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Details about Jean-Marie Dufour

E-mail:
Homepage:http://www.jeanmariedufour.com
Phone:(1) 5143984400 ext. 09156
Postal address:Department of Economics Leacock Building, Room 519 855 Sherbrooke Street West Montreal Quebec H3A 2T7 Canada
Workplace:Department of Economics, McGill University, (more information at EDIRC)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations), (more information at EDIRC)

Access statistics for papers by Jean-Marie Dufour.

Last updated 2016-12-30. Update your information in the RePEc Author Service.

Short-id: pdu24


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Working Papers

2016

  1. Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (1)

2015

  1. Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2014)
  2. Exact confidence sets and goodness-of-fit methods for stable distributions
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Journal of Econometrics (2014)
  3. Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
    CIRANO Working Papers, CIRANO Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)

2014

  1. Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (5)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (1)
    CIRANO Working Papers, CIRANO (2014) Downloads View citations (6)

    See also Journal Article in Econometrics Journal (2014)

2013

  1. Exchange Rates and Commodity Prices: Measuring Causality at Multiple Horizons
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2013) Downloads View citations (2)

    See also Journal Article in Journal of Empirical Finance (2016)
  2. Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads
    Also in CIRANO Working Papers, CIRANO (2013) Downloads View citations (1)
  3. Weak Identification in Probit Models with Endogenous Covariates
    Working Papers, Institute of Empirical Economic Research, Osnabrueck University Downloads

2011

  1. An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2012)
  2. Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
    CIRANO Working Papers, CIRANO Downloads View citations (1)
  3. Identification-robust estimation and testing of the zero-beta CAPM
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Review of Economic Studies (2013)
  4. Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Journal of Financial Econometrics (2009)
  5. Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors
    CIRANO Working Papers, CIRANO
  6. Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions
    CIRANO Working Papers, CIRANO Downloads

2010

  1. Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables
    Working Papers, Centre de Recherche en Economie et Statistique Downloads

2009

  1. Assessing Indexation-Based Calvo Inflation Models
    Staff Working Papers, Bank of Canada Downloads
  2. Structural Inflation Models with Real Wage Rigidities: The Case of Canada
    Staff Working Papers, Bank of Canada Downloads
  3. Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
    Staff Working Papers, Bank of Canada Downloads View citations (5)

2008

  1. Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  2. Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions with Moment-free Heterogenous Errors and Dependence of Unknown Form
    Working Papers, Centre de Recherche en Economie et Statistique Downloads
  3. Instrument endogeneity and identification-robust tests: some analytical results
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
  4. Measuring causality between volatility and returns with high-frequency data
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (5)
  5. Short and long run causality measures: theory and inference
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    See also Journal Article in Journal of Econometrics (2010)

2007

  1. Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form
    Working Papers, Centre de Recherche en Economie et Statistique Downloads View citations (8)

2006

  1. Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005) Downloads
    CIRANO Working Papers, CIRANO (2005) Downloads
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) Downloads

    See also Journal Article in Journal of Econometrics (2006)
  2. Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
    Staff Working Papers, Bank of Canada Downloads View citations (18)
  3. Structural Estimation and Evaluation of Calvo-Style Inflation Models
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)

2005

  1. Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2005) Downloads View citations (3)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005) Downloads View citations (3)
  2. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
    CIRANO Working Papers, CIRANO Downloads View citations (5)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) Downloads View citations (6)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005) Downloads View citations (6)
  3. Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2005) Downloads View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) Downloads View citations (6)
  4. Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (7)
    Also in Staff Working Papers, Bank of Canada (2005) Downloads View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) Downloads View citations (3)
    CIRANO Working Papers, CIRANO (2005) Downloads View citations (2)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  5. Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2005) Downloads
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2005) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2006)
  6. 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 Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2005) Downloads
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2005) Downloads

    See also Journal Article in L'Actualité Economique (2004)

