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Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of econometrics 181 (2014) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
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Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: The econometrics journal 17 (2014) 1, pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
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Special issue: Heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot
Dufour, Jean-Marie (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10009271849
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Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of empirical finance 17 (2010) 2, pp. 180-194
Persistent link: https://www.econbiz.de/10009271855
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Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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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
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Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claire; Dufour, Jean-Marie; Khalaf, Lynda - 2015
Persistent link: https://www.econbiz.de/10011411352
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Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
Dufour, Jean-Marie; Jouini, Tarek - 2015
Persistent link: https://www.econbiz.de/10011411399