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subject:"Theorie"
type:"article"
~person:"Dufour, Jean-Marie"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Estimation theory
33
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33
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6
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Dufour, Jean-Marie
Phillips, Peter C. B.
43
Andrews, Donald W. K.
31
Newey, Whitney K.
28
Li, Qi
27
Gouriéroux, Christian
25
Baltagi, Badi H.
24
Pesaran, M. Hashem
23
Ohtani, Kazuhiro
22
Horowitz, Joel
20
King, Maxwell L.
20
Krämer, Walter
20
Lee, Lung-fei
20
McAleer, Michael
20
Robinson, Peter M.
20
Giles, David E. A.
19
Ullah, Aman
18
Wooldridge, Jeffrey M.
18
Granger, C. W. J.
17
Johansen, Søren
17
Hendry, David F.
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Hsiao, Cheng
15
Maddala, Gangadharrao S.
15
Perron, Pierre
15
Schmidt, Peter
15
Bai, Jushan
14
Kelejian, Harry H.
14
Smith, Richard J.
14
Bera, Anil K.
13
Franses, Philip Hans
13
Ghysels, Eric
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
Powell, James
13
Rilstone, Paul
13
Swanson, Norman R.
13
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12
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
2
The review of economics and statistics
2
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Economics letters
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Essays in honor of Joon Y. Park : econometric theory
1
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1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
The Phillips Curve as a macroeconometric relation : evolution and recent econometric developments
Dufour, Jean-Marie
;
Scheufele, Rolf
- In:
Empirische Makroökonomik für Deutschland: Analysen, …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003792075
Saved in:
3
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
4
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
5
Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
6
,
pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
Saved in:
6
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
7
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
8
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
9
Pitfalls of rescaling regression models with Box-Cox transformations
Dagenais, Marcel G.
- In:
The review of economics and statistics
76
(
1994
)
3
,
pp. 571-575
Persistent link: https://www.econbiz.de/10001176026
Saved in:
10
On the lack of invariance of some asymptotic tests to rescaling
Dagenais, Marcel G.
- In:
Economics letters
38
(
1992
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001123561
Saved in:
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