2004

  1. A simple estimation method and finite-sample inference for a stochastic volatility model
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
  2. Are New Keynesian Phillips Curves Identified ?
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (2)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (3)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (3)
  3. 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 Downloads View citations (2)
  4. Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
  5. Simulation-Based Finite-Sample Inference in Simultaneous Equations
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (7)

2003

  1. 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 Downloads View citations (11)
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (11)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) Downloads View citations (18)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  2. Exact tests and confidence sets for the tail coefficient of a-stable distributions
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (1)
  3. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (1)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003) Downloads
  4. Identification, Weak Instruments and Statistical Inference in Econometrics
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (82)
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (59)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) Downloads View citations (90)

    See also Journal Article in Canadian Journal of Economics (2003)
  5. Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2003) Downloads
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) Downloads

    See also Journal Article in L'Actualité Economique (2004)
  6. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (4)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) Downloads View citations (4)

    See also Journal Article in Econometrica (2005)
  7. Short Run and Long Run Causality in Time Series: Inference
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (11)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2003) Downloads View citations (2)
    CIRANO Working Papers, CIRANO (2003) Downloads View citations (12)

    See also Journal Article in Journal of Econometrics (2006)
  8. 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 Downloads View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) Downloads View citations (3)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2002) Downloads
    CIRANO Working Papers, CIRANO (2002) Downloads View citations (9)

2001

  1. Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2001) Downloads
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
  2. Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
    Cahiers de recherche, GREEN Downloads View citations (1)
    Also in Cahiers de recherche, Université Laval - Département d'économique (2001) Downloads
  3. 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 (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2001) Downloads View citations (3)
    CIRANO Working Papers, CIRANO (2001) Downloads View citations (2)
  4. Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (12)
    Also in CIRANO Working Papers, CIRANO (2001) Downloads View citations (9)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001) View citations (14)

    See also Journal Article in Journal of Econometrics (2004)

2000

  1. Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1998) Downloads

    See also Journal Article in Annals of Economics and Statistics (2006)
  2. 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) Downloads View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) Downloads View citations (2)
  3. Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
    CIRANO Working Papers, CIRANO (2000) Downloads

    See also Journal Article in Journal of Econometrics (2002)
  4. Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (4)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1998) Downloads
    CIRANO Working Papers, CIRANO (2000) Downloads
  5. 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 Downloads View citations (3)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000)
    CIRANO Working Papers, CIRANO (2000) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2000)
  6. Monte Carlo Test Applied to Models Estimated by Indirect Inference
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
  7. Simulation Based Finite and Large Sample Tests in Multivariate Regressions
    CIRANO Working Papers, CIRANO Downloads View citations (4)
    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) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2002)

1999

  1. Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (9)

1998

  1. Generalized run tests for heteroscedastic time series
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
  2. Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (40)
    See also Journal Article in Econometrics Journal (1998)
  3. 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 Downloads View citations (5)

1997

  1. 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 Downloads
    See also Journal Article in The Review of Economics and Statistics (1998)

1995

  1. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (30)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (1)

    See also Journal Article in Econometrica (1998)
  2. Exact Tests Structural Change in First-Order Dynamic Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)
  3. 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) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (1997)
  4. Short-Run and Long-Rub Causality in Time Series: Theory
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)

    See also Journal Article in Econometrica (1998)
  5. 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 (1)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1995) View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (6)

1994

  1. 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 Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994)

    See also Journal Article in International Economic Review (1997)

1993

  1. 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)
  2. Exact Nonparametric Orthogonality and Random Walk Tests
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (2)
    See also Journal Article in The Review of Economics and Statistics (1995)
  3. Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (14)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (2)
    Working Papers, Universite Libre de Bruxelles - C.E.M.E. (1990)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992)
  4. 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)
  5. 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

  1. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (3)

    See also Journal Article in International Economic Review (1994)
  2. Improved Berry-Esséen-Chebyshev bounds with statistical applications
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1989)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

    See also Journal Article in Econometric Theory (1992)
  3. Simple exact bounds for distributions of linear signed rank statistics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1990) View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)
  4. Simplified Conditions for Non-Causality Between Vectors in Multivariate Arma Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)

