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~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fra"
~person:"Dufour, Jean-Marie"
~type_genre:"Article in journal"
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Dufour, Jean-Marie
Phillips, Peter C. B.
72
Linton, Oliver
48
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41
Li, Qi
41
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35
Su, Liangjun
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Economics letters
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
7
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ECONIS (ZBW)
23
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
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:
3
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
Saved in:
4
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
5
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
6
Heavy tails and stable paretian distributions in finance and macroeconomics : [... Deutsche Bundesbank Fall Conference... This conference was held in celebration of the 80th birthd...
Dufour, Jean-Marie
(
contributor
); …
-
2014
Persistent link: https://www.econbiz.de/10010474569
Saved in:
7
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
8
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Dufour, Jean-Marie
;
Valéry, Pascale
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 193-206
Persistent link: https://www.econbiz.de/10003858526
Saved in:
9
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Dufour, Jean-Marie
;
Taamouti, Mohamed
- In:
Journal of econometrics
139
(
2007
)
1
,
pp. 133-153
Persistent link: https://www.econbiz.de/10003516740
Saved in:
10
Annals journal of econometrics: resampling methods in econometrics
Dufour, Jean-Marie
(
contributor
);
Perron, Benoit
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003359524
Saved in:
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