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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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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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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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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 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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Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie - In: Journal of econometrics 37 (1988) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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Finite-sample simulation-based inference in VAR models with application to Granger causality testing
Dufour, Jean-Marie; Jouini, Tarek - In: Journal of econometrics 135 (2006) 1/2, pp. 229-254
Persistent link: https://www.econbiz.de/10003376083
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Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Dufour, Jean-Marie; Taamouti, Mohamed - In: Journal of econometrics 139 (2007) 1, pp. 133-153
Persistent link: https://www.econbiz.de/10003516740
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Short run and long run causality in time series : inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
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Short and long run causality measures : theory and inference
Dufour, Jean-Marie; Taamouti, Abderrahim - In: Journal of econometrics 154 (2010) 1, pp. 42-58
Persistent link: https://www.econbiz.de/10003931784