Jean-Marie Dufour

According to our database, Jean-Marie Dufour authored at least 6 papers between 2009 and 2015.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2015

Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability.

Jean-Marie Dufour, Lynda Khalaf, Marcel Voia

Commun. Stat. Simul. Comput., 2015

2014

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

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

Asymptotic distributions for quasi-efficient estimators in echelon VARMA models.

Jean-Marie Dufour, Tarek Jouini

Comput. Stat. Data Anal., 2014

2010

Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form.

Jean-Marie Dufour, Abderrahim Taamouti

Comput. Stat. Data Anal., 2010

Estimation uncertainty in structural inflation models with real wage rigidities.

Jean-Marie Dufour, Lynda Khalaf, Maral Kichian

Comput. Stat. Data Anal., 2010

2009

Finite sample multivariate tests of asset pricing models with coskewness.

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

Comput. Stat. Data Anal., 2009