    See also Journal Article in Journal of Econometrics (1994)

1991

  1. An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1990)
  2. Nonuniform bounds for nonparametric t-tests
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1988)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1988)

    See also Journal Article in Econometric Theory (1991)
  3. 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 (9)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (8)

    See also Journal Article in Economics Letters (1991)
  4. Testing Causality Between Two Vectors in Multivariate Arma Models
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (9)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)

1990

  1. 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)

1989

  1. 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)
  2. 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 (4)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

1987

  1. Invariance, Nonlinear Models and Asymptotic Tests
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (3)
    See also Journal Article in Econometrica (1991)
  2. 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) Downloads
  3. Tests non paramétriques optimaux pour une autorégression d'ordre un
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1986)

1986

  1. Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  2. Exact tests and confidence sets in linear regressions with autocorrelated errors
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Journal Article in Econometrica (1990)
  3. 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
  4. 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
  5. Nonlinear hypotheses, inequality restrictions and non-nested hypotheses: Exact simultaneous tests in linear regressions
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Econometrica (1989)
  6. 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
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1985)

1985

  1. Generalized Portmanteau Statistics and Tests of Randomness
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (1)
  2. Mesure et Incidence des Depenses Fiscales au Quebec
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1985)

1984

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

1983

  1. 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)
  2. Unbiasedness of Predictions From Estimated Vector Autoregressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
    See also Journal Article in Econometric Theory (1985)

1982

  1. 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 Downloads

1981

  1. A Specification Error Theorem for Predictions From Estimated Autoregressions
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  2. 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
  3. Fixed Points and Minima: a Comment on Betancourt and Kelejian
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
  4. 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)
  5. Provincial and Federal Sales Taxes: Evidence of Their Effect and Prospect for Change
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (1)
  6. Rank Tests for Serial Dependence
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (24)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1979)
  7. Recursive Stability Analysis of Linear Regression Relationships
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (5)
  8. The Demand for Money During the German Hyperinflation: a Recursive Stability Analysis
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques

1980

  1. A Simple Proof for the Chow Test When the Number of Observations Is Insufficient
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  2. An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: Extension and Update
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  3. An Annotated Bibliography of Canadian Public Finance (Revenue Side) 1946-1979: a First Round
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  4. Nonparametric Testing for Time Series: a Bibliography
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  5. Predictive Tests for Structural Change and the St. Louis Equation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  6. 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
  7. Tests of Exogeneity
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
  8. 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

  1. Fonctions de Production Dans L'economie du Quebec
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in L'Actualité Economique (1978)

Undated

  1. Bias of S2 in linear regressions with dependent errors
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
  2. Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (1)

Journal Articles

2016

  1. Exchange rates and commodity prices: Measuring causality at multiple horizons
    Journal of Empirical Finance, 2016, 36, (C), 100-120 Downloads View citations (6)
    See also Working Paper (2013)

2015

  1. IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE
    L'Actualité Economique, 2015, 91, (1-2), 235-252 Downloads

2014

  1. Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
    Computational Statistics & Data Analysis, 2014, 73, (C), 69-86 Downloads
    See also Working Paper (2015)
  2. Exact confidence sets and goodness-of-fit methods for stable distributions
    Journal of Econometrics, 2014, 181, (1), 3-14 Downloads
    See also Working Paper (2015)
  3. Identification‐robust inference for endogeneity parameters in linear structural models
    Econometrics Journal, 2014, 17, (1), 165-187 Downloads View citations (6)
    See also Working Paper (2014)

2013

  1. Factor-Augmented VARMA Models With Macroeconomic Applications
    Journal of Business & Economic Statistics, 2013, 31, (4), 491-506 Downloads View citations (9)
  2. Identification-Robust Estimation and Testing of the Zero-Beta CAPM
    Review of Economic Studies, 2013, 80, (3), 892-924 Downloads View citations (11)
    See also Working Paper (2011)
  3. Identification-robust analysis of DSGE and structural macroeconomic models
    Journal of Monetary Economics, 2013, 60, (3), 340-350 Downloads View citations (9)

