Jean-Marie Dufour : Citation Profile


Are you Jean-Marie Dufour?

McGill University (98% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (1% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (1% share)

24

H index

48

i10 index

1950

Citations

RESEARCH PRODUCTION:

86

Articles

206

Papers

RESEARCH ACTIVITY:

   40 years (1976 - 2016). See details.
   Cites by year: 48
   Journals where Jean-Marie Dufour has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 112 (5.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu24
   Updated: 2021-10-16    RAS profile: 2016-12-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Marie Dufour.

Is cited by:

Khalaf, Lynda (122)

Doko Tchatoka, Firmin (79)

Luger, Richard (63)

Yelou, Clement (33)

Bernard, Jean-Thomas (32)

Hallin, Marc (31)

Al-Sadoon, Majid (27)

Fanelli, Luca (21)

Lütkepohl, Helmut (20)

MacKinnon, James (19)

Mavroeidis, Sophocles (19)

Cites to:

Khalaf, Lynda (98)

Kiviet, Jan (66)

Stock, James (46)

Andrews, Donald (33)

Phillips, Peter (32)

Kilian, Lutz (31)

Nelson, Charles (29)

Startz, Richard (29)

Lopez-Salido, David (26)

Wright, Jonathan (25)

Galí, Jordi (25)

Main data


Where Jean-Marie Dufour has published?


Journals with more than one article published# docs
Journal of Econometrics23
L'Actualit Economique9
Econometrica8
Economics Letters5
Computational Statistics & Data Analysis4
Journal of Empirical Finance4
International Economic Review4
The Review of Economics and Statistics3
Empirical Economics3
Econometric Theory2
Econometrics Journal2
Annals of Economics and Statistics2
Journal of Economic Dynamics and Control2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles8
Staff Working Papers / Bank of Canada5
Econometric Society 2004 North American Summer Meetings / Econometric Society4
Working Papers / Center for Research in Economics and Statistics3
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3
MPRA Paper / University Library of Munich, Germany2
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2

Recent works citing Jean-Marie Dufour (2021 and 2020)


YearTitle of citing document
2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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2021Human Capital Index (HCI) - From Uncertainty to Robustness of Comparisons. (2021). Boccanfuso, Dorothee ; Abdelkhalek, Touhami. In: Working Papers. RePEc:aof:wpaper:wp-0006.

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2021Impact of tax reforms in applied models: which functional forms should be chosen for the demand system ? Theory and application for Morocco. (2021). Boccanfuso, Dorothee ; Abdelkhalek, Touhami. In: Working Papers. RePEc:aof:wpaper:wp-0009.

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2020Impossible Inference in Econometrics: Theory and Applications. (2018). Moreira, Marcelo ; Bertanha, Marinho. In: Papers. RePEc:arx:papers:1612.02024.

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2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

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2021Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2020Valid t-ratio Inference for IV. (2020). Porter, Jack ; Moreira, Marcelo J ; McCrary, Justin ; Lee, David L. In: Papers. RePEc:arx:papers:2010.05058.

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2021Weak Identification in Discrete Choice Models. (2020). Renault, Eric ; Frazier, David T ; Zhao, Xueyan ; Zhang, Lina. In: Papers. RePEc:arx:papers:2011.06753.

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2020Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

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2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2020On Mendelian randomization analysis of case‐control study. (2020). Yu, Kai ; Gail, Mitchell H ; Deng, LU ; Albanes, Demetrius ; Berndt, Sonja I ; Qin, Jing ; Zhang, Han. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:380-391.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020Climate risk and commodity currencies. (2020). Thorsrud, Leif Anders ; Larsen, Vegard H ; Kapfhammer, Felix. In: Working Paper. RePEc:bno:worpap:2020_18.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2021The Effects of Enforcement on Corporate Environmental Performance: The Role of Perceived Fairness. (2021). Robert, Glicksman ; Ramirez, Harrington Donna ; Dietrich, Earnhart. In: Review of Law & Economics. RePEc:bpj:rlecon:v:17:y:2021:i:1:p:71-118:n:5.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2020Identification-robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-23.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2021Impact of Tax Reforms in Applied Models: Which Functional Forms Should Be Chosen for the Demand System? Theory and Application for Morocco. (2021). Boccanfuso, Dorothee ; Abdelkhalek, Touhami. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-07.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949.

