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Détails d'un membre
Fellows
Courriel
jean-marie.dufour@cirano.qc.ca
Université
Université de Montréal
Fonction(s)
Ph.D., University of Chicago
Professeur émérite
Département de sciences économiques
Université de Montréal
Titulaire de la Chaire de recherche du Canada en économétrie

Domaine(s) d'intérêt
Économétrie et statistiques, Macroéconomie, Finance, Finances publiques
Biographie
Site Web personnel

Liste des publications scientifiques au CIRANO par Jean-Marie Dufour

Code Publications
2016s-63 CS Jean-Marie Dufour et Richard Luger. Identification-robust moment-based tests for Markov-switching in autoregressive models
2016s-62 CS Firmin Doko Tchatoka et Jean-Marie Dufour. Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
2015s-27 CS Jean-Marie Dufour, Alain Trognon et Purevdorj Tuvaandorj. Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
2015s-26 CS Jean-Marie Dufour et Tarek Jouini. Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
2015s-25 CS Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Exact confidence sets and goodness-of-fit methods for stable distributions
2014s-17 CS Firmin Doko Tchatoka et Jean-Marie Dufour. Identification-robust inference for endogeneity parameters in linear structural models
2013s-39 CS Hui Jun Zhang , Jean-Marie Dufour et John Galbraith. Exchange rates and commodity prices: measuring causality at multiple horizons
2013s-40 CS Jean-Marie Dufour, Lynda Khalaf et Marcel Voia. Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability
2011s-21 CS Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Identification-robust estimation and testing of the zero-beta CAPM
2011s-22 CS Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf et Maral Kichian. An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
2011s-23 CS Chafik Bouhaddioui et Jean-Marie Dufour. Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions
2011s-24 CS Elise Coudin et Jean-Marie Dufour. Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
2011s-25 CS Jean-Marie Dufour et Tarek Jouini. Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
2011s-27 CS Jean-Marie Dufour, René Garcia et Abderrahim Taamouti. Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
2005s-30 CS Jean-Marie Dufour, Lynda Khalaf et Maral Kichian. Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis
2005s-26 CS Jean-Marie Dufour et Tarek Jouini. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
2005s-02 CS Jean-Marie Dufour. Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
2005s-03 CS Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
2005s-04 CS Jean-Marie Dufour, Abdeljelil Farhat et Marc Hallin. Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
2005s-05 CS Jean-Marie Dufour, Abdeljelil Farhat et Lynda Khalaf. Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
2005s-06 CS Jean-Marie Dufour et Tarek Jouini. Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
2003s-61 CS Jean-Marie Dufour, Denis Pelletier et Éric Renault. Short Run and Long Run Causality in Time Series: Inference
2003s-49 CS Jean-Marie Dufour. Identification, Weak Instruments and Statistical Inference in Econometrics
2003s-54 CS Jean-Marie Dufour et Malika Neifar. Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
2003s-39 CS Jean-Marie Dufour et Mohamed Taamouti. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
2003s-34 CS Jean-Marie Dufour, Lynda Khalaf et Marie-Claude Beaulieu. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
2003s-33 CS Jean-Marie Dufour, Lynda Khalaf et Marie-Claude Beaulieu. Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
2002s-85 CS Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
2001s-56 CS Jean-Marie Dufour et Abdeljelil Farhat. Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
2001s-40 CS Jean-Marie Dufour. Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie
2001s-25 CS Jean-Thomas Bernard, Jean-Marie Dufour, Ian Genest et Lynda Khalaf. Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
2000s-47 CS Jean-Marie Dufour. Économétrie, théorie des tests et philosophie des sciences
2000s-15 CS Jean-Marie Dufour et Lynda Khalaf. Simulation Based Finite and Large Sample Tests in Multivariate Regressions
2000s-16 CS Jean-Marie Dufour et Lynda Khalaf. Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
2000s-17 CS Jean-Marie Dufour et Olivier Torrès. Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
2000s-18 CS Jean-Marie Dufour et Abdelkhalek Touhami. Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
2000s-13 CS Jean-Marie Dufour et Joanna Jasiak. Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

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