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)

23

H index

46

i10 index

1762

Citations

RESEARCH PRODUCTION:

86

Articles

206

Papers

RESEARCH ACTIVITY:

   40 years (1976 - 2016). See details.
   Cites by year: 44
   Journals where Jean-Marie Dufour has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 112 (5.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu24
   Updated: 2020-09-22    RAS profile: 2016-12-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Khalaf, Lynda (2)

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

Is cited by:

Khalaf, Lynda (122)

Doko Tchatoka, Firmin (61)

Luger, Richard (57)

Yelou, Clement (33)

Bernard, Jean-Thomas (32)

Al-Sadoon, Majid (27)

Hallin, Marc (22)

Fanelli, Luca (21)

Woźniak, Tomasz (19)

Bolduc, Denis (18)

Urga, Giovanni (17)

Cites to:

Khalaf, Lynda (98)

Kiviet, Jan (66)

Stock, James (46)

Andrews, Donald (33)

Phillips, Peter (32)

Kilian, Lutz (32)

Startz, Richard (29)

Nelson, Charles (29)

Lopez-Salido, David (26)

Wright, Jonathan (25)

Gali, Jordi (23)

Main data


Where Jean-Marie Dufour has published?


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

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

Recent works citing Jean-Marie Dufour (2020 and 2019)


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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Coverage 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Bilinear form test statistics for extremum estimation. (2019). Crudu, Federico ; Osorio, Felipe. In: Papers. RePEc:arx:papers:1912.01410.

Full description at Econpapers || Download paper

2020Arctic 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

2020New 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019The Identification Problem for Linear Rational Expectations Models. (2019). Al-Sadoon, Majid ; Zwiernik, Piotr. In: Working Papers. RePEc:bge:wpaper:1114.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Corporate governance and firm performance: The sequel. (2019). Bolton, Brian ; Bhagat, Sanjai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:142-168.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Combining p-values to test for multiple structural breaks in cointegrated regressions. (2019). Urga, Giovanni ; Bergamelli, Michele ; Khalaf, Lynda ; Bianchi, Annamaria. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:461-482.

Full description at Econpapers || Download paper

2019Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors. (2019). Moreira, Marcelo J. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:398-433.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76.

Full description at Econpapers || Download paper

2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

Full description at Econpapers || Download paper

2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Price-setting with quadratic adjustment costs: Experimental evidence. (2019). , Michael ; Orland, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:88-116.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Volatility risk premia and future commodity returns. (2019). ORNELAS, JOSE ; Mauad, Roberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:341-360.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Solar events and economic activity: Evidence from the US Telecommunications industry (1996–2014). (2019). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304339.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Robust inference in models identified via heteroskedasticity. (2018). Lewis, Daniel. In: Staff Reports. RePEc:fip:fednsr:876.

Full description at Econpapers || Download paper

2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

Full description at Econpapers || Download paper

2019Monte Carlo Inference on Two-Sided Matching Models. (2019). Kim, Tae Hoon ; Whang, Yoon-Jae ; Song, Kyungchul ; Schwartz, Jacob. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:16-:d:217155.

Full description at Econpapers || Download paper

2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

Full description at Econpapers || Download paper

2019An Universal, Simple, Circular Statistics-Based Estimator of α for Symmetric Stable Family. (2019). Roy, Moumita ; Sengupta, Ashis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:171-:d:290149.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Permutation Tests for Comparing Inequality Measures. (2019). Flachaire, Emmanuel ; Khalaf, Lynda ; Dufour, Jean-Marie. In: Post-Print. RePEc:hal:journl:hal-02172793.

Full description at Econpapers || Download paper

2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

Full description at Econpapers || Download paper

2019Impossible inference in econometrics: theory and applications. (2019). Moreira, Marcelo ; Bertanha, Marinho. In: CeMMAP working papers. RePEc:ifs:cemmap:02/19.

Full description at Econpapers || Download paper

2019Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances. (2019). Strumann, Christoph . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9728-y.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Leave-out Estimation of Variance Components. (2019). Kline, Patrick ; Solvsten, Mikkel ; Saggio, Raffaele. In: NBER Working Papers. RePEc:nbr:nberwo:26244.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Infrastructure and Foreign Direct Investment Inflows: Evidence from Ghana. (2020). Fosu, Prince. In: MPRA Paper. RePEc:pra:mprapa:100375.

Full description at Econpapers || Download paper

2019Introduction : Malaise dans la science économique ?. (2019). Akhabbar, Amanar. In: MPRA Paper. RePEc:pra:mprapa:93328.

Full description at Econpapers || Download paper

2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

Full description at Econpapers || Download paper

2019Multi-Horizon Financial and Housing Wealth Effects across the U.S. States. (2019). Wohar, Mark ; GUPTA, RANGAN ; coskun, yener ; Bouras, Christos. In: Working Papers. RePEc:pre:wpaper:201958.

