2C22C3C32RR2