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Identification, weak instruments, and statistical inference in econometrics

Dufour, Jean-Marie - In: The Canadian journal of economics 36 (2003) 4, pp. 767-808

Persistent link: https://www.econbiz.de/10001841870

Identification, weak instruments and statistical inference in econometrics

Dufour, Jean-Marie (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001947950

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

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

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

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

Exact nonparametric two-sample homogeneity tests for possibly discrete distributions

Dufour, Jean-Marie; Farhat, Abdeljelil - 2001

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

Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors

Coudin, Elise; Dufour, Jean-Marie - 2017

Persistent link: https://www.econbiz.de/10011610097

Semiparametric independence tests between two infinite-order cointegrated series

Bouhaddioui, Chafik; Dufour, Jean-Marie; Takano, Masaya - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 263-294). 2023

Persistent link: https://www.econbiz.de/10014313737

Semiparametric Innovation-Based Tests of Orthogonality and Causality between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions

Bouhaddioui, Chafik - 2011

We propose a semi-parametric approach for testing orthogonality and causality between two infinite-order co-integrated vector auto-regressive IVAR(1) series. The procedures considered can be viewed as extensions of classical methods proposed by Haugh (1976, JASA) and Hong (1996, Biometrika) for...

Persistent link: https://www.econbiz.de/10013128858