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)

26

H index

49

i10 index

2268

Citations

RESEARCH PRODUCTION:

86

Articles

206

Papers

RESEARCH ACTIVITY:

   40 years (1976 - 2016). See details.
   Cites by year: 56
   Journals where Jean-Marie Dufour has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 114 (4.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu24
   Updated: 2023-01-28    RAS profile: 2016-12-30    
   Missing citations? Add them    Incorrect content? Let us know

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 (125)

Doko Tchatoka, Firmin (86)

Luger, Richard (70)

Yelou, Clement (34)

Bernard, Jean-Thomas (33)

Hallin, Marc (31)

Al-Sadoon, Majid (27)

Moreira, Marcelo (25)

Woźniak, Tomasz (23)

Fanelli, Luca (23)

Lütkepohl, Helmut (22)

Cites to:

Khalaf, Lynda (109)

Kiviet, Jan (74)

Stock, James (54)

Andrews, Donald (43)

Kilian, Lutz (34)

Nelson, Charles (34)

Phillips, Peter (34)

Startz, Richard (31)

Galí, Jordi (29)

Lopez-Salido, David (28)

Wright, Jonathan (26)

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
International Economic Review4
Journal of Empirical Finance4
Computational Statistics & Data Analysis4
Empirical Economics3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics2
Econometrics Journal2
Journal of Economic Dynamics and Control2
Econometric Theory2
Annals of Economics and 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
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jean-Marie Dufour (2022 and 2021)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2021Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression. (2020). Ridder, Geert ; Moreira, Marcelo J. In: Papers. RePEc:arx:papers:2008.13042.

Full description at Econpapers || Download paper

2021Cointegrating 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

Full description at Econpapers || Download paper

2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

Full description at Econpapers || Download paper

2022A 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

Full description at Econpapers || Download paper

2021Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions. (2021). Nobari, Kaveh Salehzadeh. In: Papers. RePEc:arx:papers:2111.04919.

Full description at Econpapers || Download paper

2021Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

Full description at Econpapers || Download paper

2021Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315.

Full description at Econpapers || Download paper

2022Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

Full description at Econpapers || Download paper

2022Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473.

Full description at Econpapers || Download paper

2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

Full description at Econpapers || Download paper

2022A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354.

Full description at Econpapers || Download paper

2022Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249.

Full description at Econpapers || Download paper

2022On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

Full description at Econpapers || Download paper

2022Estimation and inference in adaptive learning models with slowly decreasing gains. (2022). Mayer, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:720-749.

Full description at Econpapers || Download paper

2021Covid?19 Control and the Economy: Test, Test, Test. (2021). Taamouti, Abderrahim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1011-1028.

Full description at Econpapers || Download paper

2021Fixed costs, markups and concentration in Eswatini (Swaziland): A firm?level analysis of panel data. (2021). Rankin, Neil ; Mhlanga, Samuel Vika. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:391-416.

Full description at Econpapers || Download paper

2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Political markets as equity price factors. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

Full description at Econpapers || Download paper

2021Addressing the endogeneity of slack in Phillips Curves. (2021). Koester, Gerrit ; Nickel, Christiane ; Dovi, Max-Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20212619.

Full description at Econpapers || Download paper

2021Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

Full description at Econpapers || Download paper

2022What do CGE models have to say about fiscal reform?. (2022). Savard, Luc ; Lemelin, Andre. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:758-774.

Full description at Econpapers || Download paper

2022Taxation and the distributional impact of inflation: The U.S. post-war experience. (2022). Wieschemeyer, Matthias ; Sussmuth, Bernd. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000591.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Factor models with many assets: Strong factors, weak factors, and the two-pass procedure. (2022). Anatolyev, Stanislav ; Mikusheva, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:103-126.

Full description at Econpapers || Download paper

2022An indirect proof for the asymptotic properties of VARMA model estimators. (2022). Melard, Guy. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:96-111.

