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person:"Zadrozny, Peter A."
subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~subject:"Monte Carlo test"
~subject:"Schätztheorie"
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Monte Carlo test
Schätztheorie
Estimation theory
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2
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1
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Zadrozny, Peter A.
Dufour, Jean-Marie
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
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11
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White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
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Aït-Sahalia, Yacine
9
Horowitz, Joel
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Kristensen, Dennis
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Pesaran, M. Hashem
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Li, Dong
8
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8
Ng, Serena
8
Simar, Léopold
8
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8
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
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Econometric analysis of financial and economic time series ; part a
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of quantitative economics
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1
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
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2
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
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3
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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