26
H index
49
i10 index
2291
Citations
Jean-Marie Dufour : Citation Profile
McGill University (98% share) | RESEARCH PRODUCTION: 86 Articles 206 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1976 - 2016). 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:
| Cites to:
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Main data
Where Jean-Marie Dufour has published?
Recent works citing Jean-Marie Dufour (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Revisiting 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 | |
| 2021 | Human 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 | |
| 2021 | Impact 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 | |
| 2021 | Coverage 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 | |
| 2022 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
| 2021 | Arctic 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 | |
| 2021 | New 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 | |
| 2021 | Efficiency 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 | |
| 2021 | Cointegrating 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 | |
| 2021 | Weak 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 | |
| 2022 | Weak 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 | |
| 2021 | Inference 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 | |
| 2022 | A 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 | |
| 2021 | Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345. Full description at Econpapers || Download paper | |
| 2021 | Identification 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 | |
| 2022 | Wild 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 | |
| 2021 | Pair 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 | |
| 2021 | Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774. Full description at Econpapers || Download paper | |
| 2021 | Bayesian 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 | |
| 2022 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper | |
| 2022 | A 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 | |
| 2022 | Long 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 | |
| 2022 | Finite Sample Inference in Incomplete Models. (2022). Henry, Marc ; Li, Lixiong. In: Papers. RePEc:arx:papers:2204.00473. Full description at Econpapers || Download paper | |
| 2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
| 2022 | A 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 | |
| 2022 | Fast, 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 | |
| 2023 | On 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 | |
| 2022 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
| 2022 | Estimation 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 | |
| 2021 | Covid?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 | |
| 2021 | Fixed 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 | |
| 2021 | Large?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 | |
| 2021 | The 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 | |
| 2022 | Political markets as equity price factors. (2022). Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2264. Full description at Econpapers || Download paper | |
| 2021 | Impact 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 | |
| 2022 | Weak 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 | |
| 2021 | Comparison 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 | |
| 2022 | Commodity 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 | |
| 2021 | Addressing 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 | |
| 2021 | Asymmetric 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 | |
| 2021 | Projection-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 | |
| 2022 | Comparison 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 | |
| 2022 | What 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 | |
| 2022 | Taxation 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 | |
| 2021 | Does 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 | |
| 2021 | Extreme 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 | |
| 2021 | Dynamic 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 | |
| 2021 | Frequentist 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 | |
| 2021 | Efficient 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 | |
| 2021 | Bounding 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 | |
| 2021 | Simple 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 | |
| 2022 | Factor 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 | |
| 2022 | An 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 | |
| 2022 | Consistency 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 | |
| 2022 | New 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 | |
| 2022 | Multiple 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 | |
| 2021 | Estimating 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 | |
| 2022 | Does 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 | |
| 2022 | Does 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 | |
| 2021 | Granger 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 | |
| 2022 | Aggregation 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 | |
| 2023 | Empirical evaluation of overspecified asset pricing models. (2023). Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper | |
| 2023 | Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486. Full description at Econpapers || Download paper | |
| 2022 | Warehouse load-out queues and aluminum prices. (2022). Gilbert, Christopher L. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000010. Full description at Econpapers || Download paper | |
| 2021 | Are 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 | |
| 2021 | Multiscale 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 | |
| 2022 | Time-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 | |
| 2022 | Interaction 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 | |
| 2021 | The 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 | |
| 2022 | Accounting 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 | |
| 2022 | The 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 | |
| 2021 | The 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 | |
| 2022 | Consistency 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 | |
| 2022 | A 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 | |
| 2021 | Testing 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 | |
| 2022 | When Do State-Dependent Local Projections Work?. (2022). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana MarÃÂa ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:94175. Full description at Econpapers || Download paper | |
| 2021 | Sugar 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 | |
| 2021 | A 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 | |
| 2021 | Do 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 | |
| 2021 | Multi-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 | |