Full description at Econpapers || Download paper

2022Consistency without Inference: Instrumental Variables in Practical Application. (2022). Young, Alwyn. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s001429212200054x.

Full description at Econpapers || Download paper

2022New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172.

Full description at Econpapers || Download paper

2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

Full description at Econpapers || Download paper

2021Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078.

Full description at Econpapers || Download paper

2022Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808.

Full description at Econpapers || Download paper

2022Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Aggregation bias in tests of the commodity currency hypothesis. (2022). Sercu, Piet ; Kaltwasser, Pablo Rovira ; Bork, Lasse. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003435.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Nekhili, Ramzi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002749.

Full description at Econpapers || Download paper

2022Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies. (2022). Tari, Elif Nur ; Erdoan, Fatma ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200037x.

Full description at Econpapers || Download paper

2022Interaction between agricultural production, female employment, renewable energy, and environmental quality: Policy directions in context of developing economies. (2022). Jehan, Noor ; Wang, Zilong ; Zhang, Leilei ; Uz, Qamar ; Zaman, Shah. In: Renewable Energy. RePEc:eee:renene:v:186:y:2022:i:c:p:288-298.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Accounting for real exchange rates in emerging economies: The role of commodity prices. (2022). Yepez, Carlos ; Dzikpe, Francis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:476-492.

Full description at Econpapers || Download paper

2022The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices. (2022). Kim, Jintae ; Grossmann, Axel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000617.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Consistency without inference: instrumental variables in practical application. (2022). Young, Alwyn. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115011.

Full description at Econpapers || Download paper

2022A jackknife Lagrange multiplier test with many weak instruments. (2022). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116392.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022When Do State-Dependent Local Projections Work?. (2022). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:94175.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Market Risk and Volatility Weighted Historical Simulation After Basel III. (2022). Firouzi, Hassan Omidi ; Laurent, Jean-Paul. In: Working Papers. RePEc:hal:wpaper:hal-03679434.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Empirical Likelihood Ratio Test for Seemingly Unrelated Regression Models. (2021). Ma, Xiaoxiao ; Wei, Chuanhua. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:3:p:1.

Full description at Econpapers || Download paper

2022On Local Projection Based Inference. (2022). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2022002.

Full description at Econpapers || Download paper

2022Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine.. (2022). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Dodd, Olga. In: IREA Working Papers. RePEc:ira:wpaper:202204.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8.

Full description at Econpapers || Download paper

2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Distributional robustness of K-class estimators and the PULSE. (2022). Peters, Jonas ; Jakobsen, Martin Emil. In: The Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:2:p:404-432..

Full description at Econpapers || Download paper

2021A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberge, Patrik. In: Economics Series Working Papers. RePEc:oxf:wpaper:960.

Full description at Econpapers || Download paper

2022A Test for Kronecker Product Structure Covariance Matrix. (2022). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberge, Patrik. In: Economics Series Working Papers. RePEc:oxf:wpaper:962.

Full description at Econpapers || Download paper

2021No place like home: The effect of exporting to the country of origin on the financial performance of immigrant-owned SMEs. (2021). Malhotra, Shavin ; Sui, Sui ; Morgan, Horatio M. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:3:d:10.1057_s41267-020-00360-8.

Full description at Econpapers || Download paper

2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

Full description at Econpapers || Download paper

2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

Full description at Econpapers || Download paper

2021Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. (2021). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:110899.

Full description at Econpapers || Download paper

2022Improved Tests for Granger Non-Causality in Panel Data. (2022). Ditzen, Jan ; Sarafidis, Vasilis ; Karavias, Yiannis ; Juodis, Arturas ; Xiao, Jiaqi. In: MPRA Paper. RePEc:pra:mprapa:114231.

Full description at Econpapers || Download paper

2022Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Identifcation-Robust Nonparametric Inference in a Linear IV Model. (2021). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp21-12.

