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~language:"eng"
~person:"Dufour, Jean-Marie"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Estimation theory
Kapitaleinkommen
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41
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41
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21
Statistischer Test
21
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10
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Dufour, Jean-Marie
Gupta, Rangan
128
Zaremba, Adam
99
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93
Linton, Oliver
68
McMillan, David G.
67
Lee, Lung-fei
65
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63
Li, Qi
63
Narayan, Paresh Kumar
63
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62
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52
McAleer, Michael
52
Tsionas, Efthymios G.
51
Andrews, Donald W. K.
50
Bouri, Elie
48
Newey, Whitney K.
47
Ullah, Aman
46
Tiwari, Aviral Kumar
45
Brooks, Robert
44
Su, Liangjun
44
Pesaran, M. Hashem
43
Cakici, Nusret
42
Caporale, Guglielmo Maria
42
Bali, Turan G.
41
Ma, Feng
41
Kumbhakar, Subal
40
Westerlund, Joakim
40
Gao, Jiti
39
Perron, Pierre
39
Robinson, Peter M.
39
Wang, Yudong
39
Bollerslev, Tim
38
Ohtani, Kazuhiro
38
Satchell, Stephen
38
Fletcher, Jonathan
37
White, Halbert
37
Wooldridge, Jeffrey M.
37
Demirer, Rıza
36
Sehgal, Sanjay
36
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35
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Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
2
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2
L' Actualité économique : revue trimest.
2
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2
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ECONIS (ZBW)
24
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1
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:
2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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
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:
5
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:
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
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
Saved in:
8
Editors' introduction: identification, simulation and finite-sample inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
L' Actualité économique : revue trimest.
91
(
2015
)
1/2
,
pp. 5-10
Persistent link: https://www.econbiz.de/10011776059
Saved in:
9
Identification, simulation and finite-sample inference
Beaulieu, Marie-Claude
(
ed.
);
Dufour, Jean-Marie
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011776069
Saved in:
10
Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
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