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Finite-sample simulation-based inference in VAR models with applications to order selection and causality testing
Dufour, Jean-Marie (contributor); Jouini, Tarek (contributor) - 2005
Persistent link: https://www.econbiz.de/10002931993
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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; … - In: Journal of econometrics 122 (2004) 2, pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
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The Cochrane-Orcutt procedure numerical examples of multiple admissible minima
Dufour, Jean-Marie; Gaudry, Marc J. I.; Tran, Cong Liem - In: Economics letters 6 (1980) 1, pp. 43-48
Persistent link: https://www.econbiz.de/10002095483
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Durbin-Watson test for serial correlation in regressions with missing observations
Dufour, Jean-Marie; Dagenais, Marcel G. - In: Journal of econometrics 27 (1985) 3, pp. 371-381
Persistent link: https://www.econbiz.de/10002095497
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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 501-522
Persistent link: https://www.econbiz.de/10003086477
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Inflation dynamics and the New Keynesian Phillips curve : an identification robust econometric analysis
Dufour, Jean-Marie (contributor); Khalaf, Lynda (contributor) - 2005
Persistent link: https://www.econbiz.de/10003107561
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Exact multivariate tests of asset pricing models with stable asymmetric distributions
Beaulieu, Marie-Claude (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002652734
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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002652755
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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Dufour, Jean-Marie (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002652957
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Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie (contributor); Tarek, Jouini (contributor) - 2005
Persistent link: https://www.econbiz.de/10002753139