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~subject:"Estimation"
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Estimation
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Dufour, Jean-Marie
15
Khalaf, Lynda
6
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5
Garcia, René
2
Taamouti, Abderrahim
2
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2
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1
Beaulieu, Marie-Christine
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ECONIS (ZBW)
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The Phillips Curve as a macroeconometric relation : evolution and recent econometric developments
Dufour, Jean-Marie
;
Scheufele, Rolf
- In:
Empirische Makroökonomik für Deutschland: Analysen, …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003792075
Saved in:
2
Short-run and long-run causality between monetary policy variables and stock prices
Dufour, Jean-Marie
;
Tessier, David
-
2006
Persistent link: https://www.econbiz.de/10003387205
Saved in:
3
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
4
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
5
Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002652734
Saved in:
6
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
Saved in:
7
Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001504742
Saved in:
8
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
Saved in:
9
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
10
Statistical inference for computable general equilibrium models, with application to a model of the Moroccan economy
Abdelkhalek, Touhami
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 520-534
Persistent link: https://www.econbiz.de/10001254698
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