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Identification, weak instruments and statistical inference in econometrics
Dufour, Jean-Marie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947950
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Testing mean-variance efficiency in CAPM with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Christine (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947329
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Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Dufour, Jean-Marie (contributor); Khalaf, Lynda (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947817
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Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie (contributor); Khalaf, Lynda (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947824
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Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
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Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie (contributor); Neifar, Malika (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010