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Invariance, nonlinear models, and asymptotic tests
Dagenais, Marcel G. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1601-1615
Persistent link: https://www.econbiz.de/10001115936
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Nonlinear hypotheses, inequality restrictions, and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10001064309
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Some impossibility theorems in econometrics with applications to structural and dynamic models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 6, pp. 1365-1387
Persistent link: https://www.econbiz.de/10001230428
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
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Short run and long run causality in time series : theory
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 5, pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
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Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 2, pp. 475-494
Persistent link: https://www.econbiz.de/10001084384
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Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie; Taamouti, Mohamed - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1351-1365
Persistent link: https://www.econbiz.de/10003013747