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Browsing by Author « Dufour, Jean-Marie »
Showing results 9 to 28 of 39
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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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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Showing results 9 to 28 of 39
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