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Factor-augmented VARMA models with macroeconomic applications

Dufour, Jean-Marie; Stevanovi´c, Dalibor - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 491-506

Persistent link: https://www.econbiz.de/10010337855

Identification-robust estimation and testing of the zero-beta CAPM

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: The review of economic studies 80 (2013) 3, pp. 892-924

Persistent link: https://www.econbiz.de/10010204244

Identification-robust analysis of DSGE and structural macroeconomic models

Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral - In: Journal of monetary economics 60 (2013) 3, pp. 340-350

Persistent link: https://www.econbiz.de/10009746447

An identification-robust test for time-varying parameters in the dynamics of energy prices

Bernard, Jean-Thomas; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of applied econometrics 27 (2012) 4, pp. 603-624

Persistent link: https://www.econbiz.de/10009618517

Identification-robust inference for endogeneity parameters in linear structural models

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

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

Weak identification in probit models with endogenous covariates

Dufour, Jean-Marie; Wilde, Joachim - 2013

Weak identification is a well known topic for linear multiple equation models. However, little is known whether this problem also matters for probit models with endogenous covariates. Therefore, the behaviour of the usual z-statistic in case of weak identification is analysed in a simulation...

Persistent link: https://www.econbiz.de/10009705064