| 2021 | Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles ; Kichian, Maral ; Khalaf, Lynda. In: Post-Print. RePEc:hal:journl:hal-03528880. Full description at Econpapers || Download paper | |
| 2022 | Market 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 | |
| 2021 | Severity 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 | |
| 2021 | Empirical 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 | |
| 2022 | EnergÃas renovables, PIB, mercados financieros e investigación: la experiencia de América latina. 2000-2019. (2022). Vargas, David Bonilla ; Sosa, Ricardo Carreon. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:17:y:2022:i:4:a:6. Full description at Econpapers || Download paper | |
| 2022 | On Local Projection Based Inference. (2022). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2022002. Full description at Econpapers || Download paper | |
| 2023 | Local Projection Based Inference under General Conditions. (2023). Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2023001. Full description at Econpapers || Download paper | |
| 2022 | Currency 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 | |
| 2021 | The 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 | |
| 2021 | Workers¡¯ 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 | |
| 2021 | Solving 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 | |
| 2021 | The 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 | |
| 2022 | Inferring 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 | |
| 2022 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2207. Full description at Econpapers || Download paper | |
| 2021 | Does 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 | |
| 2021 | Does 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 | |
| 2022 | Distributional 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 | |
| 2021 | A 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 | |
| 2022 | A 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 | |
| 2021 | No 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 | |
| 2021 | Uniform 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 | |
| More than 100 citations found, this list is not complete... |
Works by Jean-Marie Dufour:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Exogeneity 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] | paper | 3 |
| 1987 | Tests non paramétriques optimaux pour le modéle autorégressif dordre un In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2000 | Confidence 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 | |
| 1998 | Confidence 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 | |
| 2005 | Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 72 |
| 2005 | Inflation 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 | |
| 2006 | Inflation 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 | |
| 2005 | Inflation 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 | |
| 2005 | Inflation 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 | |
| 2006 | Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2009 | Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 31 |
| 2009 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Exact 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] | article | 18 |
| 2003 | Exact 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 | |
| 2003 | Exact 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 | |
| 2003 | Exact 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 | |
| 2000 | Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Finite 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 | |
| 1998 | Finite-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 | |
| 2000 | Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2002 | Simulation 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 | |
| 2000 | Simulation-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 | |
| 2000 | Simulation-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 | |
| 2000 | Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2002 | Exact 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 | |
| 2000 | Exact 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 | |
| 2000 | Exact 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 | |
| 2000 | Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Markovian 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 | |
| 2000 | Markovian 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 | |
| 2000 | Markovian 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 | |
| 2000 | Ãconométrie, théorie des tests et philosophie des sciences In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2004 | Simulation-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 | |
| 2001 | Simulation-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 | |
| 2001 | Simulation-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 | |
| 2001 | Logiques et tests dhypothèses : réflexions sur les problèmes mal posés en économétrie In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Exact 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 | |
| 2001 | Exact 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 | |
| 2002 | Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2002 | Testing 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 | |
| 2002 | TESTING 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 | |
| 2003 | Testing 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 | |
| 2003 | Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Finite-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 | |
| 2003 | Finite-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 | |
| 2003 | Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 89 |
| 2005 | Projection-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: 89 | article | |
| 2003 | Projection-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: 89 | paper | |
| 2003 | Projection-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: 89 | paper | |
| 2003 | Identification, Weak Instruments and Statistical Inference in Econometrics In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 127 |
| 2003 | Identification, weak instruments, and statistical inference in econometrics.(2003) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | article | |
| 2003 | Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
| 2003 | Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
| 2003 | Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Short Run and Long Run Causality in Time Series: Inference In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 93 |
| 2006 | Short 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: 93 | article | |
| 2003 | Short 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: 93 | paper | |
| 2003 | Short 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: 93 | paper | |
| 2005 | Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 136 |
| 2006 | Monte 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 | |
| 2005 | Monte 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 | |
