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Co-authors
(146)
Lynda Khalaf
45
Marie-Claude Beaulieu
12
Marc Hallin
9
Maral Kichian
8
Abderrahim Taamouti
5
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Authors
Jean-Marie Dufour
Jean-Marie Dufour,McGill University,Mathematical & Quantitative Methods,Statistics,Data Mining
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Jean-Marie Dufour
McGill University
Publications:
246
|
Citations:
1819
Fields:
Mathematical & Quantitative Methods
,
Statistics
,
Data Mining
View FAQ about top research areas and Fields of study
Collaborated with
146 co-authors
from 1971 to 2011
|
Cited by
1005 authors
Cumulative
Annual
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Publications
(246)
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Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
Jean-Marie Dufour
,
Tarek Jouini
Published in 2011.
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Marie-Claude Beaulieu
,
Jean-Marie Dufour
,
Lynda Khalaf
,
Maral Kichian
Published in 2011.
Identification-robust estimation and testing of the zero-beta CAPM
Marie-Claude Beaulieu
,
Jean-Marie Dufour
,
Lynda Khalaf
Published in 2011.
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Jean-Marie Dufour
,
René Garcia
,
Abderrahim Taamouti
Published in 2011.
Semiparametric Innovation-Based Tests of Orthogonality and Causality Between Two Infinite-Order Cointegrated Ceries with Application to Canada/US Monetary Interactions
Chafik Bouhaddioui
,
Jean-Marie Dufour
Published in 2011.
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Citations
(1819 times by 862 publications)
Instrumental variable estimation with heteroskedasticity and many instruments
(
Citations: 8
)
Norman R. Swanson
,
Whitney K. Newey
,
Tiemen Woutersen
Published in 2012.
A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
(
Citations: 5
)
Taoufik Bouezmarni
,
Jeroen V. K. Rombouts
,
Abderrahim Taamouti
Journal:
Journal of Business & Economic Statistics - J BUS ECON STAT
, vol. just-accep, no. just-accep, pp. 275-287, 2012
De Facto Capital Mobility, Equality, and Tax Policy in Open Economies
(
Citations: 2
)
Vera E. Troeger
Published in 2012.
Checking Normality and Homoscedasticity in the General Linear Model Using Diagnostic Plots
A. Schützenmeister
,
U. Jensen
,
H.-P. Piepho
Journal:
Communications in Statistics-simulation and Computation - COMMUN STATIST-SIMULAT COMPUT
, vol. 41, no. 2, pp. 141-154, 2012
A Maximum Entropy Test for Evaluating Higher-Order Correlations in Spike Counts
Arno Onken
,
Valentin Dragoi
,
Klaus Obermayer
Journal:
PLOS Computational Biology - PLOS COMPUT BIOL
, vol. 8, no. 6, 2012
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