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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513075
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Dufour, Jean-Marie - In: The Canadian journal of economics 28 (1995) 3, pp. 718-721
Persistent link: https://www.econbiz.de/10001347494
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Econométrie, théorie des tests et philosophie des sciences
Dufour, Jean-Marie - 2000
Persistent link: https://www.econbiz.de/10001574698
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Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie
Dufour, Jean-Marie - 2001
Persistent link: https://www.econbiz.de/10001614500
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Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie - In: Model reliability, (pp. 18-61). 1986
Persistent link: https://www.econbiz.de/10001274969
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Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie (contributor) - 2004
Persistent link: https://www.econbiz.de/10002652691
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Identification, weak instruments, and statistical inference in econometrics
Dufour, Jean-Marie - In: The Canadian journal of economics 36 (2003) 4, pp. 767-808
Persistent link: https://www.econbiz.de/10001841870
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Identification, weak instruments and statistical inference in econometrics
Dufour, Jean-Marie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947950
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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