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Browsing by Author « Dufour, Jean-Marie »

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Showing results 28 to 38 of 38
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
Dufour, Jean-Marie; Taamouti, Mohamed
Issue Date : 2003-05

Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
Coudin, Elise; Dufour, Jean-Marie
Issue Date : 2011-02

Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions
Bouhaddioui, Chafik; Dufour, Jean-Marie
Issue Date : 2011-02

Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric
Issue Date : 2003-09

Simulation Based Finite and Large Sample Tests in Multivariate Regressions
Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2000-05

Simulation-based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2000

Simulation-based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2000

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda
Issue Date : 2001-04

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; Genest, Ian
Issue Date : 2001

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2002-11

Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda
Issue Date : 2005-02

Showing results 28 to 38 of 38

 

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