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On the relationship between impulse response analysis, innovation accounting and Granger causality
Dufour, J.-M.; Tessier, D. - In: Economics letters 42 (1993) 4, pp. 327-334
Persistent link: https://www.econbiz.de/10006806937
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La causalité entre la monnaie et le revenu : una analyse fondée sur un modèle VARMA-échelon
Dufour, Jean-Marie; Tessier, David - In: L' Actualité économique : revue trimest. 73 (1997) 1, pp. 351-366
Persistent link: https://www.econbiz.de/10009898982
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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Déflation et politique monétaire
St-Amant, Pierre; Tessier, David - In: L' Actualité économique : revue trimest. 84 (2008) 3, pp. 307-323
Persistent link: https://www.econbiz.de/10009899224
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
Campbell, Bryan; Dufour, Jean-Marie - In: International economic review 38 (1997) 1, pp. 151-174
Persistent link: https://www.econbiz.de/10007309592
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Estimation and Inference in Econometrics
Dufour, Jean-Marie; Davidson; MacKinnon - In: The Canadian journal of economics 28 (1995) 3, pp. 718-720
Persistent link: https://www.econbiz.de/10007331342
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Statistical Inference for Computable General Equilibrium Models, with Application to a Model of the Moroccan Economy
Abdelkhalek, Touhami; Dufour, Jean-Marie - In: The review of economics and statistics 19980, pp. 520-534
Persistent link: https://www.econbiz.de/10007374412
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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, pp. 229-254
Persistent link: https://www.econbiz.de/10007279939
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Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric - In: Journal of econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10007286189