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Disambiguation of "Dufour, Jean-Marie"

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CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

, , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , and . Comput. Stat. Data Anal., (2014)

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Jean-Marie Dufour

Richard Dufour

Jean-Marie Jungblut

Jean-Marie Babo

Jean-Marie Renno

 

Other publications of authors with the same name

Simple exact bounds for distributions of linear signed rank statistics, and . Journal of Statistical Planning and Inference, 31 (3): 311--333 (June 1992)Nonlinear models, rescaling and test invariance, and . Journal of Statistical Planning and Inference, 32 (1): 111--135 (July 1992)On the relationship between impulse response analysis, innovation accounting and Granger causality, and . Economics Letters, 42 (4): 327--333 (1993)Dummy variables and predictive tests for structural change. Economics Letters, 6 (3): 241--247 (1980)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)Advances in Econometrics, and . Volume 20, Part 1, chapter On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression, page 259--288. JAI, (2006)Generalized runs tests for heteroscedastic time series, , and . Journal of Nonparametric Statistics, 9 (1): 39--86 (1998)Further results on projection-based inference in IV regressions with weak, collinear or missing instruments, and . Journal of Econometrics, 139 (1): 133--153 (July 2007)Exact tests in single equation autoregressive distributed lag models, and . Journal of Econometrics, 80 (2): 325--353 (October 1997)Simplified conditions for noncausality between vectors in multivariate ARMA models, , and . Journal of Econometrics, 63 (1): 271--287 (July 1994)