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Browsing by Author « Dufour, Jean-Marie »
Showing results 18 to 37 of 39
| 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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| Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics | | Dufour, Jean-Marie | | Issue Date : 2005-02 |
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| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments | | Dufour, Jean-Marie; Taamouti, Mohamed | | Issue Date : 2003-05 |
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| 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 |
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| 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 |
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| Short Run and Long Run Causality in Time Series: Inference | | Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric | | Issue Date : 2003-09 |
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| Simulation Based Finite and Large Sample Tests in Multivariate Regressions | | Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2000-05 |
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| Simulation-based finite and large sample tests in multivariate regressions | | Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2000 |
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| Simulation-based finite and large sample tests in multivariate regressions | | Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2000 |
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| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects | | Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda | | Issue Date : 2001-04 |
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| Simulation-based finite-sample tests for heteroskedasticity and ARCH effects | | Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; Genest, Ian | | Issue Date : 2001 |
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Showing results 18 to 37 of 39
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