| 2005 | Monte 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 | |
| 2005 | Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Exact 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 | |
| 2005 | Exact 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 | |
| 2005 | Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Distribution-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 | |
| 2005 | Distribution-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 | |
| 2005 | Distribution-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 | |
| 2006 | Distribution-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 | |
| 2005 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Asymptotic distribution of a simple linear estimator for VARMA models in echelon form In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Asymptotic 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 | |
| 2005 | Asymptotic 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 | |
| 2005 | Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Finite-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 | |
| 2005 | Finite-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 | |
| 2011 | Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Identification-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 | |
| 2011 | An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | An 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 | |
| 2011 | Semiparametric 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] | paper | 0 |
| 2011 | Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors In: CIRANO Working Papers. [Citation analysis] | paper | 1 |
| 2011 | Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Measuring 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 | |
| 2013 | Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 56 |
| 2016 | Exchange 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: 56 | article | |
| 2013 | Exchange 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: 56 | paper | |
| 2013 | Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Finite-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 | |
| 2014 | Identification-robust inference for endogeneity parameters in linear structural models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Identification-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 | |
| 2012 | Identification-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 | |
| 2012 | Identification-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 | |
| 2014 | Identification?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 | |
| 2015 | Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Exact 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 | |
| 2015 | Asymptotic distributions for quasi-efficient estimators in echelon VARMA models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Asymptotic 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 | |
| 2015 | Invariant tests based on M-estimators, estimating functions, and the generalized method of moments In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Invariant 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 | |
| 1985 | On 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] | paper | 0 |
| 1986 | On 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 | |
| 1986 | Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 28 |
| 1989 | Nonlinear 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: 28 | article | |
| 1986 | Exact tests and confidence sets in linear regressions with autocorrelated errors In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 28 |
| 1990 | Exact 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 | |
| 1987 | Bias of S2 in linear regressions with dependent errors In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Une evaluation economique du financement public des exportations. (With English summary.) In: Canadian Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2007 | Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Finite-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 | |
| 2008 | Hodges-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] | paper | 0 |
| 2010 | Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Short and long run causality measures: theory and inference In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Short 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 | |
| 2008 | Measuring causality between volatility and returns with high-frequency data In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1985 | Unbiasedness of Predictions from Etimated Vector Autoregressions In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 1983 | Unbiasedness of Predictions From Estimated Vector Autoregressions.(1983) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1992 | Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1989 | Improved Berry-Esseen-Chebyshev Bounds with Statistical Applications.(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1989 | IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS.(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1992 | Improved Berry-Esséen-Chebyshev bounds with statistical applications.(1992) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | 36th annual meeting of the Canadian economics association In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 1984 | Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 1991 | Invariance, Nonlinear Models, and Asymptotic Tests. In: Econometrica. [Full Text][Citation analysis] | article | 32 |
| 1987 | Invariance, Nonlinear Models and Asymptotic Tests..(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1997 | Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models In: Econometrica. [Citation analysis] | article | 277 |
| 1998 | Exact Inference Methods for First-Order Autoregressive Distributed Lag Models In: Econometrica. [Citation analysis] | article | 34 |
| 1995 | Exact 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 | |
| 1995 | Exact 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 | |
| 1998 | Short Run and Long Run Causality in Time Series: Theory In: Econometrica. [Citation analysis] | article | 169 |
| 1995 | Short-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: 169 | paper | |
| 1995 | Short-Run and Long-Rub Causality in Time Series: Theory..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2004 | Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 0 |
| 2004 | A simple estimation method and finite-sample inference for a stochastic volatility model In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Finite 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] | paper | 2 |
| 2004 | Simulation-Based Finite-Sample Inference in Simultaneous Equations In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Are New Keynesian Phillips Curves Identified ? In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] | paper | 3 |
