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Publications by Jean-Marie Dufour

Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models

Econometrics Journal

English

Identification-Robust Moment-Based Tests for Markov Switching in Autoregressive Models

Econometric Reviews

English

Identification-Robust Factor Pricing: Canadian Evidence

L'Actualité économique

English

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

SSRN Electronic Journal

English

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

SSRN Electronic Journal

English

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

SSRN Electronic Journal

English

Exact Nonparametric Orthogonality and Random Walk Tests

Review of Economics and Statistics

Social Sciences

English

Statistical Inference for Computable General Equilibrium Models, With Application to a Model of the Moroccan Economy

Review of Economics and Statistics

Social Sciences

English