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Exact nonparametric two-sample homogeneity tests for possibly discrete distributions

Dufour, Jean-Marie; Farhat, Abdeljelil - 2001

Persistent link: https://www.econbiz.de/10001649024

Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics

Dufour, Jean-Marie - In: Journal of econometrics 133 (2006) 2, pp. 443-477

Persistent link: https://www.econbiz.de/10003359541

Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics

Dufour, Jean-Marie (contributor) - 2004

Persistent link: https://www.econbiz.de/10002652691

Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form

Coudin, Elise; Dufour, Jean-Marie - 2008

Persistent link: https://www.econbiz.de/10003871341

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

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

Exact tests and confidence sets for the tail coefficient of α-stable distributions

Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003

In this paper, using the Monte Carlo (MC) method we propose an estimation and (at the same time) a test procedure for the stability parameter of α-stable distributions. One powerful advantage of the MC method is that it provides an exact significance level for finite samples, whose distribution...

Persistent link: https://www.econbiz.de/10011432250

Identification-robust inference for endogeneity parameters in linear structural models

Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2012

Persistent link: https://www.econbiz.de/10009624382

Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory

Tchakota, Firmin Doko; Dufour, Jean-Marie - 2016

Persistent link: https://www.econbiz.de/10011502519

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