Finite sample multivariate tests of asset pricing models with coskewness. - Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf (Comput. Stat. Data Anal., 2009)

Estimation uncertainty in structural inflation models with real wage rigidities. - Jean-Marie Dufour; Lynda Khalaf; Maral Kichian (Comput. Stat. Data Anal., 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)

Asymptotic distributions for quasi-efficient estimators in echelon VARMA models. - Jean-Marie Dufour; Tarek Jouini (Comput. Stat. Data Anal., 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; et al. (Comput. Stat. Data Anal., 2014)

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)