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1

Exact confidence sets and goodness-of-fit methods for stable distributions

Beaulieu, Marie-Claude, Dufour, Jean-Marie, Khalaf, Lynda

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 613 KB

english, 2014

2

Pitfalls of Rescaling Regression Models with Box-Cox Transformations

Marcel G. Dagenais and Jean-Marie Dufour

Journal:

Review of Economics and Statistics

Year:

1994

Language:

english

File:

PDF, 206 KB

english, 1994

3

Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot

Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim, Franz C. Palm

Journal:

Journal of Empirical Finance

Year:

2010

Language:

english

File:

PDF, 113 KB

english, 2010

4

Statistical Inference for Computable General Equilibrium Models, with Application to A Model of the Moroccan Economy

Abdelkhalek, Touhami, Dufour, Jean-Marie

Journal:

Review of Economics and Statistics

Year:

1998

Language:

english

File:

PDF, 185 KB

english, 1998

5

La causalité entre la monnaie et le revenu : une analyse fondée sur un modèle VARMA-échelon

Dufour, Jean-Marie, Tessier, David

Journal:

L'Actualité économique

Year:

1997

Language:

french

File:

PDF, 1.31 MB

french, 1997

6

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu

Journal:

Journal of Applied Econometrics

Year:

2010

Language:

english

File:

PDF, 188 KB

english, 2010

7

Recursive stability analysis of linear regression relationships: An exploratory methodology

Jean-Marie Dufour

Journal:

Journal of Econometrics

Year:

1982

Language:

english

File:

PDF, 2.53 MB

english, 1982

8

Exact tests for structural change in first-order dynamic models

Jean-Marie Dufour, Jan F. Kiviet

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.66 MB

english, 1996

9

Finite-sample simulation-based inference in VAR models with application to Granger causality testing

Jean-Marie Dufour, Tarek Jouini

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 288 KB

english, 2006

10

Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions

Jean-Marie Dufour, Lynda Khalaf

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 182 KB

english, 2002

11

Exact tests in single equation autoregressive distributed lag models

Jan F. Kiviet, Jean-Marie Dufour

Journal:

Journal of Econometrics

Year:

1997

Language:

english

File:

PDF, 2.86 MB

english, 1997

12

New developments in time series econometrics: An overview

Jean-Marie Dufour, Baldev Raj

Journal:

Empirical Economics

Year:

1993

Language:

english

File:

PDF, 633 KB

english, 1993

13

Simulation-based Finite Sample Normality Tests in Linear Regressions

Jean-Marie Dufour, Abdeljelil Farhat, Lucien Gardiol, Lynda Khalaf

Journal:

The Econometrics Journal

Year:

1998

Language:

english

File:

PDF, 217 KB

english, 1998

14

Identification-robust analysis of DSGE and structural macroeconomic models

Dufour, Jean-Marie, Khalaf, Lynda, Kichian, Maral

Journal:

Journal of Monetary Economics

Year:

2013

Language:

english

File:

PDF, 254 KB

english, 2013

15

Multivariate Tests of Mean-Variance Efficiency with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

Journal:

Journal of Business and Economic Statistics

Year:

2007

Language:

english

File:

PDF, 1.89 MB

english, 2007

16

Generalized runs tests for heteroscedastic time series

Dufour, Jean-Marie, Hallin, Marc, Mizera, Ivan

Journal:

Journal of Nonparametric Statistics

Year:

1998

Language:

english

File:

PDF, 1.57 MB

english, 1998

17

Short Run and Long Run Causality in Time Series: Theory

Dufour, Jean-Marie, Renault, Eric

Journal:

Year:

1998

Language:

english

File:

PDF, 569 KB

english, 1998

18

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

Dufour, Jean-Marie, Kiviet, Jan F.

