Jean-Marie Dufour · 19 obras en el catálogoObrasNNew developments in time series econometricsNew developments in time series econometricsDDistribution-free bounds for serial correlation coefficientsDistribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time seriesTTests multiples simulés et tests de normalité basés sur plusTests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régressionMMonte Carlo tests with nuisance parametersMonte Carlo tests with nuisance parametersTThe demand for money during the German hyperinflationThe demand for money during the German hyperinflationDDurbin-Watson tests for serial correlation in regressions wiDurbin-Watson tests for serial correlation in regressions with missing observationsFFinite sample inference methods for simultaneous equations aFinite sample inference methods for simultaneous equations and models with unobserved and generated regressorsIInflation dynamics and the New Keynesian Phillips curveInflation dynamics and the New Keynesian Phillips curveIInvestment, taxation, and econometric policy evaluationInvestment, taxation, and econometric policy evaluationMMarkovian processes, two-sided autoregressions and finite-saMarkovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processesMMethods for specification errors analysis with macroeconomicMethods for specification errors analysis with macroeconomic applicationsNNew Developments in Time Series Econometrics (Studies in EmpNew Developments in Time Series Econometrics (Studies in Empirical Economics)NNonlinear hypotheses, inequality restrictions and non-nestedNonlinear hypotheses, inequality restrictions and non-nested hypothesesNNonparametric testing for time seriesNonparametric testing for time seriesOOn estimators of the disturbance variance in econometric modOn estimators of the disturbance variance in econometric modelsSSimulation based finite and large sample inference methods iSimulation based finite and large sample inference methods in multivariate regressions and seemingly unrelated regressionsAA specification error theorem for predictions from estimatedA specification error theorem for predictions from estimated autoregressionsUUnbiasedness of predictions from estimated vector autoregresUnbiasedness of predictions from estimated vector autoregressionsSShort-run and long-run causality between monetary policy varShort-run and long-run causality between monetary policy variables and stock prices
DDistribution-free bounds for serial correlation coefficientsDistribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
TTests multiples simulés et tests de normalité basés sur plusTests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
TThe demand for money during the German hyperinflationThe demand for money during the German hyperinflation
DDurbin-Watson tests for serial correlation in regressions wiDurbin-Watson tests for serial correlation in regressions with missing observations
FFinite sample inference methods for simultaneous equations aFinite sample inference methods for simultaneous equations and models with unobserved and generated regressors
IInflation dynamics and the New Keynesian Phillips curveInflation dynamics and the New Keynesian Phillips curve
IInvestment, taxation, and econometric policy evaluationInvestment, taxation, and econometric policy evaluation
MMarkovian processes, two-sided autoregressions and finite-saMarkovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
MMethods for specification errors analysis with macroeconomicMethods for specification errors analysis with macroeconomic applications
NNew Developments in Time Series Econometrics (Studies in EmpNew Developments in Time Series Econometrics (Studies in Empirical Economics)
NNonlinear hypotheses, inequality restrictions and non-nestedNonlinear hypotheses, inequality restrictions and non-nested hypotheses
OOn estimators of the disturbance variance in econometric modOn estimators of the disturbance variance in econometric models
SSimulation based finite and large sample inference methods iSimulation based finite and large sample inference methods in multivariate regressions and seemingly unrelated regressions
AA specification error theorem for predictions from estimatedA specification error theorem for predictions from estimated autoregressions
UUnbiasedness of predictions from estimated vector autoregresUnbiasedness of predictions from estimated vector autoregressions
SShort-run and long-run causality between monetary policy varShort-run and long-run causality between monetary policy variables and stock prices