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Multiple Horizon Causality in...
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Dufour, Jean-Marie
381
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101
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46
Beaulieu, Marie-Claude
40
Kichian, Maral
31
Hallin, Marc
17
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Farhat, Abdeljelil
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Doko Tchatoka, Firmin
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8
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6
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6
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Raj, Baldev
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Kiviet, J. F.
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RePEc
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101
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
102
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504719
Saved in:
103
Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001504742
Saved in:
104
Simulation-based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2000
Persistent link: https://www.econbiz.de/10001504748
Saved in:
105
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
106
Short-run and long-run causality in time series : theory
Dufour, Jean-Marie
;
Renault, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513068
Saved in:
107
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
Saved in:
108
Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513120
Saved in:
109
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
;
Dufour, Jean-Marie
-
1995
Persistent link: https://www.econbiz.de/10001513122
Saved in:
110
Simulation-based finite sample normality tests in linear regressions
Dufour, Jean-Marie
(
contributor
)
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10001443687
Saved in:
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