Full description at Econpapers || Download paper

2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

Full description at Econpapers || Download paper

2019The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach. (2019). GUPTA, RANGAN ; Balcilar, Mehmet ; Ike, George . In: Working Papers. RePEc:pre:wpaper:201975.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: Discussion Papers. RePEc:sfu:sfudps:dp19-02.

Full description at Econpapers || Download paper

2020Identification-Robust Nonparametric Interference in a Linear IV Model. (2020). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp20-03.

Full description at Econpapers || Download paper

2020Causal Dynamics among Foreign Portfolio Investment Volatility, Financial Deepening and Capital Markets in Low Income Countries. (2020). Sibanda, Mabutho ; Mamvura, Kuziva ; Rajaram, Rajendra. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:70:y:2020:i:1-2:p:20-38.

Full description at Econpapers || Download paper

2020Statistical Development of Animal Density Estimation Using Random Encounter Modelling. (2020). Cole, D J ; N. O. A. S. Jourdain, ; Rowcliffe, Marcus J ; Ridout, M S. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:25:y:2020:i:2:d:10.1007_s13253-020-00385-4.

Full description at Econpapers || Download paper

2019Deconstructing the Education-Innovation-Development Nexus in the EU-28 Using Panel Causality and Poolability Tests. (2019). Mitze, Timo ; Makkonen, Teemu. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:10:y:2019:i:2:d:10.1007_s13132-017-0454-4.

Full description at Econpapers || Download paper

2019Business cycles in Greek maritime transport: an econometric exploration (1998–2015). (2019). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Papageorgiou, Theofanis ; Dokas, Ioannis G ; Christopoulos, Apostolos G. In: Operational Research. RePEc:spr:operea:v:19:y:2019:i:4:d:10.1007_s12351-017-0331-8.

Full description at Econpapers || Download paper

2020Sectoral inflationary dynamics: cross-country evidence on the open-economy New Keynesian Phillips Curve. (2020). Saygili, Hulya. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:156:y:2020:i:1:d:10.1007_s10290-019-00340-7.

Full description at Econpapers || Download paper

2020Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: TSE Working Papers. RePEc:tse:wpaper:122916.

Full description at Econpapers || Download paper

2020Volatility Regressions with Fat Tails. (2020). Meddahi, Nour ; Kim, Jihyun. In: TSE Working Papers. RePEc:tse:wpaper:124237.

Full description at Econpapers || Download paper

2019Frequentist size of Bayesian inequality tests. (2019). Kaplan, David ; Zhuo, Longhao. In: Working Papers. RePEc:umc:wpaper:1802.

Full description at Econpapers || Download paper

2019Frequentist properties of Bayesian inequality tests. (2019). Kaplan, David ; Zhuo, Longhao. In: Working Papers. RePEc:umc:wpaper:1910.

Full description at Econpapers || Download paper

2019The identification problem for linear rational expectations models. (2019). Al-Sadoon, Majid ; Zwiernik, Piotr. In: Economics Working Papers. RePEc:upf:upfgen:1669.

Full description at Econpapers || Download paper

2019Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1050-1072.

Full description at Econpapers || Download paper

2019Directed Graph and Variable Selection in Large Vector Autoregressive Models. (2019). Brüggemann, Ralf ; Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203656.