Full description at Econpapers || Download paper

2022The role of cognitive complexity and risk aversion in online herd behavior. (2022). Jose, Ajay ; Dinesh, Sofi ; Asokan-Ajitha, Aswathy ; Rejikumar, G. In: Electronic Commerce Research. RePEc:spr:elcore:v:22:y:2022:i:2:d:10.1007_s10660-020-09451-y.

Full description at Econpapers || Download paper

2021Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function. (2021). da Silva, Edilean Kleber. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01805-2.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper3
1987Tests non paramétriques optimaux pour le modéle autorégressif dordre un In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article0
2006Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article2
2000Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(2000) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1998Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
[Full Text][Citation analysis]
paper72
2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
article
2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2006Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers.
[Full Text][Citation analysis]
paper43
2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article31
2009Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article18
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper3
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1998Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper36
2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper24
2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper5
2000Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2000Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2000Ãconométrie, théorie des tests et philosophie des sciences In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper34
2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
2001Logiques et tests dhypothèses : réflexions sur les problèmes mal posés en économétrie In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper7
2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper88
2005Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2005) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
article
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
paper
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
paper
2003Identification, Weak Instruments and Statistical Inference in Econometrics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper126
2003Identification, weak instruments, and statistical inference in econometrics.(2003) In: Canadian Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
article
2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
2003Short Run and Long Run Causality in Time Series: Inference In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper92
2006Short run and long run causality in time series: inference.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
2003Short run and long run causality in time series: Inference.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2003Short Run and Long Run Causality in Time Series : Inference.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2005Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper136
2006Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
article
2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper5
2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper4
2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: ULB Institutional Repository.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
2005Asymptotic distribution of a simple linear estimator for VARMA models in echelon form In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper4
2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper4
2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper20
2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper10
2012An identification?robust test for time?varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
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.
[Full Text][Citation analysis]
paper0
2011Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors In: CIRANO Working Papers.
[Citation analysis]
paper1
2011Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2011Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper4
2009Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.(2009) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper55
2016Exchange rates and commodity prices: Measuring causality at multiple horizons.(2016) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
article
2013Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper9
2013Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2014Identification-robust inference for endogeneity parameters in linear structural models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper22
2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models.(2014) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Identification?robust inference for endogeneity parameters in linear structural models.(2014) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2014Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Asymptotic distributions for quasi-efficient estimators in echelon VARMA models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper3
2014Asymptotic distributions for quasi-efficient estimators in echelon VARMA models.(2014) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015Invariant tests based on M-estimators, estimating functions, and the generalized method of moments In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2000Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
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.
[Citation analysis]
paper0
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.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1986Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions In: LIDAM Discussion Papers CORE.
[Citation analysis]
paper26
1989Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions..(1989) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
1986Exact tests and confidence sets in linear regressions with autocorrelated errors In: LIDAM Discussion Papers CORE.
[Citation analysis]
paper28
1990Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors..(1990) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
1987Bias of S2 in linear regressions with dependent errors In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