2012

  1. An identification‐robust test for time‐varying parameters in the dynamics of energy prices
    Journal of Applied Econometrics, 2012, 27, (4), 603-624 Downloads View citations (6)
    See also Working Paper (2011)

2010

  1. Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
    Journal of Empirical Finance, 2010, 17, (4), 763-782 Downloads View citations (3)
  2. Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot
    Journal of Empirical Finance, 2010, 17, (2), 177-179 Downloads
  3. Estimation uncertainty in structural inflation models with real wage rigidities
    Computational Statistics & Data Analysis, 2010, 54, (11), 2554-2561 Downloads View citations (3)
  4. Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions
    Journal of Empirical Finance, 2010, 17, (2), 180-194 Downloads View citations (2)
  5. Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
    Computational Statistics & Data Analysis, 2010, 54, (11), 2532-2553 Downloads View citations (2)
  6. Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models
    Journal of Applied Econometrics, 2010, 25, (2), 263-285 Downloads View citations (7)
  7. On the precision of Calvo parameter estimates in structural NKPC models
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1582-1595 Downloads View citations (11)
  8. Short and long run causality measures: Theory and inference
    Journal of Econometrics, 2010, 154, (1), 42-58 Downloads View citations (28)
    See also Working Paper (2008)

2009

  1. Comment
    Journal of Business & Economic Statistics, 2009, 27, (3), 318-321 Downloads
  2. Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
    Journal of Econometrics, 2009, 150, (2), 193-206 Downloads View citations (4)
  3. Finite sample multivariate tests of asset pricing models with coskewness
    Computational Statistics & Data Analysis, 2009, 53, (6), 2008-2021 Downloads View citations (8)
  4. Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
    Econometrics Journal, 2009, 12, (s1), S19-S49 Downloads View citations (9)
  5. Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility
    Journal of Financial Econometrics, 2009, 10, (1), 124-163 Downloads
    See also Working Paper (2011)

2008

  1. Market failure, inequality and redistribution
    Ethics and Economics, 2008, 6, (1), 9 Downloads

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 Downloads View citations (36)
  2. Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
    Journal of Business & Economic Statistics, 2007, 25, 398-410 Downloads View citations (20)

2006

  1. Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
    Annals of Economics and Statistics, 2006, (81), 1-31 Downloads
    See also Working Paper (2000)
  2. Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
    Journal of Econometrics, 2006, 130, (1), 123-142 Downloads View citations (2)
    See also Working Paper (2006)
  3. Finite-sample simulation-based inference in VAR models with application to Granger causality testing
    Journal of Econometrics, 2006, 135, (1-2), 229-254 Downloads View citations (14)
  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 Downloads View citations (44)
    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 Downloads View citations (113)
    See also Working Paper (2005)
  6. Resampling methods in econometrics
    Journal of Econometrics, 2006, 133, (2), 411-419 Downloads
  7. Short run and long run causality in time series: inference
    Journal of Econometrics, 2006, 132, (2), 337-362 Downloads View citations (52)
    See also Working Paper (2003)

2005

  1. Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
    Econometrica, 2005, 73, (4), 1351-1365 Downloads View citations (56)
    See also Working Paper (2003)

2004

  1. Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*
    L'Actualité Economique, 2004, 80, (4), 593-618 Downloads
    See also Working Paper (2003)
  2. Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
    Journal of Econometrics, 2004, 122, (2), 317-347 Downloads View citations (33)
    See also Working Paper (2001)
  3. Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*
    L'Actualité Economique, 2004, 80, (2), 501-522 Downloads
    See also Working Paper (2005)

2003

  1. 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 Downloads View citations (17)
    See also Working Paper (2003)
  2. Identification, weak instruments, and statistical inference in econometrics
    Canadian Journal of Economics, 2003, 36, (4), 767-808 Downloads View citations (84)
    See also Working Paper (2003)

