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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
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EUI working paper / ECO
Journal of econometrics
CRREP working paper 2017-01
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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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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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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