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Browsing by Author « Dufour, Jean-Marie »
Showing results 8 to 27 of 39
| Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions | | Dufour, Jean-Marie; Farhat, Abdeljelil | | Issue Date : 2001-10 |
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| Exact nonparametric two-sample homogeneity tests for possibly discrete distributions | | Dufour, Jean-Marie; Farhat, Abdeljelil | | Issue Date : 2001 |
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| Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models | | Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude | | Issue Date : 2003-03 |
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| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions | | Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2000-05 |
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| Exchange rates and commodity prices: measuring causality at multiple horizons | | Zhang , Hui Jun; Dufour, Jean-Marie; Galbraith, John | | Issue Date : 2013-10 |
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| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models | | Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude | | Issue Date : 2003-04 |
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| Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors | | Dufour, Jean-Marie; Jasiak, Joanna | | Issue Date : 2000-04 |
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| Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability | | Dufour, Jean-Marie; Khalaf, Lynda; Voia, Marcel | | Issue Date : 2013-10 |
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| Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing | | Dufour, Jean-Marie; Jouini, Tarek | | Issue Date : 2005-08 |
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| Identification-robust estimation and testing of the zero-beta CAPM | | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2011-02 |
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| Identification-robust inference for endogeneity parameters in linear structural models | | Doko Tchatoka, Firmin; Dufour, Jean-Marie | | Issue Date : 2014-02 |
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| An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices | | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral | | Issue Date : 2011-02 |
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| Identification, Weak Instruments and Statistical Inference in Econometrics | | Dufour, Jean-Marie | | Issue Date : 2003-07 |
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| Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis | | Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral | | Issue Date : 2005-08 |
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| Logique et tests d'hypothèses : Réflexions sur les problèmes mal posés en économétrie | | Dufour, Jean-Marie | | Issue Date : 2001 |
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| Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie | | Dufour, Jean-Marie | | Issue Date : 2001-05 |
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| Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes | | Dufour, Jean-Marie; Torrès, Olivier | | Issue Date : 2000-05 |
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| Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes | | Dufour, Jean-Marie; Torrès, Oliver | | Issue Date : 2000 |
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| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility | | Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim | | Issue Date : 2011-02 |
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| Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes | | Dufour, Jean-Marie; Neifar, Malika | | Issue Date : 2003-07 |
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Showing results 8 to 27 of 39
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