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Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie

Dufour, Jean-Marie - 2001

Persistent link: https://www.econbiz.de/10001614500

Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics

Dufour, Jean-Marie (contributor) - 2004

Persistent link: https://www.econbiz.de/10002652691

Identification, weak instruments and statistical inference in econometrics

Dufour, Jean-Marie (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001947950

Finite-sample simulation-based tests in seemingly unrelated regressions

Dufour, Jean-Marie (contributor); Khalaf, Lynda (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001598524

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Dufour, Jean-Marie (contributor) - 2001

Persistent link: https://www.econbiz.de/10001614503

Exact tests and confidence sets for the tail coefficient of α-stable distributions

Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003

In this paper, using the Monte Carlo (MC) method we propose an estimation and (at the same time) a test procedure for the stability parameter of a-stable distributions. One powerful advantage of the MC method is that it provides an exact significance level for finite samples, whose distribution...

Persistent link: https://www.econbiz.de/10001818512