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Showing results 13 to 32 of 39
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 Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
Dufour, Jean-Marie; Jasiak, Joanna
Issue Date : 2000-04

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

Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin; Dufour, Jean-Marie
Issue Date : 2014-02

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

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

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

Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Oliver
Issue Date : 2000

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim
Issue Date : 2011-02

Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
Dufour, Jean-Marie; Neifar, Malika
Issue Date : 2003-07

Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
Dufour, Jean-Marie
Issue Date : 2005-02

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

Showing results 13 to 32 of 39


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