Journal:

Year:

1998

Language:

english

File:

PDF, 689 KB

english, 1998

19

Invariant tests based on M -estimators, estimating functions, and the generalized method of moments

Dufour, Jean-Marie, Trognon, Alain, Tuvaandorj, Purevdorj

Journal:

Econometric Reviews

Year:

2016

Language:

english

File:

PDF, 814 KB

english, 2016

20

Variables binaires et tests prédictifs contre les changements structurels; Predictive tests for structural change and the St. Louis Equation;

Dufour, Jean-Marie

Journal:

L'Actualité économique

Year:

1981

Language:

french

File:

PDF, 940 KB

french, 1981

21

Mesure et incidence des dépenses fiscales au Québec; Measurement and incidence of tax expenditures in Québec;

Jobin, Jacques, Dufour, Jean-Marie

Journal:

L'Actualité économique

Year:

1985

Language:

french

File:

PDF, 1.56 MB

french, 1985

22

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

Jean-Marie Dufour, Marcel G. Dagenais

Journal:

Journal of Econometrics

Year:

1985

Language:

english

File:

PDF, 704 KB

english, 1985

23

Some robust exact results on sample autocorrelations and tests of randomness

Jean-Marie Dufour, Roch Roy

Journal:

Journal of Econometrics

Year:

1985

Language:

english

File:

PDF, 939 KB

english, 1985

24

Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments

Jean-Marie Dufour

Journal:

Journal of Econometrics

Year:

1988

Language:

english

File:

PDF, 885 KB

english, 1988

25

Nonlinear models, rescaling and test invariance

Jean-Marie Dufour, Marcel G. Dagenais

Journal:

Journal of Statistical Planning and Inference

Year:

1992

Language:

english

File:

PDF, 1.61 MB

english, 1992

26

Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form

Jean-Marie Dufour, Abderrahim Taamouti

Journal:

Computational Statistics & Data Analysis

Year:

2010

Language:

english

File:

PDF, 946 KB

english, 2010

27

Simulation based finite and large sample tests in multivariate regressions

Jean-Marie Dufour, Lynda Khalaf

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 210 KB

english, 2002

28

Electromagnetic micro-device realized by electrochemical way

Anne-Lise Coutrot, Elisabeth Dufour-Gergam, Emile Martincic, Jean-Paul Gilles, Jean-Paul Grandchamp, Jean-Marie Quemper, Alain Bosseboeuf, Francisco Alves, Baroini Ahamada

Journal:

Sensors and Actuators A: Physical

Year:

2001

Language:

english

File:

PDF, 282 KB

english, 2001

29

Permalloy electroplating through photoresist molds

Jean-Marie Quemper, S. Nicolas, J.P. Gilles, J.P. Grandchamp, A. Bosseboeuf, T. Bourouina, E. Dufour-Gergam

Journal:

Sensors and Actuators A: Physical

Year:

1999

Language:

english

File:

PDF, 1.84 MB

english, 1999

30

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models

Jean-Marie Dufour, Lynda Khalaf, Marie-Claude Beaulieu

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2003

Language:

english

File:

PDF, 147 KB

english, 2003

31

Identification, weak instruments, and statistical inference in econometrics

Jean-Marie Dufour

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2003

Language:

english

File:

PDF, 280 KB

english, 2003

32

Nonparametric Testing for Time Series: A Bibliography

Jean-Marie Dufour, Yves Lepage and Hanna Zeidan

Journal:

Canadian Journal of Statistics

Year:

1982

Language:

english

File:

PDF, 2.21 MB

english, 1982

33

Montmorillonite for clay-polymer nanocomposites: Intercalation of tailored compounds based on succinic anhydride, acid and acid salt derivatives—a review

Nathalie Sibold, Christian Dufour, Fabrice Gourbilleau, Marie-Noëlle Metzner, Christian Lagrève, Loïc Le Pluart, Pierre-Jean Madec, Thi-Nhàn Pham

Journal:

Applied Clay Science

Year:

2007

Language:

english

File:

PDF, 527 KB

english, 2007

34

Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf

Journal:

Journal of Empirical Finance

Year:

2010

Language:

english

File:

PDF, 379 KB

english, 2010

35

P16. The Morphology of the L4-L5 and L5-S1 discs in asymptomatic and symptomatic spines: MRI study in the sitting and kneeling positions with or without the addition of 40 lb weights