2002

  1. Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
    Journal of Econometrics, 2002, 106, (1), 143-170 Downloads View citations (28)
    See also Working Paper (2000)
  2. Méthodes d’inférence exactes pour des processus autorégressifs: une approche fondée sur des tests induits
    L'Actualité Economique, 2002, 78, (1), 19-40 Downloads
  3. Simulation based finite and large sample tests in multivariate regressions
    Journal of Econometrics, 2002, 111, (2), 303-322 Downloads View citations (48)
    See also Working Paper (2000)

2001

  1. 36th annual meeting of the Canadian economics association
    Economics Bulletin, 2001, 28, (66), A0 Downloads
  2. Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors
    International Economic Review, 2001, 42, (3), 815-43 View citations (59)
  3. Logique et tests d’hypothèses
    L'Actualité Economique, 2001, 77, (2), 171-190 Downloads

2000

  1. Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
    Journal of Econometrics, 2000, 99, (2), 255-289 Downloads View citations (6)
    See also Working Paper (2000)

1998

  1. Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
    Econometrica, 1998, 66, (1), 79-104 View citations (59)
    See also Working Paper (1995)
  2. Short Run and Long Run Causality in Time Series: Theory
    Econometrica, 1998, 66, (5), 1099-1126 View citations (91)
    See also Working Paper (1995)
  3. Simulation-based finite sample normality tests in linear regressions
    Econometrics Journal, 1998, 1, (ConferenceIssue), C154-C173 View citations (34)
    See also Working Paper (1998)
  4. 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 Downloads View citations (23)
    See also Working Paper (1997)

1997

  1. 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 (41)
    See also Working Paper (1994)
  2. Exact tests in single equation autoregressive distributed lag models
    Journal of Econometrics, 1997, 80, (2), 325-353 Downloads View citations (26)
    See also Working Paper (1995)
  3. La causalité entre la monnaie et le revenu: une analyse fondée sur un modèle VARMA-échelon
    L'Actualité Economique, 1997, 73, (1), 351-366 Downloads
  4. Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models
    Econometrica, 1997, 65, (6), 1365-1388 View citations (180)

1996

  1. Editors' introduction recent developments in the econometrics of structural change
    Journal of Econometrics, 1996, 70, (1), 1-8 Downloads View citations (6)
  2. Exact tests for structural change in first-order dynamic models
    Journal of Econometrics, 1996, 70, (1), 39-68 Downloads View citations (52)

1995

  1. Exact Nonparametric Orthogonality and Random Walk Tests
    The Review of Economics and Statistics, 1995, 77, (1), 1-16 Downloads View citations (30)
    See also Working Paper (1993)

1994

  1. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    International Economic Review, 1994, 35, (1), 199-229 Downloads View citations (19)
    See also Working Paper (1992)
  2. Pitfalls of Rescaling Regression Modes with Box-Cox Transformations
    The Review of Economics and Statistics, 1994, 76, (3), 571-75 Downloads
    See also Working Paper (1993)
  3. Simplified conditions for noncausality between vectors in multivariate ARMA models
    Journal of Econometrics, 1994, 63, (1), 271-287 Downloads View citations (12)
    See also Working Paper (1992)

1993

  1. New Developments in Time Series Econometrics: An Overview
    Empirical Economics, 1993, 18, (4), 557-64
  2. On the relationship between impulse response analysis, innovation accounting and Granger causality
    Economics Letters, 1993, 42, (4), 327-333 Downloads View citations (11)
    See also Working Paper (1993)
  3. Tabulation of Farebrother's Test for Linear Restriction
    Econometric Theory, 1993, 9, (04), 697-703 Downloads
  4. The importance of seasonality in inventory models
    Journal of Econometrics, 1993, 55, (1-2), 129-133 Downloads View citations (3)

