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Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie; Trognon, Alain; Tuvaandorj, Purevdorj - In: Econometric reviews 36 (2017) 1/3, pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
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Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie; Luger, Richard - In: Econometric reviews 36 (2017) 6/9, pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
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Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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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