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person:"Dufour, Jean-Marie"
subject:"Statistical theory"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Volatility
Zeitreihenanalyse
Estimation theory
65
Schätztheorie
65
Statistical test
26
Statistischer Test
26
Theorie
23
Theory
23
Monte Carlo simulation
11
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11
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11
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11
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Induktive Statistik
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Dufour, Jean-Marie
Phillips, Peter C. B.
105
Gao, Jiti
75
Koopman, Siem Jan
60
Johansen, Søren
44
Teräsvirta, Timo
44
Franses, Philip Hans
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
39
Linton, Oliver
36
Swanson, Norman R.
35
Pesaran, M. Hashem
34
Kapetanios, George
32
Nelson, Daniel B.
32
Diebold, Francis X.
31
Harvey, Andrew C.
31
Koop, Gary
31
McAleer, Michael
31
Gouriéroux, Christian
30
Sibbertsen, Philipp
30
Lucas, André
29
Engle, Robert F.
28
Ghysels, Eric
28
Stock, James H.
28
Bauwens, Luc
26
Robinson, Peter M.
26
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Li, Degui
24
Maravall Herrero, Agustín
24
Nielsen, Bent
24
Brännäs, Kurt
23
Cavaliere, Giuseppe
23
Chambers, Marcus J.
23
Hendry, David F.
23
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Bera, Anil K.
21
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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
3
CORE discussion paper : DP
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Tinbergen Institute
1
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of econometrics
1
Journal of quantitative economics
1
Model reliability
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The econometrics journal
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
17
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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
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
3
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:
4
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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
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:
7
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:
8
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10000909000
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
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
Saved in:
1
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