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)

21

H index

43

i10 index

1479

Citations

RESEARCH PRODUCTION:

88

Articles

207

Papers

RESEARCH ACTIVITY:

   41 years (1976 - 2017). See details.
   Cites by year: 36
   Journals where Jean-Marie Dufour has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 111 (6.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu24
   Updated: 2018-09-15    RAS profile: 2016-12-30    
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Relations with other researchers


Works with:

Khalaf, Lynda (7)

Doko Tchatoka, Firmin (4)

Galbraith, John (2)

Voia, Marcel (2)

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

Is cited by:

Khalaf, Lynda (122)

Luger, Richard (48)

Doko Tchatoka, Firmin (43)

Yelou, Clement (30)

Fanelli, Luca (21)

Bernard, Jean-Thomas (20)

Hallin, Marc (19)

Woźniak, Tomasz (19)

Al-Sadoon, Majid (19)

Bolduc, Denis (18)

Kandil, Magda (14)

Cites to:

Khalaf, Lynda (98)

Kiviet, Jan (68)

Stock, James (47)

Andrews, Donald (33)

Kilian, Lutz (32)

Phillips, Peter (32)

Startz, Richard (29)

Nelson, Charles (29)

Wright, Jonathan (26)

Lopez-Salido, David (26)

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

Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles8
Staff Working Papers / Bank of Canada5
Econometric Society 2004 North American Summer Meetings / Econometric Society4
Econometric Society World Congress 2000 Contributed Papers / Econometric Society3
Working Papers / Center for Research in Economics and Statistics3
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
School of Economics Working Papers / University of Adelaide, School of Economics2

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


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Asset pricing with investor sentiment: On the use of investor group behavior to forecast ASEAN markets. (2017). French, Jordan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:124-148.

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2017Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. (2017). Zhao, LI ; Xu, Xingzhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:119-126.

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2017Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (2017). Etesami, Jalal ; Kiyavash, Negar ; Habibnia, Ali . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:70769.

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2017Business cycles in Greek maritime transport: an econometric exploration (1998–2015). (2017). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Dokas, Ioannis G ; Christopoulos, Apostolos G ; Papageorgiou, Theofanis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:83540.

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2017Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests. (2017). Moreira, Marcelo ; Bertanha, Marinho Angelo. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:787.

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2017FISCAL SURPRISES AT THE FOMC. (2017). van Norden, Simon ; Croushore, Dean. In: Working Papers. RePEc:fip:fedpwp:17-13.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: Working Papers. RePEc:hal:wpaper:halshs-01508067.

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2017Confidence Sets for the Date of a Mean Shift at the End of a Sample. (2017). Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-06.

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2017Do Estimated Taylor Rules Suffer from Weak Identification?. (2017). Murray, Christian ; Urquiza, Juan . In: Working Papers. RePEc:hou:wpaper:2017-274-09.

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2017Non-asymptotic inference in instrumental variables estimation. (2017). Horowitz, Joel L. In: CeMMAP working papers. RePEc:ifs:cemmap:46/17.

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2017Vergleichende Evaluation der Konjunkturprognosen des Instituts für Makroökonomie und Konjunkturforschung an der Hans-Böckler-Stiftung für den Zeitraum 2005-2014. (2017). Tarassow, Artur ; Fritsche, Ulrich. In: IMK Studies. RePEc:imk:studie:54-2017.

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2017Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve. (2017). Escanciano, Juan Carlos ; Choi, Jinho ; Guo, Junjie . In: Caepr Working Papers. RePEc:inu:caeprp:2017014.

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2017The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality. (2017). Konstantakopoulou, Ioanna. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0355-1.

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2017Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes. (2017). Xiaofeng Lv, ; Li, Qinghai ; Xu, Xinkuo ; Zhang, Gupeng. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:15:y:2017:i:2:d:10.1007_s10888-017-9348-8.

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2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

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2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

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2017The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705.

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2017Asset Pricing and Excess Returns over the Market Return. (2017). Horenstein, Alex ; Ahn, Seung C. In: Working Papers. RePEc:mia:wpaper:2017-12.

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2017Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares.. (2017). Lye, Jeanette ; Hirschberg, Joseph. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2026.

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2017Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators in Median Regressions with Heterogeneous Dependent Errors. (2017). Coudin, Elise ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:01-2017.

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2017Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons. (2017). MAO TAKONGMO, Charles Olivier. In: MPRA Paper. RePEc:pra:mprapa:79703.

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2017Did Protestantism promote economic prosperity via higher human capital?. (2017). Edwards, Jeremy. In: MPRA Paper. RePEc:pra:mprapa:82346.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2018La elasticidad precio de la demanda de transporte aéreo de pasajeros en los Estados Unidos.. (2018). Escañuela Romana, Ignacio. In: MPRA Paper. RePEc:pra:mprapa:83572.

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2017Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201720.

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2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1406.

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2017Modelling an Emergent Economy and Parameter Instability Problem. (2017). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:5-28.

