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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
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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
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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
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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
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Inflation dynamics and the new Keynesian Phillips curve : an identification robust econometric analysis
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1707-1727
Persistent link: https://www.econbiz.de/10003370364
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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
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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
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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
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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
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On the precision of Calvo parameter estimates in structural NKPC models
Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1582-1595
Persistent link: https://www.econbiz.de/10009125851