Jean-Francois Roy, Jean-Marie Moutquin, Patrice Montminy, Francois Bergeron, Gilles Bouchard, Dufour Marie

Journal:

The Spine Journal

Year:

2003

Language:

english

File:

PDF, 47 KB

english, 2003

36

Invariance, Nonlinear Models, and Asymptotic Tests

Dagenais, Marcel G., Dufour, Jean-Marie

Journal:

Year:

1991

Language:

english

File:

PDF, 329 KB

english, 1991

37

Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models

Hafida Boudjellaba, Jean-Marie Dufour and Roch Roy

Journal:

Journal of the American Statistical Association

Year:

1992

Language:

english

File:

PDF, 1.45 MB

english, 1992

38

Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Beaulieu, Marie-Claude, Dufour, Jean-Marie, Khalaf, Lynda

Journal:

Journal of Business and Economic Statistics

Year:

2007

Language:

english

File:

PDF, 355 KB

english, 2007

39

Factor-Augmented VARMA Models With Macroeconomic Applications

Dufour, Jean-Marie, Stevanović, Dalibor

Journal:

Journal of Business and Economic Statistics

Year:

2013

Language:

english

File:

PDF, 670 KB

english, 2013

40

Generalized portmanteau statistics and tests of randomness

Dufour, Jean–Marie, Roy, Roch

Journal:

Communication in Statistics- Theory and Methods

Year:

1986

Language:

english

File:

PDF, 4.58 MB

english, 1986

41

Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions

Jean-Marie Dufour

Journal:

Year:

1989

Language:

english

File:

PDF, 530 KB

english, 1989

42

Botulinum Toxin as a Treatment for Functional Popliteal Artery Entrapment Syndrome

ISNER-HOROBETI, MARIE-EVE, MUFF, GUILLAUME, MASAT, JULIEN, DAUSSIN, JEAN-LUC, DUFOUR, STEPHANE P., LECOCQ, JEHAN

Journal:

Medicine & Science in Sports & Exercise

Year:

2015

Language:

english

File:

PDF, 3.09 MB

english, 2015

43

Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Touhami Abdelkhalek and Jean-Marie Dufour

Journal:

Annales d'Économie et de Statistique

Year:

2006

Language:

english

File:

PDF, 3.14 MB

english, 2006

44

Variability of PCB burden in 5 fish and sharks species of the French Mediterranean continental slope

Cresson, Pierre, Fabri, Marie Claire, Miralles, Françoise Marco, Dufour, Jean-Louis, Elleboode, Romain, Sevin, Karine, Mahé, Kelig, Bouchoucha, Marc

Journal:

Environmental Pollution

Year:

2016

Language:

english

File:

PDF, 1.11 MB

english, 2016

45

Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

Dufour, Jean-Marie

Journal:

Year:

1990

Language:

english

File:

PDF, 610 KB

english, 1990

46

Modélisation des systèmes dynamiques || Tests non paramétriques optimaux pour le modèle autorégressif d'ordre un

Jean-Marie Dufour and Marc Hallin

Journal:

Annales d'Économie et de Statistique

Year:

1987

Language:

english

File:

PDF, 2.21 MB

english, 1987

47

Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

Dufour, Jean-Marie

Journal:

Year:

1997

Language:

english

File:

PDF, 649 KB

english, 1997

48

Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown

Jean-Marie Dufour

Journal:

Year:

1984

Language:

english

File:

PDF, 275 KB

english, 1984

49

Identification, Weak Instruments, and Statistical Inference in Econometrics

Jean-Marie Dufour

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2003

Language:

english

File:

PDF, 3.97 MB

english, 2003

50

Papers from the EC2Conference || Simulation-based finite sample normality tests in linear regressions

Jean-Marie Dufour, Abdeljelil Farhat, Lucien Gardiol and Lynda Khalaf

Journal:

The Econometrics Journal

Year:

1998

Language:

english

File:

PDF, 1.79 MB

english, 1998