Details about Jean-Marie Dufour

E-mail:
Homepage:	http://www.jeanmariedufour.com
Phone:	1 (514) 398 8879
Postal address:	Department of Economics Leacock Building, Room 443 855 Sherbrooke Street West Montreal Quebec H3A 2T7 Canada
Workplace:	Department of Economics, McGill University, (more information at EDIRC)

Access statistics for papers by Jean-Marie Dufour.

Last updated 2007-07-10. Update your information in the RePEc Author Service.

Short-id: pdu24

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Working Papers

2006

1. Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
   Working Papers, Bank of Canada
2. Structural Estimation and Evaluation of Calvo-Style Inflation Models
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

3. Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
   Also in
   CIRANO Working Papers, CIRANO (2005) View citations
4. Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
   Also in
   CIRANO Working Papers, CIRANO (2005)
   See Also Journal Article in Journal of Econometrics (2006)
5. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
   CIRANO Working Papers, CIRANO
   Also in
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005)
6. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
   Also in
   CIRANO Working Papers, CIRANO (2005)
7. Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
   Working Papers, Bank of Canada
   Also in
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) View citations
   CIRANO Working Papers, CIRANO (2005)
   See Also Journal Article in Journal of Economic Dynamics and Control (2006)
8. Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
   Also in
   CIRANO Working Papers, CIRANO (2005)
   See Also Journal Article in Journal of Econometrics (2006)
9. Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
   Also in
   CIRANO Working Papers, CIRANO (2005)

2004

10. A simple estimation method and finite-sample inference for a stochastic volatility model
    Econometric Society 2004 North American Summer Meetings, Econometric Society
11. Are New Keynesian Phillips Curves Identified ?
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations
    Also in
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
12. Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors
    Econometric Society 2004 North American Summer Meetings, Econometric Society
13. Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
14. Simulation-Based Finite-Sample Inference in Simultaneous Equations
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations

2003

15. Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations
    CIRANO Working Papers, CIRANO (2003) View citations
    See Also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
16. Exact tests and confidence sets for the tail coefficient of a-stable distributions
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
17. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    CIRANO Working Papers, CIRANO (2003) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003)
18. Identification, Weak Instruments and Statistical Inference in Econometrics
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations
    CIRANO Working Papers, CIRANO (2003) View citations
    See Also Journal Article in Canadian Journal of Economics (2003)
19. Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
    CIRANO Working Papers, CIRANO
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003)
20. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations
    CIRANO Working Papers, CIRANO (2003) View citations
    See Also Journal Article in Econometrica (2005)
21. Short Run and Long Run Causality in Time Series: Inference
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    CIRANO Working Papers, CIRANO (2003) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) View citations
    See Also Journal Article in Journal of Econometrics (2006)
22. Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
    Also in
    CIRANO Working Papers, CIRANO (2002)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2002)

2001

23. Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    CIRANO Working Papers, CIRANO (2001)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
24. Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    Cahiers de recherche, GREEN
    Also in
    Cahiers de recherche, Université Laval - Département d'économique (2001)
25. Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    CIRANO Working Papers, CIRANO (2001) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2001) View citations
26. Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001) View citations
    CIRANO Working Papers, CIRANO (2001) View citations
    See Also Journal Article in Journal of Econometrics (2004)

2000

27. Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
    CIRANO Working Papers, CIRANO View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1998)
28. Econometrie, theorie des tests et philosophie des sciences
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    CIRANO Working Papers, CIRANO (2000) View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) View citations
29. Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000)
    CIRANO Working Papers, CIRANO (2000)
    See Also Journal Article in Journal of Econometrics (2002)
30. Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    CIRANO Working Papers, CIRANO
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1998)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
31. Invariant Tests Based on M-Estimators, Estimating Functions and the Generalized Method of Moments
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
32. Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    CIRANO Working Papers, CIRANO (2000)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
    See Also Journal Article in Journal of Econometrics (2000)
33. Monte Carlo Test Applied to Models Estimated by Indirect Inference
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
34. Simulation Based Finite and Large Sample Tests in Multivariate Regressions
    CIRANO Working Papers, CIRANO View citations
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) View citations
    See Also Journal Article in Journal of Econometrics (2002)

1999

35. Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
    Computing in Economics and Finance 1999, Society for Computational Economics View citations

1998

36. Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    See Also Journal Article in Econometrics Journal (1998)
37. Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations

1997

38. Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    See Also Journal Article in The Review of Economics and Statistics (1998)

1995

39. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations
    See Also Journal Article in Econometrica (1998)
40. Exact Tests Structural Change in First-Order Dynamic Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
41. Exact Tests in Single Equation Autoregressive Distributed Lag Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations
    See Also Journal Article in Journal of Econometrics (1997)
42. Short-Run and Long-Rub Causality in Time Series: Theory
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
43. Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations

1994

44. Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994)
    See Also Journal Article in International Economic Review (1997)

