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Jean-Marie Dufour | lit.salon
Jean-Marie Dufour
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Books by Jean-Marie Dufour (50 max)
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New developments in time series econometrics
1994
Jean-Marie Dufour, Baldev Raj
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Short-run and long-run causality between monetary policy variables and stock prices
2006
Jean-Marie Dufour
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Methods for specification errors analysis with macroeconomic applications
1979
Jean-Marie Dufour
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Nonparametric testing for time series: a bibliography
1980
Jean-Marie Dufour
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A specification error theorem for predictions from estimated autoregressions
1982
Jean-Marie Dufour
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Investment, taxation, and econometric policy evaluation: some evidence on the Lucas critique
1982
Jean-Marie Dufour
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The demand for money during the German hyperinflation: a recursive stability analysis
1982
Jean-Marie Dufour
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Durbin-Watson tests for serial correlation in regressions with missing observations
1983
Jean-Marie Dufour
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Unbiasedness of predictions from estimated vector autoregressions
1983
Jean-Marie Dufour
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On estimators of the disturbance variance in econometric models: some general small-sampleresults on bias and the existence of moments
1985
Jean-Marie Dufour
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Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: exact simultaneous tests in linear regressions
1986
Jean-Marie Dufour
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New Developments in Time Series Econometrics (Studies in Empirical Economics)
1994
Jean-Marie Dufour
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
1999
Jean-Marie Dufour
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Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors
1999
Jean-Marie Dufour
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Simulation based finite and large sample inference methods in multivariate regressions and seemingly unrelated regressions
1999
Jean-Marie Dufour
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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
2005
Jean-Marie Dufour
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Inflation dynamics and the New Keynesian Phillips curve: an identification-robust econometric analysis
2005
Jean-Marie Dufour
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Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
2005
Jean-Marie Dufour
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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
2005
Jean-Marie Dufour
