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)

22

H index

45

i10 index

1629

Citations

RESEARCH PRODUCTION:

88

Articles

206

Papers

RESEARCH ACTIVITY:

   40 years (1976 - 2016). See details.
   Cites by year: 40
   Journals where Jean-Marie Dufour has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 112 (6.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu24
   Updated: 2019-10-06    RAS profile: 2016-12-30    
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Relations with other researchers


Works with:

Khalaf, Lynda (7)

Doko Tchatoka, Firmin (4)

Galbraith, John (2)

Voia, Marcel (2)

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)

Luger, Richard (58)

Doko Tchatoka, Firmin (51)

Bernard, Jean-Thomas (32)

Yelou, Clement (30)

Al-Sadoon, Majid (25)

Hallin, Marc (21)

Fanelli, Luca (21)

Woźniak, Tomasz (19)

Bolduc, Denis (18)

MacKinnon, James (17)

Cites to:

Khalaf, Lynda (98)

Kiviet, Jan (66)

Stock, James (46)

Andrews, Donald (33)

Phillips, Peter (32)

Kilian, Lutz (32)

Startz, Richard (29)

Nelson, Charles (29)

Lopez-Salido, David (26)

Wright, Jonathan (25)

Gali, Jordi (23)

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
Journal of Empirical Finance4
Computational Statistics & Data Analysis4
Econometric Theory4
International Economic Review4
Empirical Economics3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics2
Annals of Economics and Statistics2
Econometrics Journal2
Journal of Economic Dynamics and Control2

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
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jean-Marie Dufour (2018 and 2017)


YearTitle of citing document
2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34.

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). . In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: AMSE Working Papers. RePEc:aim:wpaimx:1716.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao. In: Papers. RePEc:arx:papers:1607.00393.

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

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2019A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2019Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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2019Coverage Error Optimal Confidence Intervals. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1808.01398.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

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2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2019On the construction of confidence intervals for ratios of expectations. (2019). Guyonvarch, Yannick ; Girard, Lucas ; Derumigny, Alexis. In: Papers. RePEc:arx:papers:1904.07111.

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

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

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018How Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times. (2018). Vallée, Geneviève ; Vallee, Genevieve. In: Staff Working Papers. RePEc:bca:bocawp:18-46.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694.

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2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models. (2018). Rossi, Barbara ; Ganics, Gergely ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1077.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2018The Effects of Education on Labour Force Participation in Cameroon: A Gender Perspective. (2018). Totouom, Armand ; Fotio, Herv Kaffo ; de Paul, Vincent. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:45-55.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563.

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2018Inference for instrumental variables: a randomization inference approach. (2018). Kang, Hyunseung ; Keele, Luke ; Peck, Laura . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:4:p:1231-1254.

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2017Global envelope tests for spatial processes. (2017). Myllymaki, Mari ; Hahn, Ute ; Seijo, Henri ; Grabarnik, Pavel ; Mrkvika, Toma. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:381-404.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2018Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1.

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2017Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data. (2017). Voia, Marcel ; Chu, Ba ; Bernard, Jean-Thomas ; Khalaf, Lynda. In: Carleton Economic Papers. RePEc:car:carecp:17-05.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2017Did Protestantism Promote Economic Prosperity via Higher Human Capital?. (2017). Edwards, Jeremy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6646.

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2017Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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2017Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors. (2017). Coudin, Elise ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-06.

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2017Fiscal Surprises at the FOMC. (2017). van Norden, Simon ; Croushore, Dean. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-09.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Working Papers. RePEc:cmf:wpaper:wp2017_1711.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Manresa, Elena ; Sentana, Enrique ; Pearanda, Francisco . In: Working Papers. RePEc:cmf:wpaper:wp2018_1711.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12085.

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2019Predictive Regressions. (2019). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-5.

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2017A Simple R-Estimation Method for Semiparametric Duration Models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Working Papers ECARES. RePEc:eca:wpaper:2013/243446.