| 2004 | Are New Keynesian Phillips Curves Identified ?.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Are New Keynesian Phillips Curves Identified ?.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2000 | Monte Carlo Test Applied to Models Estimated by Indirect Inference In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Simulation-based finite sample normality tests in linear regressions In: Econometrics Journal. [Citation analysis] | article | 28 |
| 1998 | Simulation-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 | |
| 2009 | Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2010 | Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2010 | Estimation uncertainty in structural inflation models with real wage rigidities In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2010 | On the precision of Calvo parameter estimates in structural NKPC models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
| 1991 | Over-rejections in rational expectations models : A non-parametric approach to the Mankiw-Shapiro problem In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 1991 | Over-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 | |
| 1991 | Over-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 | |
| 1992 | On the lack of invariance of some asymptotic tests to rescaling In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1993 | On the relationship between impulse response analysis, innovation accounting and Granger causality In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1993 | On 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 | |
| 1980 | The Cochrane-Orcutt procedure numerical examples of multiple admissible minima In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1980 | The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima.(1980) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1980 | Dummy variables and predictive tests for structural change In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 2006 | Resampling methods in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Finite-sample simulation-based inference in VAR models with application to Granger causality testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2007 | Further results on projection-based inference in IV regressions with weak, collinear or missing instruments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2009 | Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1982 | Recursive stability analysis of linear regression relationships: An exploratory methodology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
| 1985 | Durbin-Watson tests for serial correlation in regressions with missing observations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1983 | Durbin-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 | |
| 1985 | Some robust exact results on sample autocorrelations and tests of randomness In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 1984 | Some 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 | |
| 1988 | Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 62 |
| 1993 | The importance of seasonality in inventory models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1994 | Simplified conditions for noncausality between vectors in multivariate ARMA models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1992 | Simplified 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 | |
| 1992 | Simplified 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 | |
| 1996 | Editors introduction recent developments in the econometrics of structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1996 | Exact tests for structural change in first-order dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 1997 | Exact tests in single equation autoregressive distributed lag models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1995 | Exact 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 | |
| 1995 | Exact Tests in Single Equation Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2010 | Editorial 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] | article | 1 |
| 2010 | Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2010 | Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2013 | Identification-robust analysis of DSGE and structural macroeconomic models In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 26 |
| 1976 | On spectral estimation for a homogeneous random process on the circle In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 1982 | A 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] | paper | 0 |
| 1992 | Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries. In: Toulouse - GREMAQ. [Citation analysis] | paper | 0 |
| 1993 | Causalites 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 | |
| 1990 | Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications. In: Universite Libre de Bruxelles - C.E.M.E.. [Citation analysis] | paper | 13 |
| 1992 | Improved 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 | |
| 1992 | Improved 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 | |
| 1993 | Improved 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 | |
| 2013 | Weak Identification in Probit Models with Endogenous Covariates In: IEER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1982 | Generalized Chow Tests for Structural Change: A Coordinate-Free Approach. In: International Economic Review. [Full Text][Citation analysis] | article | 29 |
| 1981 | Generalized 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 | |
| 1994 | Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review. [Full Text][Citation analysis] | article | 24 |
| 1992 | Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1992 | Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1997 | Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter. In: International Economic Review. [Citation analysis] | article | 34 |
| 1994 | Excat 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 | |
| 1994 | Excat 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 | |
| 2001 | Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors. In: International Economic Review. [Citation analysis] | article | 58 |
| 2010 | Multivariate 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] | article | 8 |
| 2001 | Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Finite-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 | |
| 2000 | Économétrie, théorie des tests et philosophie des sciences In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Econometrie, theorie des tests et philosophie des sciences..(2000) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Logique 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 | |
| 2003 | Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Méthodes 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 | |
| 2004 | Méthodes 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 | |
| 2005 | Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Tests 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 | |
| 2004 | Tests 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 | |
