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Dufour, Jean-Marie :    Fellow

Email: Jean-Marie.Dufour@cirano.qc.ca
Office: 2549
Phone: 514-985-4000 # 3113
FAX: 514-985-4039
University: McGill University
Phone: (514) 343-2400
FAX: (514) 343-5831
• Scientific Publications at CIRANO
 Ph.D., University of Chicago
Full Professor
Département de sciences économiques
Université de Montréal
Holder of Canada Research Chair in Econometrics

DOMAINS OF INTEREST:
* Econometrics and statistics
* Macroeconomics
* Finance
* Public finance

Personal Web site
Short biography

Scientific Publications at CIRANO of Jean-Marie Dufour

  CS 2005s-26
(2005 Aug.) 		Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
CS 2005s-30
(2005 Aug.) 		Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis
CS 2005s-02
(2005 Feb.) 		Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
CS 2005s-03
(2005 Feb.) 		Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
CS 2005s-04
(2005 Feb.) 		Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
CS 2005s-05
(2005 Feb.) 		Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
CS 2005s-06
(2005 Feb.) 		Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
CS 2003s-61
(2003 Sep.) 		Short Run and Long Run Causality in Time Series: Inference
CS 2003s-49
(2003 July) 		Identification, Weak Instruments and Statistical Inference in Econometrics
CS 2003s-54
(2003 July) 		Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
CS 2003s-39
(2003 May) 		Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
CS 2003s-34
(2003 Apr.) 		Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
CS 2003s-33
(2003 Mar.) 		Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
CS 2002s-85
(2002 Nov.) 		Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
CS 2001s-56
(2001 Oct.) 		Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
CS 2001s-40
(2001 May) 		Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie
CS 2001s-25
(2001 Apr.) 		Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
CS 2000s-47
(2000 Oct.) 		Économétrie, théorie des tests et philosophie des sciences
CS 2000s-15
(2000 May) 		Simulation Based Finite and Large Sample Tests in Multivariate Regressions
CS 2000s-16
(2000 May) 		Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
CS 2000s-17
(2000 May) 		Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
CS 2000s-18
(2000 May) 		Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
CS 2000s-13
(2000 Apr.) 		Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

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