paper0
1986Une evaluation economique du financement public des exportations. (With English summary.) In: Canadian Public Policy.
[Full Text][Citation analysis]
article0
2007Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form In: Working Papers.
[Full Text][Citation analysis]
paper24
2009Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form.(2009) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
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.
[Full Text][Citation analysis]
paper0
2010Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Short and long run causality measures: theory and inference In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper48
2010Short and long run causality measures: Theory and inference.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2008Measuring causality between volatility and returns with high-frequency data In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper6
2008Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
1985Unbiasedness of Predictions from Etimated Vector Autoregressions In: Econometric Theory.
[Full Text][Citation analysis]
article4
1983Unbiasedness of Predictions From Estimated Vector Autoregressions.(1983) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1992Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications In: Econometric Theory.
[Full Text][Citation analysis]
article0
1989Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications.(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1989IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS.(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1992Improved Berry-Esséen-Chebyshev bounds with statistical applications.(1992) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
200136th annual meeting of the Canadian economics association In: Economics Bulletin.
[Full Text][Citation analysis]
article0
1984Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown. In: Econometrica.
[Full Text][Citation analysis]
article4
1991Invariance, Nonlinear Models, and Asymptotic Tests. In: Econometrica.
[Full Text][Citation analysis]
article31
1987Invariance, Nonlinear Models and Asymptotic Tests..(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 31
paper
1997Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models In: Econometrica.
[Citation analysis]
article267
1998Exact Inference Methods for First-Order Autoregressive Distributed Lag Models In: Econometrica.
[Citation analysis]
article34
1995Exact Inference Methods for First-Order Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
1995Exact Inference Methods for First-Order Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
1998Short Run and Long Run Causality in Time Series: Theory In: Econometrica.
[Citation analysis]
article164
1995Short-Run and Long-Rub Causality in Time Series: Theory..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164
paper
1995Short-Run and Long-Rub Causality in Time Series: Theory..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 164
paper
2004Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]
paper0
2004A simple estimation method and finite-sample inference for a stochastic volatility model In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper0
2004Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper2
2004Simulation-Based Finite-Sample Inference in Simultaneous Equations In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper3
2004Are New Keynesian Phillips Curves Identified ? In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
paper3
2004Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004Are New Keynesian Phillips Curves Identified ?.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Monte Carlo Test Applied to Models Estimated by Indirect Inference In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper1
1998Simulation-based finite sample normality tests in linear regressions In: Econometrics Journal.
[Citation analysis]
article28
1998Simulation-Based Finite-Sample Normality Tests in Linear Regressions.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2009Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article10
2010Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2010Estimation uncertainty in structural inflation models with real wage rigidities In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2010On the precision of Calvo parameter estimates in structural NKPC models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article13
1991Over-rejections in rational expectations models : A non-parametric approach to the Mankiw-Shapiro problem In: Economics Letters.
[Full Text][Citation analysis]
article12
1991Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1991Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1992On the lack of invariance of some asymptotic tests to rescaling In: Economics Letters.
[Full Text][Citation analysis]
article5
1993On the relationship between impulse response analysis, innovation accounting and Granger causality In: Economics Letters.
[Full Text][Citation analysis]
article16
1993On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality..(1993) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
1980The Cochrane-Orcutt procedure numerical examples of multiple admissible minima In: Economics Letters.
[Full Text][Citation analysis]
article2
1980The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima.(1980) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1980Dummy variables and predictive tests for structural change In: Economics Letters.
[Full Text][Citation analysis]
article19
2006Resampling methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2006Finite-sample simulation-based inference in VAR models with application to Granger causality testing In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2007Further results on projection-based inference in IV regressions with weak, collinear or missing instruments In: Journal of Econometrics.
[Full Text][Citation analysis]
article40
2009Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1982Recursive stability analysis of linear regression relationships: An exploratory methodology In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
1985Durbin-Watson tests for serial correlation in regressions with missing observations In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1983Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations.(1983) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