| 1978 | Fonctions de Production Dans Leconomie du Quebec In: Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1978 | Fonctions 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 | |
| 1979 | Rank Tests for Serial Dependence In: Cahiers de recherche. [Citation analysis] | paper | 24 |
| 1981 | Rank Tests for Serial Dependence.(1981) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1980 | An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | Tests of Exogeneity In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | A Simple Proof for the Chow Test When the Number of Observations Is Insufficient In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | Nonparametric Testing for Time Series: a Bibliography In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1980 | Predictive Tests for Structural Change and the St. Louis Equation In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1981 | Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change In: Cahiers de recherche. [Citation analysis] | paper | 2 |
| 1981 | A 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] | paper | 0 |
| 1981 | Fixed Points and Minima: a Comment on Betancourt and Kelejian In: Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1981 | Recursive Stability Analysis of Linear Regression Relationships In: Cahiers de recherche. [Citation analysis] | paper | 5 |
| 1981 | The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1981 | Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Investment, 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 | |
| 1981 | A Specification Error Theorem for Predictions From Estimated Autoregressions In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1984 | Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1985 | Mesure et Incidence des Depenses Fiscales au Quebec In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1985 | Mesure 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 | |
| 1985 | Generalized Portmanteau Statistics and Tests of Randomness. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 1986 | Lechangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1986 | Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1986 | Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1986 | Tests Non Parametriques Optimaux Pour une Autoregression Dordre Un In: Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1987 | Tests non paramétriques optimaux pour une autorégression dordre un.(1987) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1988 | Non-Uniform Bounds for Nonparametric T Tests In: Cahiers de recherche. [Citation analysis] | paper | 2 |
| 1988 | NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS.(1988) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1991 | Nonuniform bounds for nonparametric t-tests.(1991) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1989 | On a Conjecture of Edelman on Nonparametric T-Tests In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1989 | ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS.(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1989 | Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1989 | OPTIMAL 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 | |
| 1990 | Simple Exact Bounds for Distributions of Linear Signed Rank Statistics. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1990 | SIMPLE 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 | |
| 1992 | Simple 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 | |
| 1990 | Kimballs Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1990 | KIMBALLS 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 | |
| 1991 | An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1991 | An 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 | |
| 1990 | An 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 | |
| 1991 | Testing Causality Between Two Vectors in Multivariate Arma Models. In: Cahiers de recherche. [Citation analysis] | paper | 2 |
| 1991 | Testing Causality Between Two Vextors in Multivariate Arma Models..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1995 | Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 8 |
| 1995 | Some 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 | |
| 1995 | Some 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 | |
| 1995 | Exact Tests Structural Change in First-Order Dynamic Models. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
| 1995 | Exact Tests Structural Change in First-Order Dynamic Models..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1997 | Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 27 |
| 1998 | Statistical 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 | |
| 1998 | Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Exact Nonparametric Orthogonality and Random Walk Tests. In: Cahiers de recherche. [Citation analysis] | paper | 40 |
| 1995 | Exact 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 | |
| 1993 | Pitfalls of Rescalling Regression Models with Box-Cox Transformations. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1994 | Pitfalls 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 | |
| 2008 | Instrument endogeneity and identification-robust tests: some analytical results In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| 2015 | IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1981 | Variables binaires et tests prédictifs contre les changements structurels In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1997 | La causalité entre la monnaie et le revenu : une analyse fondée sur un modèle VARMA-échelon In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2001 | Logique et tests d’hypothèses In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2002 | Méthodes d’inférence exactes pour des processus autorégressifs : une approche fondée sur des tests induits In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 2008 | Market failure, inequality and redistribution In: Ethics and Economics. [Full Text][Citation analysis] | article | 0 |
| Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1999 | Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 7 |
| 2006 | Structural Estimation and Evaluation of Calvo-Style Inflation Models In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
| 1985 | Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation]. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1993 | New Developments in Time Series Econometrics: An Overview. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1983 | A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation. In: Empirical Economics. [Citation analysis] | article | 0 |
| 2013 | Factor-Augmented VARMA Models With Macroeconomic Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 20 |
| 1998 | Generalized run tests for heteroscedastic time series In: ULB Institutional Repository. [Citation analysis] | paper | 12 |
| 2003 | Exact tests and confidence sets for the tail coefficient of a-stable distributions In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 1 |
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