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~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
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Theorie
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00.10.1992
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Dufour, Jean-Marie
Phillips, Peter C. B.
36
Lee, Lung-fei
26
Linton, Oliver
17
Swanson, Norman R.
17
Ghysels, Eric
16
Gouriéroux, Christian
16
Koop, Gary
16
Yu, Jun
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Diebold, Francis X.
14
Pesaran, M. Hashem
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Aït-Sahalia, Yacine
13
Granger, C. W. J.
12
McAleer, Michael
12
Robinson, Peter M.
12
Schmidt, Peter
12
Chib, Siddhartha
11
Corradi, Valentina
11
Lewbel, Arthur
11
Renault, Eric
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Timmermann, Allan
11
Xiao, Zhijie
11
Barnett, William A.
10
Gallant, A. Ronald
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Todorov, Viktor
10
Whang, Yoon-jae
10
Bollerslev, Tim
9
Kumbhakar, Subal
9
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9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Park, Joon Y.
9
Sentana, Enrique
9
Sickles, Robin C.
9
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9
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Journal of econometrics
Cahier / Département de Sciences Économiques, Université de Montréal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Cahier / Départment de Sciences Économiques, Université de Montréal
6
CIRANO Working Papers
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L' Actualité économique : revue trimest.
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Economics letters
3
International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
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Annales d'économie et de statistique
1
CEA_372Cass working paper series
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CIRANO - Scientific Publications 2013s-39
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Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
L' économétrie appliquée
1
Les cahiers de recherche / Université Laval, Département d'Economique
1
Oxford bulletin of economics and statistics
1
Special issue on new developments in time series econometrics
1
Staff working paper / Bank of Canada
1
Studies in Empirical Economics
1
Studies in empirical economics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
3
Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
Saved in:
4
Resampling methods in econometrics : editors' introduction
Dufour, Jean-Marie
;
Perron, Benoit
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003359534
Saved in:
5
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
6
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
7
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
Saved in:
8
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
9
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
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