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2017Testing Identification Strength. (2017). Renault, Eric ; Antoine, Bertille. In: Discussion Papers. RePEc:sfu:sfudps:dp12-17.

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2017Combination of “combinations of p values”. (2017). Cheng, Lan ; Sheng, Xuguang Simon . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1230-9.

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2017Is the Hybrid New Keynesian Phillips Curve Stable? Evidence from Some Emerging Economies. (2017). Chowdhury, Kushal Banik ; Sarkar, Nityananda . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:3:d:10.1007_s40953-016-0059-y.

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2017Polarizing Effects of Early Exporting on Exit. (2017). Sinkovics, Rudolf ; Deng, Ziliang ; Jean, Ruey-Jer Bryan. In: Management International Review. RePEc:spr:manint:v:57:y:2017:i:2:d:10.1007_s11575-016-0292-9.

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2018Application of Two Gamma Distributions Mixture to Financial Auditing. (2018). Wywia, Janusz L. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0154-5.

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2017Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries. (2017). Lieli, Robert ; Khan, Urmee. In: Working Papers. RePEc:ucr:wpaper:201711.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao . In: Working Papers. RePEc:umc:wpaper:1709.

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2018Frequentist size of Bayesian inequality tests. (2018). Kaplan, David ; Zhuo, Longhao . In: Working Papers. RePEc:umc:wpaper:1802.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Research Memorandum. RePEc:unm:umagsb:2017023.

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2017Dynamic Relationship of Commodities prices and EUR/USD exchange rate trends in the recent past. (2017). Patane, Michele ; Zedda, Stefano ; Tedesco, Mattia . In: Department of Economics University of Siena. RePEc:usi:wpaper:759.

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2018A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models. (2018). Czajkowski, Mikolaj ; Carson, Richard. In: Working Papers. RePEc:war:wpaper:2018-04.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

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Works by Jean-Marie Dufour:


