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~person:"Dufour, Jean-Marie"
~subject:"Estimation"
~subject:"Regression analysis"
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Search: subject:"TESTING"
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Estimation
Regression analysis
Statistical test
57
Statistischer Test
57
Estimation theory
26
Schätztheorie
26
Theorie
24
Theory
24
CAPM
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Regressionsanalyse
13
Induktive Statistik
7
Monte Carlo test
7
Statistical inference
7
ARCH model
6
ARCH-Modell
6
Bootstrap approach
6
Bootstrap-Verfahren
6
Schätzung
6
Multiple Regression
5
Multiple regression
5
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5
Simulation
5
Statistical distribution
5
Statistische Verteilung
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United States
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non-normality
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1926-1995
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Durbin-Wu-Hausman test
4
Econometrics
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IV-Schätzung
4
Instrumental variables
4
Time series analysis
4
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heteroskedasticity
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identification
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projection
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English
19
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Dufour, Jean-Marie
Chang, Tsangyao
27
Phillips, Peter C. B.
25
Bahmani-Oskooee, Mohsen
18
Dette, Holger
16
Pesaran, M. Hashem
15
Baltagi, Badi H.
14
Heckman, James J.
13
Hsu, Yu-Chin
13
Khalaf, Lynda
13
Minford, Patrick
13
Cai, Zongwu
12
Breunig, Christoph
11
Neumeyer, Natalie
11
Westerlund, Joakim
11
Demetrescu, Matei
10
Stock, James H.
10
Sun, Yixiao
10
Canay, Ivan A.
9
Chernozhukov, Victor
9
Moreira, Marcelo J.
9
Shaikh, Azeem M.
9
Wilhelm, Daniel
9
Escanciano, Juan Carlos
8
Godfrey, L. G.
8
Lee, Sokbae
8
Romano, Joseph P.
8
Sibbertsen, Philipp
8
Su, Chi-Wei
8
Su, Liangjun
8
Xu, Ke-Li
8
Andrews, Donald W. K.
7
Arai, Yoichi
7
Ghysels, Eric
7
Harvey, Hanafiah
7
Härdle, Wolfgang
7
McAleer, Michael
7
Meenagh, David
7
Schmierer, Daniel
7
Sentana, Enrique
7
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Université de Montréal / Département de sciences économiques
1
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2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
The econometrics journal
2
Bundesbank Series 1 Discussion Paper
1
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1
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1
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1
Econometric reviews
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
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1
The review of economic studies
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ECONIS (ZBW)
19
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19
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1
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
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
Testing
Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach
Beaulieu, Marie-Claude
-
2016
Persistent link: https://www.econbiz.de/10012991257
Saved in:
5
Identification-robust estimation and
testing
of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
6
Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652734
Saved in:
7
Testing
mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2003
is too restrictive when
testing
the CAPM. We also propose exact multivariate diagnostic checks (including tests for …
Persistent link: https://www.econbiz.de/10011431982
Saved in:
8
Testing
mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2003
is too restrictive when
testing
the CAPM. We also propose exact multivariate diagnostic checks (including tests for …
Persistent link: https://www.econbiz.de/10001731828
Saved in:
9
Testing
mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
Saved in:
10
Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise
;
Dufour, Jean-Marie
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10009406540
Saved in:
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