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2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

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2021Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826.

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2020Bilinear form test statistics for extremum estimation. (2020). Crudu, Federico ; Osorio, Felipe. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s016517651930446x.

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2020Does modeling a structural break improve forecast accuracy?. (2020). Pick, Andreas ; Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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2020Testing serial correlations in high-dimensional time series via extreme value theory. (2020). Tsay, Ruey S. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:106-117.

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2020Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals. (2020). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:4-34.

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2020Impossible inference in econometrics: Theory and applications. (2020). Bertanha, Marinho ; Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:247-270.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020Testing the impossible: Identifying exclusion restrictions. (2020). Kiviet, Jan. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:294-316.

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2020Inference in partially identified heteroskedastic simultaneous equations models. (2020). Yang, Minxian ; Milunovich, George ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:317-345.

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2020Inference in second-order identified models. (2020). Kleibergen, Frank ; Hall, Alastair R ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:346-372.

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2020Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418.

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2020Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels. (2020). Saunders, Charles J ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:419-434.

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2020Randomization inference for difference-in-differences with few treated clusters. (2020). Webb, Matthew ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:435-450.

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2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. (2020). Komunjer, Ivana ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:561-586.

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2020Regression discontinuity designs, white noise models, and minimax. (2020). Tuvaandorj, Purevdorj . In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:587-608.

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2020Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:609-632.

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2020Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality. (2020). Motegi, Kaiji ; Hill, Jonathan B ; Ghysels, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:633-654.

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2020Testing distributional assumptions using a continuum of moments. (2020). Sentana, Enrique ; Carrasco, Marine ; Amengual, Dante. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:655-689.

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2020Volatility regressions with fat tails. (2020). Kim, Jihyun ; Meddahi, Nour. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:690-713.

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2020Stationary bubble equilibria in rational expectation models. (2020). Monfort, Alain ; Jasiak, J ; Gourieroux, C. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:714-735.

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2020A Simple R-estimation method for semiparametric duration models. (2020). la Vecchia, Davide ; Hallin, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:736-749.

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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2020Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Frequentist properties of Bayesian inequality tests. (2021). Kaplan, David ; Zhuo, Longhao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:312-336.

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2021Efficient size correct subset inference in homoskedastic linear instrumental variables regression. (2021). Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:78-96.

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2021Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models. (2021). Horowitz, Joel L. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1057-1082.

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2021Simple estimators and inference for higher-order stochastic volatility models. (2021). Dufour, Jean-Marie ; Ahsan, Md Nazmul. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:181-197.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2020An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm. (2020). Piersanti, Giovanni ; Di Domizio, Marco ; Canofari, Paolo ; Cicone, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302929.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2021Granger causality detection in high-dimensional systems using feedforward neural networks. (2021). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector . In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:920-940.

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2021Are official forecasts of output growth in the EU still biased?. (2021). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:337-349.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2020Identifying the sources of model misspecification. (2020). Rossi, Barbara ; Kuo, Chun-Hung ; Inoue, Atsushi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:1-18.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2020Remittances, health insurance, and pension contributions: Evidence from Colombia. (2020). Cuadros-Menaca, Andres ; Cuadros-Meaca, Andres. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304152.

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2021The effect of the Universal Primary Education program on consumption and on the employment sector: Evidence from Tanzania. (2021). Delesalle, Esther. In: World Development. RePEc:eee:wdevel:v:142:y:2021:i:c:s0305750x20304721.

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2020Are official forecasts of output growth in the EU still biased? Evidence from stability and convergence programmes and the European Commission’s Spring forecasts. (2020). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp681.

