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Browsing by Author « Dufour, Jean-Marie »

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Showing results 4 to 23 of 38
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc
Issue Date : 2005-02

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2005-02

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
Dufour, Jean-Marie; Farhat, Abdeljelil
Issue Date : 2001-10

Exact nonparametric two-sample homogeneity tests for possibly discrete distributions
Dufour, Jean-Marie; Farhat, Abdeljelil
Issue Date : 2001

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

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2000-05

Exchange rates and commodity prices: measuring causality at multiple horizons
Zhang , Hui Jun; Dufour, Jean-Marie; Galbraith, John
Issue Date : 2013-10

Économétrie, théorie des tests et philosophie des sciences
Dufour, Jean-Marie
Issue Date : 2000

Économétrie, théorie des tests et philosophie des sciences
Dufour, Jean-Marie
Issue Date : 2000-10

Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
Dufour, Jean-Marie; Jasiak, Joanna
Issue Date : 2000-04

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

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

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

Identification, Weak Instruments and Statistical Inference in Econometrics
Dufour, Jean-Marie
Issue Date : 2003-07

Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2011-02

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

Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral
Issue Date : 2005-08

Logique et tests d'hypothèses : Réflexions sur les problèmes mal posés en économétrie
Dufour, Jean-Marie
Issue Date : 2001

Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie
Dufour, Jean-Marie
Issue Date : 2001-05

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
Dufour, Jean-Marie; Torrès, Olivier
Issue Date : 2000-05

Showing results 4 to 23 of 38

 

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