1985Some robust exact results on sample autocorrelations and tests of randomness In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
1984Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness.(1984) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1988Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1991Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics.
[Full Text][Citation analysis]
article62
1993The importance of seasonality in inventory models In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1994Simplified conditions for noncausality between vectors in multivariate ARMA models In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
1992Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1992Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1996Editors introduction recent developments in the econometrics of structural change In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
1996Exact tests for structural change in first-order dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
1997Exact tests in single equation autoregressive distributed lag models In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
1995Exact Tests in Single Equation Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
1995Exact Tests in Single Equation Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2010Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2010Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article6
2013Identification-robust analysis of DSGE and structural macroeconomic models In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article26
1976On spectral estimation for a homogeneous random process on the circle In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article1
1982A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States In: Working Papers.
[Full Text][Citation analysis]
paper0
1992Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries. In: Toulouse - GREMAQ.
[Citation analysis]
paper0
1993Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries..(1993) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications. In: Universite Libre de Bruxelles - C.E.M.E..
[Citation analysis]
paper13
1992Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
1992Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
1993Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications.(1993) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Weak Identification in Probit Models with Endogenous Covariates In: IEER Working Papers.
[Full Text][Citation analysis]
paper3
1982Generalized Chow Tests for Structural Change: A Coordinate-Free Approach. In: International Economic Review.
[Full Text][Citation analysis]
article29
1981Generalized Chow Tests for Structural Change: a Coordinate-Free Approach.(1981) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
1994Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review.
[Full Text][Citation analysis]
article24
1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
1997Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter. In: International Economic Review.
[Citation analysis]
article34
1994Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
1994Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
2001Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors. In: International Economic Review.
[Citation analysis]
article58
2010Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article8
2001Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions In: Cahiers de recherche.
[Full Text][Citation analysis]
paper1
2001Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions.(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2000Économétrie, théorie des tests et philosophie des sciences In: Cahiers de recherche.
[Full Text][Citation analysis]
paper0
2000Econometrie, theorie des tests et philosophie des sciences..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie In: Cahiers de recherche.
[Full Text][Citation analysis]
paper1
2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2003Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: Cahiers de recherche.
[Full Text][Citation analysis]
paper0
2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*.(2004) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: Cahiers de recherche.
[Full Text][Citation analysis]
paper1
2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*.(2004) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1978Fonctions de Production Dans Leconomie du Quebec In: Cahiers de recherche.
[Citation analysis]
paper1
1978Fonctions de production dans l’économie du Québec.(1978) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1979Rank Tests for Serial Dependence In: Cahiers de recherche.
[Citation analysis]
paper24
1981Rank Tests for Serial Dependence.(1981) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
1980An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round In: Cahiers de recherche.
[Citation analysis]
paper0
1980Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank In: Cahiers de recherche.
[Citation analysis]
paper0
1980Tests of Exogeneity In: Cahiers de recherche.
[Citation analysis]
paper0
1980A Simple Proof for the Chow Test When the Number of Observations Is Insufficient In: Cahiers de recherche.
[Citation analysis]
paper0
1980An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update In: Cahiers de recherche.
[Citation analysis]
paper0
1980Nonparametric Testing for Time Series: a Bibliography In: Cahiers de recherche.
[Citation analysis]
paper0
1980Predictive Tests for Structural Change and the St. Louis Equation In: Cahiers de recherche.
[Citation analysis]
paper0
1981Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change In: Cahiers de recherche.
[Citation analysis]
paper2
1981A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable In: Cahiers de recherche.
[Citation analysis]
paper0
1981Fixed Points and Minima: a Comment on Betancourt and Kelejian In: Cahiers de recherche.
[Citation analysis]
paper1
1981Recursive Stability Analysis of Linear Regression Relationships In: Cahiers de recherche.
[Citation analysis]
paper5
1981The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis In: Cahiers de recherche.
[Citation analysis]
paper0
1981Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique In: Cahiers de recherche.
[Full Text][Citation analysis]
paper0