1992

  1. Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications
    Econometric Theory, 1992, 8, (02), 223-240 Downloads
    See also Working Paper (1992)
  2. On the lack of invariance of some asymptotic tests to rescaling
    Economics Letters, 1992, 38, (3), 251-257 Downloads View citations (5)

1991

  1. Invariance, Nonlinear Models, and Asymptotic Tests
    Econometrica, 1991, 59, (6), 1601-15 Downloads View citations (26)
    See also Working Paper (1987)
  2. Nonuniform Bounds for Nonparametric t-Tests
    Econometric Theory, 1991, 7, (02), 253-263 Downloads View citations (8)
    See also Working Paper (1991)
  3. 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 Downloads View citations (56)
  4. Over-rejections in rational expectations models: A non-parametric approach to the Mankiw-Shapiro problem
    Economics Letters, 1991, 35, (3), 285-290 Downloads View citations (6)
    See also Working Paper (1991)

1990

  1. Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors
    Econometrica, 1990, 58, (2), 475-94 Downloads View citations (55)
    See also Working Paper (1986)

1989

  1. Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
    Econometrica, 1989, 57, (2), 335-55 Downloads View citations (39)
    See also Working Paper (1986)

1988

  1. Estimators of the disturbance variance in econometric models: Small-sample bias and the existence of moments
    Journal of Econometrics, 1988, 37, (2), 277-292 Downloads View citations (1)

1987

  1. Tests non paramétriques optimaux pour le modéle autorégressif d'ordre un
    Annals of Economics and Statistics, 1987, (6-7), 411-434 Downloads

1986

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

1985

  1. Corrigendum [A Warning on the Use of the Cochrane-Orcutt Procedure Based on a Money Demand Equation]
    Empirical Economics, 1985, 10, (4), 275
  2. Durbin-Watson tests for serial correlation in regressions with missing observations
    Journal of Econometrics, 1985, 27, (3), 371-381 Downloads View citations (1)
    See also Working Paper (1983)
  3. Mesure et incidence des dépenses fiscales au Québec
    L'Actualité Economique, 1985, 61, (1), 93-111 Downloads
    See also Working Paper (1985)
  4. Some robust exact results on sample autocorrelations and tests of randomness
    Journal of Econometrics, 1985, 29, (3), 257-273 Downloads View citations (15)
    See also Working Paper (1984)
  5. Unbiasedness of Predictions from Etimated Vector Autoregressions
    Econometric Theory, 1985, 1, (03), 387-402 Downloads View citations (3)
    See also Working Paper (1983)

1984

  1. Unbiasedness of Predictions from Estimated Autoregressions When the True Order Is Unknown
    Econometrica, 1984, 52, (1), 209-15 Downloads View citations (3)

1983

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

1982

  1. Generalized Chow Tests for Structural Change: A Coordinate-Free Approach
    International Economic Review, 1982, 23, (3), 565-75 Downloads View citations (21)
    See also Working Paper (1981)
  2. Recursive stability analysis of linear regression relationships: An exploratory methodology
    Journal of Econometrics, 1982, 19, (1), 31-76 Downloads View citations (29)

1981

  1. Variables binaires et tests prédictifs contre les changements structurels
    L'Actualité Economique, 1981, 57, (3), 376-386 Downloads

1980

  1. Dummy variables and predictive tests for structural change
    Economics Letters, 1980, 6, (3), 241-247 Downloads View citations (19)
  2. The Cochrane-Orcutt procedure numerical examples of multiple admissible minima
    Economics Letters, 1980, 6, (1), 43-48 Downloads
    See also Working Paper (1980)

1978

  1. Fonctions de production dans l’économie du Québec
    L'Actualité Economique, 1978, 54, (2), 176-206 Downloads View citations (1)
    See also Working Paper (1978)

1976

  1. On spectral estimation for a homogeneous random process on the circle
    Stochastic Processes and their Applications, 1976, 4, (2), 107-120 Downloads View citations (1)
 
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