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Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie

Dufour, Jean-Marie - 2001

Persistent link: https://www.econbiz.de/10001614500

Econométrie, théorie des tests et philosophie des sciences

Dufour, Jean-Marie - 2000

Persistent link: https://www.econbiz.de/10001574698

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 residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models

Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Journal of applied econometrics 25 (2010) 2, pp. 263-285

Persistent link: https://www.econbiz.de/10008667604

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 and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models

Dufour, Jean-Marie; Valéry, Pascale - In: Journal of econometrics 150 (2009) 2, pp. 193-206

Persistent link: https://www.econbiz.de/10003858526

Finite-sample simulation-based tests in seemingly unrelated regressions

Dufour, Jean-Marie; Khalaf, Lynda - In: Computer-aided econometrics, (pp. 11-35). 2003

Persistent link: https://www.econbiz.de/10002594801

Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-782

Persistent link: https://www.econbiz.de/10009267245

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 factor pricing : Canadian evidence

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2015

Persistent link: https://www.econbiz.de/10011284807