1993

45. Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Working Papers, Toulouse - GREMAQ (1992)
46. Exact Nonparametric Orthogonality and Random Walk Tests
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    See Also Journal Article in The Review of Economics and Statistics (1995)
47. On the Rationship between Impulse Response Analysis, Innovation Accounting and Granger Causality
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    See Also Journal Article in Economics Letters (1993)
48. Pitfalls of Rescalling Regression Models with Box-Cox Transformations
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    See Also Journal Article in The Review of Economics and Statistics (1994)

1992

49. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)
    See Also Journal Article in International Economic Review (1994)
50. Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations
    Working Papers, Universite Libre de Bruxelles - C.E.M.E. (1990)
51. Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations
    See Also Journal Article in Journal of Econometrics (1994)

1991

52. An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
53. Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations
    See Also Journal Article in Economics Letters (1991)
54. Testing Causality Between Two Vectors in Multivariate Arma Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)

1990

55. KIMBALL'S INEQUALITY AND BOUNDS TESTS FOR COMPARING SEVERAL REGRESSIONS UNDER HETERSKEDASTICITY
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
56. SIMPLE EXACT BOUNDS FOR DISTRIBUTIONS OF LINEAR SIGNED RANK STATISTICS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)

1989

57. IMPROVED BERRY-ESSEEN-CHEBYSHEV BOUNDS WITH STATISTICAL APPLICATIONS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)
58. ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)
59. OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

1988

60. NON-UNIFORM BOUNDS FOR NONPARAMETRIC T TESTS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)

1987

61. Invariance, Nonlinear Models and Asymptotic Tests
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    See Also Journal Article in Econometrica (1991)
62. Investment, Taxation and Econometric Policy Evaluation: Some Evidence on the Lucas Critique
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1981)

1986

63. Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
64. L'echangeabilite En Series Chronologiques: Quelques Resultats Exacts Sur les Autocorrelations et les Statistiques Portemanteau
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
65. Le Financement Public des Exportations au Canada: une Evaluation Economique de la S.E.E
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
66. On Estimators of the Disturbance Variance in Econometric Models: Some Several Small-Sample Results on Bias and the Existence of Moments
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
67. Tests Non Parametriques Optimaux Pour une Autoregression D'ordre Un
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1985

68. Generalized Portmanteau Statistics and Tests of Randomness
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
69. Mesure et Incidence des Depenses Fiscales au Quebec
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1984

70. Recurvise Stability Analysis: the Demand for Money During the German Hyperinflation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
71. Some Robust Exact Results on Sample Autocorrelations and Tests of Randomness
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See Also Journal Article in Journal of Econometrics (1985)

1983

72. Durbin-Watson Tests for Serial Correlation in Regressions with Missing Observations
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See Also Journal Article in Journal of Econometrics (1985)
73. Unbiasedness of Predictions From Estimated Vector Autoregressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations

1982

74. A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation for the United States
    Working Papers, Federal Reserve Bank of St. Louis

1981

75. A Specification Error Theorem for Predictions From Estimated Autoregressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
76. A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Real Example Containing a Lagged Endogenous Variable
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
77. Fixed Points and Minima: a Comment on Betancourt and Kelejian
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
78. Generalized Chow Tests for Structural Change: a Coordinate-Free Approach
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See Also Journal Article in International Economic Review (1982)
79. Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
80. Rank Tests for Serial Dependence
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1979)
81. Recursive Stability Analysis of Linear Regression Relationships
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
82. The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1980

83. A Simple Proof for the Chow Test When the Number of Observations Is Insufficient
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
84. An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
85. An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
86. Nonparametric Testing for Time Series: a Bibliography
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
87. Predictive Tests for Structural Change and the St. Louis Equation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
88. Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
89. Tests of Exogeneity
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
90. The Cochrane-Orcutt Procedure: Numerical Examples of Multiple Admissible Minima
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See Also Journal Article in Economics Letters (1980)

1978

91. Fonctions de Production Dans L'economie du Quebec
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

Undated

92. Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2007

1. Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
   Journal of Econometrics, 2007, 139, (1), 133-153 View citations

2006

2. Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
   Journal of Econometrics, 2006, 130, (1), 123-142
   See Also Working Paper (2005)
3. Finite-sample simulation-based inference in VAR models with application to Granger causality testing
   Journal of Econometrics, 2006, 135, (1-2), 229-254 View citations
4. Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis
   Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1707-1727 View citations
   See Also Working Paper (2005)
5. Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics
   Journal of Econometrics, 2006, 133, (2), 443-477 View citations
   See Also Working Paper (2005)
6. Resampling methods in econometrics
   Journal of Econometrics, 2006, 133, (2), 411-419
7. Short run and long run causality in time series: inference
   Journal of Econometrics, 2006, 132, (2), 337-362 View citations
   See Also Working Paper (2003)

2005

8. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
   Econometrica, 2005, 73, (4), 1351-1365 View citations
   See Also Working Paper (2003)

2004

9. Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
   Journal of Econometrics, 2004, 122, (2), 317-347 View citations
   See Also Working Paper (2001)

2003

10. Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 891-906 View citations
    See Also Working Paper (2003)
11. Identification, weak instruments, and statistical inference in econometrics
    Canadian Journal of Economics, 2003, 36, (4), 767-808 View citations
    See Also Working Paper (2003)

