Jean-Marie Dufour

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New Developments in Time Series Econometrics

by Jean-Marie Dufour and Baldev Raj First published in 1994 — 4 editions

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Short-run and long-run causality between monetary policy variables and stock prices

by Jean-Marie Dufour First published in 2006 — 3 editions

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The demand for money during the German hyperinflation: a recursive stability analysis

by Jean-Marie Dufour First published in 1982 — 1 edition

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Durbin-Watson tests for serial correlation in regressions with missing observations

by Jean-Marie Dufour First published in 1983 — 1 edition

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Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors

by Jean-Marie Dufour First published in 1999 — 1 edition

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Inflation dynamics and the New Keynesian Phillips curve: an identification-robust econometric analysis

by Jean-Marie Dufour First published in 2005 — 1 edition

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Investment, taxation, and econometric policy evaluation: some evidence on the Lucas critique

by Jean-Marie Dufour First published in 1982 — 1 edition

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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

by Jean-Marie Dufour First published in 1999 — 1 edition

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Methods for specification errors analysis with macroeconomic applications

by Jean-Marie Dufour First published in 1979 — 1 edition

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New Developments in Time Series Econometrics (Studies in Empirical Economics)

by Jean-Marie Dufour First published in 1994 — 1 edition

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Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: exact simultaneous tests in linear regressions

by Jean-Marie Dufour First published in 1986 — 1 edition

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Nonparametric testing for time series: a bibliography

by Jean-Marie Dufour First published in 1980 — 1 edition

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On estimators of the disturbance variance in econometric models: some general small-sampleresults on bias and the existence of moments

by Jean-Marie Dufour First published in 1985 — 1 edition

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Simulation based finite and large sample inference methods in multivariate regressions and seemingly unrelated regressions

by Jean-Marie Dufour First published in 1999 — 1 edition

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A specification error theorem for predictions from estimated autoregressions

by Jean-Marie Dufour First published in 1982 — 1 edition

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Unbiasedness of predictions from estimated vector autoregressions

by Jean-Marie Dufour First published in 1983 — 1 edition

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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

by Jean-Marie Dufour First published in 2005 — 1 edition

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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression

by Jean-Marie Dufour First published in 2005 — 1 edition

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Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics

by Jean-Marie Dufour First published in 2005 — 1 edition

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OLID: OL1144584A

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Created April 1, 2008
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August 19, 2008	Edited by an anonymous user	fix author name
April 1, 2008	Created by an anonymous user	initial import

Jean-Marie Dufour

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