Books by Jean-Marie Dufour
New developments in time serie
New developments in time series econometrics
Short-run and long-run causali
Short-run and long-run causality between monetary policy variables and stock prices
Distribution-free bounds for s
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Inflation dynamics and the New
Inflation dynamics and the New Keynesian Phillips curve
Monte Carlo tests with nuisanc
Monte Carlo tests with nuisance parameters
Tests multiples simulés et tes
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
Finite sample inference method
Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors
Markovian processes, two-sided
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Simulation based finite and la
Simulation based finite and large sample inference methods in multivariate regressions and seemingly unrelated regressions
New Developments in Time Serie
New Developments in Time Series Econometrics (Studies in Empirical Economics)
Nonlinear hypotheses, inequali
Nonlinear hypotheses, inequality restrictions and non-nested hypotheses
On estimators of the disturban
On estimators of the disturbance variance in econometric models
Durbin-Watson tests for serial
Durbin-Watson tests for serial correlation in regressions with missing observations
Unbiasedness of predictions fr
Unbiasedness of predictions from estimated vector autoregressions
A specification error theorem
A specification error theorem for predictions from estimated autoregressions
Investment, taxation, and econ
Investment, taxation, and econometric policy evaluation
The demand for money during th
The demand for money during the German hyperinflation
Nonparametric testing for time
Nonparametric testing for time series
Methods for specification erro
Methods for specification errors analysis with macroeconomic applications