2002

12. Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
    Journal of Econometrics, 2002, 106, (1), 143-170 View citations
    See Also Working Paper (2000)
13. Simulation based finite and large sample tests in multivariate regressions
    Journal of Econometrics, 2002, 111, (2), 303-322 View citations
    See Also Working Paper (2000)

2001

14. Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors
    International Economic Review, 2001, 42, (3), 815-43 View citations

2000

15. Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
    Journal of Econometrics, 2000, 99, (2), 255-289 View citations
    See Also Working Paper (2000)

1998

16. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Econometrica, 1998, 66, (1), 79-104 View citations
    See Also Working Paper (1995)
17. Short Run and Long Run Causality in Time Series: Theory
    Econometrica, 1998, 66, (5), 1099-1126 View citations
18. Simulation-based finite sample normality tests in linear regressions
    Econometrics Journal, 1998, 1, (ConferenceIssue), C154-C173 View citations
    See Also Working Paper (1998)
19. Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy
    The Review of Economics and Statistics, 1998, 80, (4), 520-534 View citations
    See Also Working Paper (1997)

1997

20. Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
    International Economic Review, 1997, 38, (1), 151-73 View citations
    See Also Working Paper (1994)
21. Exact tests in single equation autoregressive distributed lag models
    Journal of Econometrics, 1997, 80, (2), 325-353 View citations
    See Also Working Paper (1995)
22. Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models
    Econometrica, 1997, 65, (6), 1365-1388 View citations

1996

23. Editors' introduction recent developments in the econometrics of structural change
    Journal of Econometrics, 1996, 70, (1), 1-8
24. Exact tests for structural change in first-order dynamic models
    Journal of Econometrics, 1996, 70, (1), 39-68 View citations

1995

25. Exact Nonparametric Orthogonality and Random Walk Tests
    The Review of Economics and Statistics, 1995, 77, (1), 1-16 View citations
    See Also Working Paper (1993)

1994

26. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    International Economic Review, 1994, 35, (1), 199-229 View citations
    See Also Working Paper (1992)
27. Pitfalls of Rescaling Regression Modes with Box-Cox Transformations
    The Review of Economics and Statistics, 1994, 76, (3), 571-75 View citations
    See Also Working Paper (1993)
28. Simplified conditions for noncausality between vectors in multivariate ARMA models
    Journal of Econometrics, 1994, 63, (1), 271-287 View citations
    See Also Working Paper (1992)

1993

29. New Developments in Time Series Econometrics: An Overview
    Empirical Economics, 1993, 18, (4), 557-64
30. On the relationship between impulse response analysis, innovation accounting and Granger causality
    Economics Letters, 1993, 42, (4), 327-333 View citations
    See Also Working Paper (1993)
31. The importance of seasonality in inventory models
    Journal of Econometrics, 1993, 55, (1-2), 129-133 View citations

1992

32. On the lack of invariance of some asymptotic tests to rescaling
    Economics Letters, 1992, 38, (3), 251-257 View citations

1991

33. Invariance, Nonlinear Models, and Asymptotic Tests
    Econometrica, 1991, 59, (6), 1601-15 View citations
    See Also Working Paper (1987)
34. Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
    Journal of Econometrics, 1991, 47, (1), 115-143 View citations
35. Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem
    Economics Letters, 1991, 35, (3), 285-290
    See Also Working Paper (1991)

1990

36. Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors
    Econometrica, 1990, 58, (2), 475-94 View citations

1989

37. Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
    Econometrica, 1989, 57, (2), 335-55 View citations

1988

38. Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments
    Journal of Econometrics, 1988, 37, (2), 277-292

1986

39. Une evaluation economique du financement public des exportations. (With English summary.)
    Canadian Public Policy, 1986, 12, (4), 584-595

1985

40. Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation]
    Empirical Economics, 1985, 10, (4), 275
41. Durbin-Watson tests for serial correlation in regressions with missing observations
    Journal of Econometrics, 1985, 27, (3), 371-381
    See Also Working Paper (1983)
42. Some robust exact results on sample autocorrelations and tests of randomness
    Journal of Econometrics, 1985, 29, (3), 257-273 View citations
    See Also Working Paper (1984)

1984

43. Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown
    Econometrica, 1984, 52, (1), 209-15

1983

44. A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation
    Empirical Economics, 1983, 8, (2), 111-17

1982

45. Generalized Chow Tests for Structural Change: A Coordinate-Free Approach
    International Economic Review, 1982, 23, (3), 565-75 View citations
    See Also Working Paper (1981)
46. Recursive stability analysis of linear regression relationships: An exploratory methodology
    Journal of Econometrics, 1982, 19, (1), 31-76 View citations

1980

47. Dummy variables and predictive tests for structural change
    Economics Letters, 1980, 6, (3), 241-247 View citations
48. The Cochrane-Orcutt procedure numerical examples of multiple admissible minima
    Economics Letters, 1980, 6, (1), 43-48
    See Also Working Paper (1980)