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person:"Dufour, Jean-Marie"
subject:"Statistical theory"
~language:"eng"
~subject:"Monte Carlo tests"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type:"article"
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Statistical theory
Monte Carlo tests
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Zeitreihenanalyse
Estimation theory
32
Schätztheorie
32
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12
Theory
12
Statistical test
10
Statistischer Test
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Dufour, Jean-Marie
Phillips, Peter C. B.
31
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Teräsvirta, Timo
18
Johansen, Søren
17
Linton, Oliver
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Ghysels, Eric
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Kumar, Dilip
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Lütkepohl, Helmut
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Taylor, Robert
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Chambers, Marcus J.
14
Maheswaran, S.
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Perron, Pierre
14
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13
King, Maxwell L.
13
Koopman, Siem Jan
13
Robinson, Peter M.
13
Tauchen, George Eugene
13
Bauwens, Luc
12
Hendry, David F.
12
Li, Jia
12
McAleer, Michael
12
Todorov, Viktor
12
Francq, Christian
11
Hafner, Christian M.
11
Hansen, Bruce E.
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Li, Qi
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Lucas, André
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Mills, Terence C.
11
Nelson, Daniel B.
11
White, Halbert
11
Xiao, Zhijie
11
Zhu, Ke
11
Baillie, Richard
10
Bollerslev, Tim
10
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10
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10
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric reviews
2
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of econometrics
1
Journal of quantitative economics
1
Model reliability
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The econometrics journal
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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ECONIS (ZBW)
14
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1
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
2
Reverse regressions, symmetry and test distributions in linear models
Dufour, Jean-Marie
;
Kang, Byunguk
- In:
Journal of quantitative economics
20
(
2022
),
pp. 71-99
Persistent link: https://www.econbiz.de/10013441607
Saved in:
3
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
6
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
9
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
10
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
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