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Heavy tails and stable paretian distributions in finance and macroeconomics : [... Deutsche Bundesbank Fall Conference... This conference was held in celebration of the 80th birthday of Professor Benoît B. Mandelbrot ...]
Dufour, Jean-Marie
(
contributor
); …
-
2014
Persistent link: https://www.econbiz.de/10010474569
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2
On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
Saved in:
3
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
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4
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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5
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
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6
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
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7
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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8
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
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9
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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10
Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Dufour, Jean-Marie
;
Jouini, Tarek
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 229-254
Persistent link: https://www.econbiz.de/10003376083
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