1987Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique..(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1981A Specification Error Theorem for Predictions From Estimated Autoregressions In: Cahiers de recherche.
[Citation analysis]
paper0
1984Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation In: Cahiers de recherche.
[Citation analysis]
paper0
1985Mesure et Incidence des Depenses Fiscales au Quebec In: Cahiers de recherche.
[Citation analysis]
paper0
1985Mesure et incidence des dépenses fiscales au Québec.(1985) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1985Generalized Portmanteau Statistics and Tests of Randomness. In: Cahiers de recherche.
[Full Text][Citation analysis]
paper1
1986Lechangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau. In: Cahiers de recherche.
[Citation analysis]
paper0
1986Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E. In: Cahiers de recherche.
[Citation analysis]
paper0
1986Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors In: Cahiers de recherche.
[Citation analysis]
paper0
1986Tests Non Parametriques Optimaux Pour une Autoregression Dordre Un In: Cahiers de recherche.
[Citation analysis]
paper1
1987Tests non paramétriques optimaux pour une autorégression dordre un.(1987) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1988Non-Uniform Bounds for Nonparametric T Tests In: Cahiers de recherche.
[Citation analysis]
paper2
1988NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS.(1988) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Nonuniform bounds for nonparametric t-tests.(1991) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1989On a Conjecture of Edelman on Nonparametric T-Tests In: Cahiers de recherche.
[Citation analysis]
paper0
1989ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS.(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1989Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche.
[Citation analysis]
paper4
1989OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS.(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1990Simple Exact Bounds for Distributions of Linear Signed Rank Statistics. In: Cahiers de recherche.
[Citation analysis]
paper0
1990SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS..(1990) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1992Simple exact bounds for distributions of linear signed rank statistics.(1992) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Kimballs Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity. In: Cahiers de recherche.
[Citation analysis]
paper0
1990KIMBALLS INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY..(1990) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1991An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient. In: Cahiers de recherche.
[Citation analysis]
paper0
1991An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990An exponential bound for the permutational distribution of a first-order autocorrelation coefficient.(1990) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1991Testing Causality Between Two Vectors in Multivariate Arma Models. In: Cahiers de recherche.
[Citation analysis]
paper2
1991Testing Causality Between Two Vextors in Multivariate Arma Models..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1995Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration. In: Cahiers de recherche.
[Full Text][Citation analysis]
paper8
1995Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1995Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1995Exact Tests Structural Change in First-Order Dynamic Models. In: Cahiers de recherche.
[Full Text][Citation analysis]
paper2
1995Exact Tests Structural Change in First-Order Dynamic Models..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1997Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy In: Cahiers de recherche.
[Full Text][Citation analysis]
paper27
1998Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
1998Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions In: Cahiers de recherche.
[Full Text][Citation analysis]
paper1
1993Exact Nonparametric Orthogonality and Random Walk Tests. In: Cahiers de recherche.
[Citation analysis]
paper40
1995Exact Nonparametric Orthogonality and Random Walk Tests..(1995) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
1993Pitfalls of Rescalling Regression Models with Box-Cox Transformations. In: Cahiers de recherche.
[Citation analysis]
paper0
1994Pitfalls of Rescaling Regression Modes with Box-Cox Transformations..(1994) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2008Instrument endogeneity and identification-robust tests: some analytical results In: MPRA Paper.
[Full Text][Citation analysis]
paper17
2015IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE In: L'Actualité Economique.
[Full Text][Citation analysis]
article0
1981Variables binaires et tests prédictifs contre les changements structurels In: L'Actualité Economique.
[Full Text][Citation analysis]
article0
1997La causalité entre la monnaie et le revenu : une analyse fondée sur un modèle VARMA-échelon In: L'Actualité Economique.
[Full Text][Citation analysis]
article0
2001Logique et tests d’hypothèses In: L'Actualité Economique.
[Full Text][Citation analysis]
article0
2002Méthodes d’inférence exactes pour des processus autorégressifs : une approche fondée sur des tests induits In: L'Actualité Economique.
[Full Text][Citation analysis]
article0
2008Market failure, inequality and redistribution In: Ethics and Economics.
[Full Text][Citation analysis]
article0
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0
1999Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations In: Computing in Economics and Finance 1999.
[Citation analysis]
paper7
2006Structural Estimation and Evaluation of Calvo-Style Inflation Models In: Computing in Economics and Finance 2006.
[Citation analysis]
paper1
1985Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation]. In: Empirical Economics.
[Citation analysis]
article0
1993New Developments in Time Series Econometrics: An Overview. In: Empirical Economics.
[Citation analysis]
article0
1983A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation. In: Empirical Economics.
[Citation analysis]
article0
2013Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article20
1998Generalized run tests for heteroscedastic time series In: ULB Institutional Repository.
[Citation analysis]
paper12
2003Exact tests and confidence sets for the tail coefficient of a-stable distributions In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team