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2017Testing for Principal Component Directions under Weak Identifiability. (2017). Paindaveine, Davy ; Verdebout, Thomas ; Remy, Julien. In: Working Papers ECARES. RePEc:eca:wpaper:2013/259598.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

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2019Sign Tests for Weak Principal Directions. (2019). Paindaveine, Davy ; Verdebout, Thomas ; Remy, Julien. In: Working Papers ECARES. RePEc:eca:wpaper:2013/280742.

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2018Mixed frequency models with MA components. (2018). Marcellino, Massimiliano ; Stevanovi, Dalibor ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2017On two-stage Monte Carlo tests of composite hypotheses. (2017). Baddeley, Adrian ; Rakshit, Suman ; Nair, Gopalan ; Milne, Robin K ; Lawrence, Thomas ; Hardegen, Andrew . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:75-87.

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2017DSGE pileups. (2017). Morris, Stephen D. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:56-86.

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2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2018Multi-horizon wealth effects across the G7 economies. (2018). Apergis, Nicholas ; Hassapis, Christis ; Christou, Christina ; Bouras, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:165-176.

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2017The time-varying GARCH-in-mean model. (2017). Dias, Gustavo Fruet . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:129-132.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2017Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares. (2017). Lye, Jeanette ; Hirschberg, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:173-183.

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2017Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35.

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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

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2018Uniform confidence bands: Characterization and optimality. (2018). Freyberger, Joachim ; Rai, Yoshiyasu. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:119-130.

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2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Boldea, Otilia ; Antoine, Bertille. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2018A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes. (2018). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:258-278.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2018On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity. (2018). Doko Tchatoka, Firmin ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:188-211.

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2019Sign tests for dependent observations. (2019). Ibragimov, Rustam ; Brown, Donald. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:1-8.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2017Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates. (2017). Fries, Christian P ; Seeger, Norman ; Nigbur, Tobias . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:175-198.

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2017“Lock-in” effect of emission standard and its impact on the choice of market based instruments. (2017). Qian, Haoqi ; Weiqi, Tang ; Libo, WU ; Haoqi, Qian . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:41-50.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

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2018Index futures volatility and trading activity: Measuring causality at a multiple horizon. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Roubaud, David ; Jena, Sangram Keshari. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:247-255.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2017Monte Carlo forecast evaluation with persistent data. (2017). Saunders, Charles J ; Khalaf, Lynda. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:1-10.

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2018Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries. (2018). Lieli, Robert ; Khan, Urmee. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:696-710.

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2019Detecting underestimates of risk in VaR models. (2019). Thiele, Stephen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:12-20.

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2019Effects of prior market experiences and firm-specific resources on developed economy SMEs export exit from emerging markets: Complementary or compensatory?. (2019). Baum, Matthias ; Sui, Sui ; Sandberg, Susanne. In: Journal of Business Research. RePEc:eee:jbrese:v:98:y:2019:i:c:p:489-502.

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2018Are SMEs with immigrant owners exceptional exporters?. (2018). Morgan, Horatio M ; Baum, Matthias ; Sui, Sui . In: Journal of Business Venturing. RePEc:eee:jbvent:v:33:y:2018:i:3:p:241-260.

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2019A new baseline model for estimating willingness to pay from discrete choice models. (2019). Czajkowski, Mikolaj ; Carson, Richard. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:95:y:2019:i:c:p:57-61.

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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2018Weak instruments and estimated monetary policy rules. (2018). BAYAR, OMER . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:308-317.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2017Do iron ore price bubbles occur?. (2017). Dumitrescupeculea, Adelina ; Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:340-346.

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2019Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:162-168.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182.

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2018Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market. (2018). He, Ling-Yun ; Jiang, Min ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:156-169.

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2017Remittances and public finances: Evidence from oil-price shocks. (2017). Doerrenberg, Philipp ; Bittschi, Benjamin ; Asatryan, Zareh. In: Journal of Public Economics. RePEc:eee:pubeco:v:155:y:2017:i:c:p:122-137.

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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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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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2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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2006Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers.
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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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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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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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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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1998Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(1998) In: Cahiers de recherche.
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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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2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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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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2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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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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2000Économétrie, 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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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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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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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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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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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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2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers.
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2005Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2005) In: Econometrica.
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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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2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
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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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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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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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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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2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
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