Full description at Econpapers || Download paper

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]
paper1
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]
paper56
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: 56
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: 56
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: 56
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: 56
paper
2006Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers.
[Full Text][Citation analysis]
paper31
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]
article19
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]
article11
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: 11
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: 11
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: 11
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]
paper29
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: 29
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: 29
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: 29
paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper17
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: 17
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: 17
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: 17
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
2000Économétrie, théorie des tests et philosophie des sciences In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
2000Économétrie, théorie des tests et philosophie des sciences.(2000) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Econometrie, theorie des tests et philosophie des sciences..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper32
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: 32
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: 32
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: 32
paper
2001Logiques et tests dhypothèses : réflexions sur les problèmes mal posés en économétrie In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
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: 2
paper
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]
paper1
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: 1
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: 1
paper
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper60
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: 60
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: 60
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: 60
paper
2003Identification, Weak Instruments and Statistical Inference in Econometrics In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper93
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: 93
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: 93
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: 93
paper
2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
2003Méthodes d’inférence 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
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
2003Short Run and Long Run Causality in Time Series: Inference In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper74
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: 74
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: 74
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: 74
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]
paper110
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: 110
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: 110
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: 110
paper
2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
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: 2
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: 2
paper
2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper3
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: 3
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: 3
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: 3
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: 3
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
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: 0
paper
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: 0
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: 0
article
2005Asymptotic distribution of a simple linear estimator for VARMA models in echelon form In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper3
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: 3
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: 3
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]
paper15
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: 15
article
2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper9
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: 9
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]
paper3
2009Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper28
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: 28
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: 28
paper
2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper6
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: 6
paper
2014Identification-robust inference for endogeneity parameters in linear structural models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper16
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: 16
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: 16
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: 16
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: 16
article
2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
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: 0
article
2015Asymptotic distributions for quasi-efficient estimators in echelon VARMA models In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper2
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: 2
article
2015Invariant tests based on M-estimators, estimating functions, and the generalized method of moments In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper0
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: 0
paper
1985On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments In: CORE Discussion Papers.
[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: CORE Discussion Papers.
[Citation analysis]
paper18
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: 18
article
1986Exact tests and confidence sets in linear regressions with autocorrelated errors In: CORE Discussion Papers.
[Citation analysis]
paper24
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: 24
article
1987Bias of S2 in linear regressions with dependent errors In: CORE Discussion Papers RP.
[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]
paper18
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: 18
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]
paper36
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: 36
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]
article30
1987Invariance, Nonlinear Models and Asymptotic Tests..(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 30
paper
1997Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models In: Econometrica.
[Citation analysis]
article203
1998Exact Inference Methods for First-Order Autoregressive Distributed Lag Models In: Econometrica.
[Citation analysis]
article29
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: 29
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: 29
paper
1998Short Run and Long Run Causality in Time Series: Theory In: Econometrica.
[Citation analysis]
article111
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: 111
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: 111
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]
article24
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: 24
paper
2009Finite sample multivariate tests of asset pricing models with coskewness In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
2010Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article2
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]
article11
1991Over-rejections in rational expectations models : A non-parametric approach to the Mankiw-Shapiro problem In: Economics Letters.
[Full Text][Citation analysis]
article10
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: 10
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: 10
paper
1992On the lack of invariance of some asymptotic tests to rescaling In: Economics Letters.
[Full Text][Citation analysis]
article4
1993On the relationship between impulse response analysis, innovation accounting and Granger causality In: Economics Letters.
[Full Text][Citation analysis]
article14
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: 14
paper
1980The Cochrane-Orcutt procedure numerical examples of multiple admissible minima In: Economics Letters.
[Full Text][Citation analysis]
article1
1980The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima.(1980) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1980Dummy variables and predictive tests for structural change In: Economics Letters.
[Full Text][Citation analysis]
article17
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]
article12
2007Further results on projection-based inference in IV regressions with weak, collinear or missing instruments In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
2009Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
1982Recursive stability analysis of linear regression relationships: An exploratory methodology In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
1985Durbin-Watson tests for serial correlation in regressions with missing observations In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
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: 0
paper
1985Some robust exact results on sample autocorrelations and tests of randomness In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
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: 15
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]
article50
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]
article13
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: 13
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: 13
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]
article19
1997Exact tests in single equation autoregressive distributed lag models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
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: 8
paper
1995Exact Tests in Single Equation Autoregressive Distributed Lag Models..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 8
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]
article3
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]
article18
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]
paper11
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: 11
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: 11
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: 11
paper
2013Weak Identification in Probit Models with Endogenous Covariates In: IEER Working Papers.
[Full Text][Citation analysis]
paper0
1982Generalized Chow Tests for Structural Change: A Coordinate-Free Approach. In: International Economic Review.
[Full Text][Citation analysis]
article21
1981Generalized Chow Tests for Structural Change: a Coordinate-Free Approach.(1981) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 21
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]
article29
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: 29
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: 29
paper
2001Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors. In: International Economic Review.
[Citation analysis]
article52
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]
article7
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
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]
paper20
1981Rank Tests for Serial Dependence.(1981) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 20
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]
paper1
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]
paper4
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]
paper1
1985Mesure et incidence des dépenses fiscales au Québec.(1985) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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]
paper0
1987Tests non paramétriques optimaux pour une autorégression dordre un.(1987) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1988Non-Uniform Bounds for Nonparametric T Tests In: Cahiers de recherche.
[Citation analysis]
paper1
1988NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS.(1988) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
1991Nonuniform bounds for nonparametric t-tests.(1991) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 1
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]
paper7
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: 7
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: 7
paper
1995Exact Tests Structural Change in First-Order Dynamic Models. In: Cahiers de recherche.
[Full Text][Citation analysis]
paper0
1995Exact Tests Structural Change in First-Order Dynamic Models..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0
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]
paper22
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: 22
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]
paper33
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: 33
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]
paper14
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]
article17
1998Generalized run tests for heteroscedastic time series In: ULB Institutional Repository.
[Citation analysis]
paper11
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 July, 2 2020. Contact: CitEc Team