YearTitleTypeCited
2016Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory In: School of Economics Working Papers.
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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory In: School of Economics Working Papers.
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paper0
1987Tests non paramétriques optimaux pour le modéle autorégressif dordre un In: Annals of Economics and Statistics.
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article0
2006Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models In: Annals of Economics and Statistics.
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article2
2000Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(2000) In: CIRANO Working Papers.
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1998Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models.(1998) In: Cahiers de recherche.
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paper
2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis In: Staff Working Papers.
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paper46
2005Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis.(2005) In: CIRANO Working Papers.
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paper
2006Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis.(2006) In: Journal of Economic Dynamics and Control.
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article
2005Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis.(2005) In: Cahiers de recherche.
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paper
2005Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis.(2005) In: Cahiers de recherche.
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paper
2006Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices In: Staff Working Papers.
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paper24
2009Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit In: Staff Working Papers.
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paper5
2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada In: Staff Working Papers.
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paper0
2009Assessing Indexation-Based Calvo Inflation Models In: Staff Working Papers.
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paper0
2007Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach In: Journal of Business & Economic Statistics.
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article18
2009Comment In: Journal of Business & Economic Statistics.
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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.
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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.
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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.
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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.
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paper
2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors In: CIRANO Working Papers.
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2000Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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paper
1998Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors.(1998) In: Cahiers de recherche.
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paper
2000Simulation Based Finite and Large Sample Tests in Multivariate Regressions In: CIRANO Working Papers.
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paper23
2002Simulation based finite and large sample tests in multivariate regressions.(2002) In: Journal of Econometrics.
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article
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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paper
2000Simulation-Based Finite and Large Sample Tests in Multivariate Regressions..(2000) In: Cahiers de recherche.
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paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions In: CIRANO Working Papers.
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2002Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.(2002) In: Journal of Econometrics.
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article
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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paper
2000Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions..(2000) In: Cahiers de recherche.
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paper
2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes In: CIRANO Working Papers.
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2000Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes.(2000) In: Journal of Econometrics.
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article
2000Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
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paper
2000Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes..(2000) In: Cahiers de recherche.
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paper
2000Économétrie, théorie des tests et philosophie des sciences In: CIRANO Working Papers.
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2000Économétrie, théorie des tests et philosophie des sciences.(2000) In: Cahiers de recherche.
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2000Econometrie, theorie des tests et philosophie des sciences..(2000) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects In: CIRANO Working Papers.
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2004Simulation-based finite-sample tests for heteroskedasticity and ARCH effects.(2004) In: Journal of Econometrics.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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2001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects..(2001) In: Cahiers de recherche.
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paper
2001Logiques et tests dhypothèses : réflexions sur les problèmes mal posés en économétrie In: CIRANO Working Papers.
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2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
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2001Logique et tests dhypotheses: reflexions sur les problemes mal poses en econometrie.(2001) In: Cahiers de recherche.
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2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions In: CIRANO Working Papers.
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paper1
2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
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2001Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions..(2001) In: Cahiers de recherche.
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paper
2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach In: CIRANO Working Papers.
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2002Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach.(2002) In: Cahiers de recherche.
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paper
2002TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH.(2002) In: Cahiers de recherche.
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paper
2003Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach.(2003) In: Discussion Paper Series 1: Economic Studies.
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paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models In: CIRANO Working Papers.
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paper1
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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paper
2003Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models.(2003) In: Cahiers de recherche.
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2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments In: CIRANO Working Papers.
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2005Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2005) In: Econometrica.
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article
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
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paper
2003Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments.(2003) In: Cahiers de recherche.
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paper
2003Identification, Weak Instruments and Statistical Inference in Econometrics In: CIRANO Working Papers.
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paper76
2003Identification, weak instruments, and statistical inference in econometrics.(2003) In: Canadian Journal of Economics.
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2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
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2003Identification, Weak Instruments and Statistical Inference in Econometrics.(2003) In: Cahiers de recherche.
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2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes In: CIRANO Working Papers.
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2003Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes.(2003) In: Cahiers de recherche.
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2003Méthodes dinférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes.(2003) In: Cahiers de recherche.
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2004Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*.(2004) In: L'Actualité Economique.
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2003Short Run and Long Run Causality in Time Series: Inference In: CIRANO Working Papers.
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paper64
2006Short run and long run causality in time series: inference.(2006) In: Journal of Econometrics.
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2003Short run and long run causality in time series: Inference.(2003) In: Cahiers de recherche.
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2003Short Run and Long Run Causality in Time Series : Inference.(2003) In: Cahiers de recherche.
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2005Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics In: CIRANO Working Papers.
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2006Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics.(2006) In: Journal of Econometrics.
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2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
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2005Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions In: CIRANO Working Papers.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions.(2005) In: Cahiers de recherche.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series In: CIRANO Working Papers.
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2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: Journal of Econometrics.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
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2005Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series.(2005) In: Cahiers de recherche.
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2006Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series.(2006) In: ULB Institutional Repository.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression In: CIRANO Working Papers.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2005Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression.(2005) In: Cahiers de recherche.
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2004Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*.(2004) In: L'Actualité Economique.
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2005Asymptotic distribution of a simple linear estimator for VARMA models in echelon form In: CIRANO Working Papers.
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2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
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2005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form.(2005) In: Cahiers de recherche.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing In: CIRANO Working Papers.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
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2005Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing.(2005) In: Cahiers de recherche.
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2011Identification-robust estimation and testing of the zero-beta CAPM In: CIRANO Working Papers.
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2013Identification-Robust Estimation and Testing of the Zero-Beta CAPM.(2013) In: Review of Economic Studies.
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2011An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices In: CIRANO Working Papers.
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2012An identification‐robust test for time‐varying parameters in the dynamics of energy prices.(2012) In: Journal of Applied Econometrics.
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2011Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions In: CIRANO Working Papers.
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2011Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors In: CIRANO Working Papers.
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2011Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models In: CIRANO Working Papers.
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2011Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility In: CIRANO Working Papers.
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2009Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.(2009) In: Journal of Financial Econometrics.
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2013Exchange rates and commodity prices: measuring causality at multiple horizons In: CIRANO Working Papers.
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2016Exchange rates and commodity prices: Measuring causality at multiple horizons.(2016) In: Journal of Empirical Finance.
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2013Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons.(2013) In: Cahiers de recherche.
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2013Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability In: CIRANO Working Papers.
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2013Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.(2013) In: Cahiers de recherche.
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2014Identification-robust inference for endogeneity parameters in linear structural models In: CIRANO Working Papers.
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2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models.(2014) In: Cahiers de recherche.
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2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: MPRA Paper.
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2012Identification-robust inference for endogeneity parameters in linear structural models.(2012) In: Working Papers.
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2014Identification‐robust inference for endogeneity parameters in linear structural models.(2014) In: Econometrics Journal.
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2015Exact confidence sets and goodness-of-fit methods for stable distributions In: CIRANO Working Papers.
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2014Exact confidence sets and goodness-of-fit methods for stable distributions.(2014) In: Journal of Econometrics.
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2015Invariant tests based on M-estimators, estimating functions, and the generalized method of moments In: CIRANO Working Papers.
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2000Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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1986Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions In: CORE Discussion Papers.
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1986Exact tests and confidence sets in linear regressions with autocorrelated errors In: CORE Discussion Papers.
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1987Bias of S2 in linear regressions with dependent errors In: CORE Discussion Papers RP.
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2008Short and long run causality measures: theory and inference In: UC3M Working papers. Economics.
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1991Nonuniform bounds for nonparametric t-tests.(1991) In: ULB Institutional Repository.
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1992Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications In: Econometric Theory.
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1989IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS.(1989) In: Cahiers de recherche.
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1992Improved Berry-Esséen-Chebyshev bounds with statistical applications.(1992) In: ULB Institutional Repository.
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