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Econométrie, théorie des tests et philosophie des sciences

Dufour, Jean-Marie - 2000

Persistent link: https://www.econbiz.de/10001574698

Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie

Dufour, Jean-Marie - 2001

Persistent link: https://www.econbiz.de/10001614500

Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions

Dufour, Jean-Marie; Khalaf, Lynda - 2000

Persistent link: https://www.econbiz.de/10001504719

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

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

Dufour, Jean-Marie (contributor) - 2001

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

Exact tests and confidence sets for the tail coefficient of α-stable distributions

Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003

In this paper, using the Monte Carlo (MC) method we propose an estimation and (at the same time) a test procedure for the stability parameter of a-stable distributions. One powerful advantage of the MC method is that it provides an exact significance level for finite samples, whose distribution...

Persistent link: https://www.econbiz.de/10001818512

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

Exact multivariate tests of asset pricing models with stable asymmetric distributions

Beaulieu, Marie-Claude (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002652734

Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models

Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 891-906

Persistent link: https://www.econbiz.de/10001860218