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subject:"Theory"
person:"Dufour, Jean-Marie"
~type_genre:"Article in journal"
~subject:"Monte-Carlo-Simulation"
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Dufour, Jean-Marie
Andrews, Donald W. K.
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Phillips, Peter C. B.
29
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25
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15
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14
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14
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13
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13
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13
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13
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13
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12
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ECONIS (ZBW)
15
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
3
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
4
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
5
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie
- In:
Econometric theory
7
(
1991
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
Saved in:
14
Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
2
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
Saved in:
15
Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
Saved in:
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