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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
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Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie; Nguyen, Vinh - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 337-). 2022
Persistent link: https://www.econbiz.de/10013194682
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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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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
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Permutation tests for comparing inequality measures
Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 457-470
Persistent link: https://www.econbiz.de/10012178188
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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
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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
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Hodges-Lehmann detection of structural shocks : an analysis of macroeconomic dynamics in the Euro Area
Herwartz, Helmut - In: Oxford bulletin of economics and statistics 80 (2018) 4, pp. 736-754
Persistent link: https://www.econbiz.de/10011969509
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Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut; Wang, Shu - In: Journal of applied econometrics 39 (2024) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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Correlation impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014513333