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2021Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model. (2021). Maecka, Marta. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:1:p:145-162.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna ; Kotyza, Pavel. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2020Simultaneous Indirect Inference, Impulse Responses and ARMA Models. (2020). Lopez, Beatriz Peraza ; Khalaf, Lynda. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:12-:d:340306.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2021A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements. (2021). Algieri, Bernardina ; Toscano, Pietro ; Leccadito, Arturo. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:22-354:d:555557.

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2021Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands. (2021). Sharma, Parmendra ; Rohoia, Angeline B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

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2020Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries. (2020). Krastev, Vladislav ; Atanasova, Irina ; CHLEBIKOVA, Darina ; Valaskova, Katarina ; Durana, Pavol. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:57-:d:365894.

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2021Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. (2021). Wohar, Mark E ; Gupta, Rangan ; Bouras, Christos ; Coskun, Yener. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1341-:d:488356.

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2020Volatility Regressions with Fat Tails. (2020). Meddahi, Nour ; Kim, Ji Hyun. In: Post-Print. RePEc:hal:journl:hal-03142647.

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2021Severity of Illness and the Duration of Intensive Care. (2021). Voia, Marcel ; Acharya, Anand ; Wensley, David ; Yazbeck, Myra ; Khalaf, Lynda. In: Working Papers. RePEc:hka:wpaper:2021-003.

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2021The Effects of Reforming a Federal Employment Agency on Labor Demand. (2021). Kraft, Kornelius ; Lammers, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp14629.

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2021Workers¡¯ Remittances and Economic Growth: Evidence From Bangladesh. (2021). Islam, Tamanna. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:2:p:233-241.

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2021Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202106.

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2020Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares. (2020). Midili, Murat. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9876-8.

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2020A Testing Procedure for Constant Parameters in Stochastic Volatility Models. (2020). Hoyo, Juan ; Rivero, Carlos ; Llorente, Guillermo. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09892-0.

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2021Does it Matter where you Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_04.

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2021Does Entropy Index Explain the Determinant of Capital Market Integration in ASEAN?. (2021). Wibowo, Buddi ; Setyawan, Ignatius Roni. In: Capital Markets Review. RePEc:mfa:journl:v:29:y:2021:i:1:p:17-39.

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2020On GMM Inference: Partial Identification, Identification Strength, and Non-Standard. (2020). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-40.

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2020Identification-Robust Inequality Analysis. (2020). Flachaire, Emmanuel ; Zalghout, Abdallah ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montec:03-2020.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Cahiers de recherche. RePEc:mtl:montec:15-2020.

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2020Transparency in Structural Research. (2020). Shapiro, Jesse ; Gentzkow, Matthew ; Andrews, Isaiah. In: NBER Working Papers. RePEc:nbr:nberwo:26631.

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More than 100 citations found, this list is not complete...

Works by Jean-Marie Dufour:


