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~person:"Dufour, Jean-Marie"
~subject:"ARCH-Modell"
~subject:"Monte Carlo test"
~type_genre:"Working Paper"
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Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
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2
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko
;
Dufour, Jean-Marie
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2016
Persistent link: https://www.econbiz.de/10011502519
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3
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001614503
Saved in:
4
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
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