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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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Exact optimal and adptive inference in regression models under heteroskedasticity and non-normality of unknown forms
Dufour, Jean-Marie; Taamouti, Abderrahim - 2008
Persistent link: https://www.econbiz.de/10003915193
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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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Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Computer-aided econometrics, (pp. 11-35). 2003
Persistent link: https://www.econbiz.de/10002594801
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Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2012
Persistent link: https://www.econbiz.de/10009624382
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Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise; Dufour, Jean-Marie - 2010 - Rev.
Persistent link: https://www.econbiz.de/10009406540
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Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
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Finite-sample simulation-based inference in VAR models with applications to order selection and causality testing
Dufour, Jean-Marie (contributor); Jouini, Tarek (contributor) - 2005
Persistent link: https://www.econbiz.de/10002931993