//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~language:"eng"
~language:"nor"
~person:"Dufour, Jean-Marie"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Theory
9
Statistical test
7
Statistischer Test
7
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Regression analysis
4
Regressionsanalyse
4
Estimation theory
3
Monte Carlo test
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
CAPM
2
Capital income
2
Causality analysis
2
Econometrics
2
Estimation
2
Kapitaleinkommen
2
Kausalanalyse
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Volatility
2
Volatilität
2
Ökonometrie
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
Norwegian
Author
All
Dufour, Jean-Marie
Phillips, Peter C. B.
39
Koop, Gary
17
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Gouriéroux, Christian
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
13
Ghysels, Eric
13
Timmermann, Allan
13
Chib, Siddhartha
12
Hsiao, Cheng
12
McAleer, Michael
12
Robinson, Peter M.
12
Aït-Sahalia, Yacine
11
Blundell, Richard W.
11
Granger, C. W. J.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Tirole, Jean
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hong, Yongmiao
10
Lewbel, Arthur
10
Smith, Richard J.
10
Whang, Yoon-jae
10
Andrews, Donald W. K.
9
Li, Qi
9
Maskin, Eric
9
Ng, Serena
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
White, Halbert
9
Arellano, Manuel
8
Bai, Jushan
8
Baltagi, Badi H.
8
Barnett, William A.
8
more ...
less ...
Published in...
All
Journal of econometrics
The review of economic studies
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics letters
3
International economic review
3
The review of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Annales d'économie et de statistique
1
Econometric theory
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
The Canadian journal of economics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
5
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
6
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
7
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
8
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
Saved in:
9
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->