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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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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Dufour, Jean-Marie - In: The Canadian journal of economics 28 (1995) 3, pp. 718-721
Persistent link: https://www.econbiz.de/10001347494
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Recursive stability analysis : the demand for money during the German hyperinflation
Dufour, Jean-Marie - In: Model reliability, (pp. 18-61). 1986
Persistent link: https://www.econbiz.de/10001274969
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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10001513075
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The demand for money during the German hyperinflation : a recursive stability analysis
Dufour, Jean-Marie - 1982
Persistent link: https://www.econbiz.de/10000809014
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Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions
Dufour, Jean-Marie - 1986
Persistent link: https://www.econbiz.de/10000714605
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Exact tests and confidence sets in linear regressions with autocorrelated errors
Dufour, Jean-Marie - 1986
Persistent link: https://www.econbiz.de/10000714633
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On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie; Valéry, Pascale - 2006
Persistent link: https://www.econbiz.de/10003331387
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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