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Simulation-based finite and large sample tests in multivariate regressions

Dufour, Jean-Marie; Khalaf, Lynda - 2000

Persistent link: https://www.econbiz.de/10001504748

Simulation-based finite sample normality tests in linear regressions

Dufour, Jean-Marie (contributor) - In: The econometrics journal 1 (1998) 1, pp. 154-173

Persistent link: https://www.econbiz.de/10001443687

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

Finite sample limited information inference methods for structural equations and models with generated regressors'

Dufour, Jean-Marie; Jasiak, Joann - In: International economic review 42 (2001) 3, pp. 815-843

Persistent link: https://www.econbiz.de/10001608492

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

Dufour, Jean-Marie (contributor) - 2001

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

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

Finite-sample simulation-based tests in seemingly unrelated regressions

Dufour, Jean-Marie; Khalaf, Lynda - In: Computer-aided econometrics, (pp. 11-35). 2003

Persistent link: https://www.econbiz.de/10002594801

Finite-sample simulation-based inference in VAR models with applications to order selection and causality testing

Dufour, Jean-Marie (contributor); Jouini, Tarek (contributor) - 2005

Persistent link: https://www.econbiz.de/10002931993

Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models

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

Persistent link: https://www.econbiz.de/10001947817

Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors

Coudin, Elise; Dufour, Jean-Marie - 2011

We propose estimators for the parameters of a linear median regression without any assumption on the shape of the error distribution – including no condition on the existence of moments – allowing for heterogeneity (or heteroskedasticity) of unknown form, noncontinuous distributions, and...

Persistent link: https://www.econbiz.de/10014185281