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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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On the relationship between impulse response analysis, innovation accounting and Granger causality
Dufour, J.-M.; Tessier, D. - In: Economics letters 42 (1993) 4, pp. 327-334
Persistent link: https://www.econbiz.de/10006806937
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, With Statistical Applications
Dufour, Jean-Marie; Hallin, Marc - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1026-1033
Persistent link: https://www.econbiz.de/10006638802
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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. 1351-1366
Persistent link: https://www.econbiz.de/10006752159
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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; … - In: Journal of econometrics 122 (2004) 2, pp. 317-348
Persistent link: https://www.econbiz.de/10006755781
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Short Run and Long Run Causality in Time Series: Theory
Dufour, Jean-Marie; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 5, pp. 1099-1126
Persistent link: https://www.econbiz.de/10006787997
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10006790051
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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. 1365-1388
Persistent link: https://www.econbiz.de/10006790778
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Exact tests in single equation autoregressive distributed lag models
Kiviet, Jan F.; Dufour, Jean-Marie - In: Journal of econometrics 80 (1997) 2, pp. 325-354
Persistent link: https://www.econbiz.de/10006791456