Dufour, Jean-Marie
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- Contributor of11
- Confidence regions for calibrated parameters in computable general equilibrium models
- Exact tests in single equation, autoregressive distributed lag models
- Exact tests in single equation autoregressive distributed lag models
- Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
- Statistical inference for computable general equilibrium models with application to a model of the Moroccan economy
- Over-rejections in rational expectations models, a nonparametric approach to the Mankiw-Shapiro problem
- New developments in time series econometrics, Jean-Marie Dufour, Baldev Raj (eds.)
- Pitfalls of rescaling regression models with Box-Cox transformations
- Simplified conditions for non-causality between vectors in multivariate arma models
- Exact nonparametric orthogonality and random walk tests
- Testing causality between two vectors in multivariate ARMA models
- Creator of19
- Exact tests for structural change in first-order dynamic models
- Generalized predicitive tests and structural change analysis in econometrics
- Causalities a court et long terme dans les modeles VAR et ARIMA multivaries
- An exponential bound for the permutational distribution of a first-order autocorrelation coefficient
- Simulation-based finite and large tests in multivariate regressions
- Exact nonparametric two-sample homogeneity tests for possibly discrete distributions
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
- Logique et tests d'hypotheses, reflexions sur les problemes mal poses en econometrie
- Short-run and long-run causality in time series, theory
- Finite-sample inference methods for simultaneous equations and models with unobserved and generated regressors
- Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications
- Simulation-based finite-sample normality tests in linear regressions
- Exact inference methods for first-order autoregressive distributed lag models
- Simulation-based finite- and large-sample inference methods in multivariate regressions and seemingly unrelated regressions
- On the relationship between impulse response analysis, innovation accounting and Granger causality
- Simulation-based finite-sample tests for heteroskedasticity and arch effects
- Econometrie, theorie des tests et philosophie des sciences
- Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration