Dufour, Jean-Marie
Jean-Marie Dufour économiste canadien
Dufour, J.-M. Jean-Marie
VIAF ID: 50560604 ( Personal )
Permalink: http://viaf.org/viaf/50560604
Preferred Forms
-
-
- 100 1 _ ‡a Dufour, Jean-Marie
-
-
-
-
- 100 1 _ ‡a Dufour, Jean-Marie
- 100 1 _ ‡a Dufour, Jean-Marie
- 100 1 _ ‡a Dufour, Jean-Marie
- 100 0 _ ‡a Jean-Marie Dufour ‡c économiste canadien
4xx's: Alternate Name Forms (16)
5xx's: Related Names (10)
- 510 2 _ ‡a CIRANO
- 510 2 _ ‡a CIRANO (Centre interuniversitaire de recherche et d'analyse en économie des organisations)
- 510 2 _ ‡a CIREQ (Centre interuniversitaire de recherche en économie quantitative)
- 510 2 _ ‡a Centre interuniversitaire de recherche en économie quantitative
- 510 2 _ ‡a McGill University / Department of Economics
- 510 2 _ ‡a McGill University ‡b Department of Economics
- 510 2 _ ‡a Université de Montréal. Centre de recherche et développement en économique
- 510 2 _ ‡a Université de Montréal. Centre de recherches en développement économique
- 510 2 _ ‡a Université de Montréal. Centre interuniversitaire de recherche en économique quantitative
- 510 2 _ ‡a Université de Montréal. Département de sciences économiques
Works
Title | Sources |
---|---|
An annotated bibliography of canadian public finance (revenue side) 1946-1979 : a first round | |
Asymptotic distribution of a simple linear estimator for VARMA models in echelon form | |
Causalités à court et à long terme dans les modèles Var et Arima multivariés | |
The Cochrane-Orcutt procedure : numerical examples of multiple admissible minima | |
Confidence regions for calibrated parameters in computable general equilibrium models | |
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series | |
Durbin-Watson tests for serial correlation in regressions with missing observations | |
Économétrie, théorie des tests et philosophie des sciences | |
Etude statistique et comparée sur le suicide à la morgue de Genève (1er Janvier 1880 – 31 Décembre 1900) | |
Exact inference methods for first-order autoregressive distributed lag models | |
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter | |
Exact nonparametric two-sample homogeneity tests for possibly discrete distributions | |
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions | |
Exact tests for structural change in first-order dynamic models | |
Exchange rates and commodity prices : measuring causality at multiple horizons | |
Exogeneity tests, incomplete models, weak identification and non-gaussian distributions : invariance and finite-sample distributional theory | |
An Exponential bound for the permutational distribution of a first-order autocorrelation coefficient | |
Le Financement public des exportations au Canada : une évaluation économique de la S.E.E. | |
Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models | |
Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors | |
Finite-sample simulation-based inference in VAR models with applications to order selection and causality testing | |
Fixed points and minima : a comment on Betancourt and Kelejian | |
Generalized chow tests for structural change : a coordinate-free approach | |
Generalized portmanteau statistics and tests or randomness | |
Generalized predictive tests and structural change analysis in econometrics | |
Government assistance to export financing | |
Identification-robust estimation and testing of the zero-beta CAPM | |
Identification-robust inference for endogeneity parameters in linear structural models | |
Identification-robust moment-based tests for Markov-switching in autoregressive models | |
Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications | |
Inflation dynamics and the new keynesian Phillips curve : an identification robust econometric analysis | |
Invariance, nonlinear models and asymptotic tests | |
Investment, taxation and econometric policy evaluation : some evidence on the Lucas critique | |
Kimball's inequality and bounds tests for comparing several regressions under heteroskedasticity | |
L'Échangeabilité en séries chronologiques : quelques résultats exacts sur les autocorrélations et les statistiques portemanteau | |
De l'exterritoralité à l'autonomie internationale, à propos des relations de l'organisation intergouvernementale avec l'état-hôte | |
Logique et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie | |
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes | |
Measuring high-frequency causality between returns, realized volatility and implied volatility | |
Mesure et incidence des dépenses fiscales au Québec | |
Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes | |
Modèle administratif français et les organisations internationales | |
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics | |
New developments in time series econometrics | |
Non parametric testing for time series : a bibliography | |
Non-uniform bounds for nonparametric t tests | |
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses : exact simultaneous tests in linear regressions | |
On estimators of the disturbance variance in econometric models : some several small-sample results on bias and the existence of moments | |
On the relationship between impulse response analysis innovation accounting and Granger causality | |
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary and nonstationary Ar (1) errors | |
Over-rejections in rational expectations models : a nonparametric approach to the Mankiw-Shapiro problem | |
Pitfalls of rescaling regression models with Box-Cox transformations | |
Projection-based statistical inference in linear structural models with possibly weak instruments | |
Provincial and federal sales taxes : evidence of their effect and prospect for change | |
Rank tests for serial dependence | |
Recursive stability analysis of linear regression relationships : an exploratory methodology | |
Recurvise stability analysis : the demand for money during the German hyperinflation | |
Robust sign-based and Hodges-Lehmann estimators in linear median regressions with heterogenous serially dependent errors | |
Short run and long run causality in time series : inference | |
Simple exact bounds for distributions of linear signed rank statistics | |
A simple proof for the chow test when the number of observations is insufficient | |
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects | |
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration | |
Some robust exact results on sample autocorrelations and tests of randomness | |
Testing causality between two vectors in multivariate arma models | |
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach | |
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression | |
Tests non paramétriques optimaux pour une autorégression d'ordre un | |
Tests of equality sets of coefficients in several regressions with explanatory-variable matrices of any rank | |
Tests of exogeneity | |
Travailler en Picardie | |
Unbiasedness of predictions from estimated vector autoregressions | |
A Warning on the use of the cochrane-orcutt procedure based on a real example containing a lagged endogenous variable |