YearTitleTypeCited
2016Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory In: School of Economics Working Papers.
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1987Tests non paramétriques optimaux pour le modéle autorégressif dordre un In: Annals of Economics and Statistics.
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2006Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models In: Annals of Economics and Statistics.
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2000Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(2000) In: CIRANO Working Papers.
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1998Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(1998) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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paper
2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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article
2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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paper
2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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paper
2006Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers.
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paper36
2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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article21
2009Comment In: Journal of Business & Economic Statistics.
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2003Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness?of?Fit in Multivariate Regressions with Application to Asset Pricing Models* In: Oxford Bulletin of Economics and Statistics.
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article13
2003Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models.(2003) In: CIRANO Working Papers.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.(2003) In: Cahiers de recherche.
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paper
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors In: CIRANO Working Papers.
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2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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paper
1998Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(1998) In: Cahiers de recherche.
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paper
2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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article
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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paper
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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article
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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paper
2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes In: CIRANO Working Papers.
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2000Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes.(2000) In: Journal of Econometrics.
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2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
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2000Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
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2000Ãconométrie, théorie des tests et philosophie des sciences In: CIRANO Working Papers.
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2000Économétrie, théorie des tests et philosophie des sciences.(2000) In: Cahiers de recherche.
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2000Econometrie, theorie des tests et philosophie des sciences..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Logiques et tests dhypothèses : réflexions sur les problèmes mal posés en économétrie In: CIRANO Working Papers.
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2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
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2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
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paper
2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions In: CIRANO Working Papers.
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2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
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2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
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paper
2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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paper7
2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
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paper
2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
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paper
2003Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies.
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paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
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2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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paper
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers.
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paper71
2005Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2005) In: Econometrica.
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article
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
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2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
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paper
2003Identification, Weak Instruments and Statistical Inference in Econometrics In: CIRANO Working Papers.
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2003Identification, weak instruments, and statistical inference in econometrics.(2003) In: Canadian Journal of Economics.
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2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
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2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
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2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: CIRANO Working Papers.
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2003Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes.(2003) In: Cahiers de recherche.
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2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes.(2003) In: Cahiers de recherche.
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2004Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*.(2004) In: L'Actualité Economique.
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article
2003Short Run and Long Run Causality in Time Series: Inference In: CIRANO Working Papers.
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2006Short run and long run causality in time series: inference.(2006) In: Journal of Econometrics.
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2003Short run and long run causality in time series: Inference.(2003) In: Cahiers de recherche.
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2003Short Run and Long Run Causality in Time Series : Inference.(2003) In: Cahiers de recherche.
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paper
2005Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics In: CIRANO Working Papers.
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2006Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics.(2006) In: Journal of Econometrics.
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2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
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2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series In: CIRANO Working Papers.
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2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: Journal of Econometrics.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
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2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: ULB Institutional Repository.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*.(2004) In: L'Actualité Economique.
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2005Asymptotic distribution of a simple linear estimator for VARMA models in echelon form In: CIRANO Working Papers.
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2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
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2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing In: CIRANO Working Papers.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
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2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
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article
2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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paper10
2012An identification‐robust test for time‐varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics.
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2011Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions In: CIRANO Working Papers.
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paper0
2011Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors In: CIRANO Working Papers.
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paper1
2011Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models In: CIRANO Working Papers.
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paper1
2011Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility In: CIRANO Working Papers.
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2009Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.(2009) In: Journal of Financial Econometrics.
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2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
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2016Exchange rates and commodity prices: Measuring causality at multiple horizons.(2016) In: Journal of Empirical Finance.
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2013Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche.
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2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
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2013Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche.
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2014Identification-robust inference for endogeneity parameters in linear structural models In: CIRANO Working Papers.
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2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models.(2014) In: Cahiers de recherche.
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2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: MPRA Paper.
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2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: Working Papers.
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2014Identification‐robust inference for endogeneity parameters in linear structural models.(2014) In: Econometrics Journal.
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2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
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2014Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics.
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2015Asymptotic distributions for quasi-efficient estimators in echelon VARMA models In: CIRANO Working Papers.
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2014Asymptotic distributions for quasi-efficient estimators in echelon VARMA models.(2014) In: Computational Statistics & Data Analysis.
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2015Invariant tests based on M-estimators, estimating functions, and the generalized method of moments In: CIRANO Working Papers.
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2000Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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1985On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments In: LIDAM Discussion Papers CORE.
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1986On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments.(1986) In: Cahiers de recherche.
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1986Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions In: LIDAM Discussion Papers CORE.
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1989Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions..(1989) In: Econometrica.
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1986Exact tests and confidence sets in linear regressions with autocorrelated errors In: LIDAM Discussion Papers CORE.
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1990Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors..(1990) In: Econometrica.
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1987Bias of S2 in linear regressions with dependent errors In: LIDAM Reprints CORE.
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1986Une evaluation economique du financement public des exportations. (With English summary.) In: Canadian Public Policy.
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2007Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form In: Working Papers.
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2009Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form.(2009) In: Econometrics Journal.
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2008Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions with Moment-free Heterogenous Errors and Dependence of Unknown Form In: Working Papers.
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2010Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables In: Working Papers.
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2008Short and long run causality measures: theory and inference In: UC3M Working papers. Economics.
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2010Short and long run causality measures: Theory and inference.(2010) In: Journal of Econometrics.
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2008Measuring causality between volatility and returns with high-frequency data In: UC3M Working papers. Economics.
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