Jean‐Marie Dufour - Publications, H-index & Citations

Jean‐Marie Dufour

universite de montreal

31H指数

299论文数

4.1K被引数

收录论文 37

发表时间

Identification-robust and simultaneous inference in multifactor asset pricing models 多因素资产定价模型中的识别-鲁棒和同时推断

JOURNAL OF ECONOMETRICS

IF4

2024-12-01

PREAI

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

Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation 工具变量回归中的外生性检验与弱识别：渐近理论与点估计

JOURNAL OF ECONOMETRICS

IF4

2024-08-01

OAAI

Tchatoka, Firmin Doko; Dufour, Jean-Marie

Identification-robust methods for comparing inequality with an application to regional disparities

JOURNAL OF ECONOMIC INEQUALITY

IF2.4

2024-02-14

OAAI

Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda; Zalghout, Abdallah

Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds

JOURNAL OF ECONOMETRICS

IF4

2023-09-01

PREAI

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; Melin, Olena

Simple estimators and inference for higher-order stochastic volatility models 高阶随机波动率模型的简单估计与推断

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

PREAI

Ahsan, Md. Nazmul; Dufour, Jean-Marie

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory

JOURNAL OF ECONOMETRICS

IF4

2020-10-01

OAAI

Tchatoka, Firmin Doko; Dufour, Jean-Marie

Exact confidence sets and goodness-of-fit methods for stable distributions 稳定分布的精确置信集和拟合优度方法

JOURNAL OF ECONOMETRICS

IF4

2014-07-01

OAAI

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

Editors' introduction: Heavy tails and stable Paretian distributions in econometrics

JOURNAL OF ECONOMETRICS

IF4

2014-07-01

PREAI

Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol

Identification-robust inference for endogeneity parameters in linear structural models

ECONOMETRICS JOURNAL

IF7

2014-02-18

OAAI

Tchatoka, Firmin Doko; Dufour, Jean-Marie

Identification-robust analysis of DSGE and structural macroeconomic models

JOURNAL OF MONETARY ECONOMICS

IF4.1

2013-04-01

PREAI

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

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

REVIEW OF ECONOMIC STUDIES

IF6.4

2012-12-19

OAAI

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

Short and long run causality measures: Theory and inference

JOURNAL OF ECONOMETRICS

IF4

2010-01-01

OAAI

Dufour, Jean-Marie; Taamouti, Abderrahim

Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models

JOURNAL OF ECONOMETRICS

IF4

2009-06-01

OAAI

Dufour, Jean-Marie; Valery, Pascale

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

ECONOMETRICS JOURNAL

IF7

2009-01-01

PREAI

Coudin, Elise; Dufour, Jean-Marie

Further results on projection-based inference in IV regressions with weak, collinear or missing instruments 在具有弱，共线或缺失工具的IV回归中基于投影的推断的进一步结果

JOURNAL OF ECONOMETRICS

IF4

2007-07-01

OAAI

Dufour, Jean-Marie; Taamouti, Mohamed

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

JOURNAL OF ECONOMETRICS

IF4

2006-11-01

PREAI

Dufour, Jean-Marie; Jouini, Tarek

Resampling methods in econometrics

JOURNAL OF ECONOMETRICS

IF4

2006-08-01

PREAI

Dufour, Jean-Marie; Perron, Benoit

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

JOURNAL OF ECONOMETRICS

IF4

2000-12-01

OAAI

Dufour, JM; Torrès, O

Statistical inference for computable general equilibrium models, with application to a model of the Moroccan economy

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1998-11-01

OAAI

Abdelkhalek, T; Dufour, JM

Short run and long run causality in time series: Theory

ECONOMETRICA

IF7.1

1998-09-01

175

PREAI

Dufour, JM; Renault, E

研究方向