//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"und"
~person:"Dufour, Jean-Marie"
~type_genre:"Article in journal"
~type_genre:"Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Statistical test
6
Statistischer Test
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
Econometrics
2
Estimation theory
2
Kausalanalyse
2
Markov chain
2
Markov-Kette
2
Monte Carlo test
2
Phillips curve
2
Phillips-Kurve
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Ökonometrie
2
00.10.1992
1
1965-1996
1
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Asymmetry
1
Asymptotic distribution
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
20
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Statistik
Aufsatz in Zeitschrift
22
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Language
All
English
Undetermined
Author
All
Dufour, Jean-Marie
Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
36
Pesaran, M. Hashem
34
Taylor, Robert
32
Ghysels, Eric
30
Li, Qi
30
Robinson, Peter M.
29
Su, Liangjun
28
Gouriéroux, Christian
27
Hommes, Cars H.
27
Koop, Gary
27
Kort, Peter M.
27
Timmermann, Allan
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Yu, Jun
25
Aït-Sahalia, Yacine
24
Bollerslev, Tim
24
White, Halbert
24
Chen, Songnian
23
Chen, Xiaohong
23
Swanson, Norman R.
23
Renault, Eric
22
McAleer, Michael
21
Schmidt, Peter
21
Tauchen, George Eugene
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Diebold, Francis X.
20
Lewbel, Arthur
20
Ng, Serena
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Cai, Zongwu
18
Corradi, Valentina
18
Horowitz, Joel
18
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
Economics letters
3
International economic review
3
L' Actualité économique : revue trimest.
3
The econometrics journal
3
The review of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Annales d'économie et de statistique
1
Econometric theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of quantitative economics
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
The Canadian journal of economics
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
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:
3
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:
4
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
5
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
6
Heavy tails and stable paretian distributions in finance and macroeconomics : [... Deutsche Bundesbank Fall Conference... This conference was held in celebration of the 80th birthd...
Dufour, Jean-Marie
(
contributor
); …
-
2014
Persistent link: https://www.econbiz.de/10010474569
Saved in:
7
On the precision of Calvo parameter estimates in structural NKPC models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Kichian, Maral
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1582-1595
Persistent link: https://www.econbiz.de/10009125851
Saved in:
8
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
9
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Dufour, Jean-Marie
;
Valéry, Pascale
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 193-206
Persistent link: https://www.econbiz.de/10003858526
Saved in:
10
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Dufour, Jean-Marie
;
Taamouti, Mohamed
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10003516740
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->