Jean-Marie Dufour

Economics and Econometrics · 1980–2015

A researcher in the Science corpus: 12 papers; trusts 40 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 54 citations into it; #5,428 of 23,481 by trust here, #12,103 by citations
• Statistics and Probability — 31 citations into it; #5,099 of 12,932 by trust here, #5,481 by citations
• Finance — 24 citations into it; #5,430 of 10,518 by trust here, #8,309 by citations
• Renewable Energy, Sustainability and the Environment — 10 citations into it
• Management Science and Operations Research — 8 citations into it; #8,070 of 11,946 by trust here, #11,360 by citations
• Economics & Operations Research — 7 citations into it
• Signal Processing — 5 citations into it

Whom Jean-Marie Dufour trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bradley Efron
2. Theodore W. Anderson
3. A. Inoue
4. James H. Stock
5. Robert Tibshirani
6. Lutz Kilian
7. Michael P. Keane
8. Joshua D. Angrist
9. Russell Davidson
10. Douglas O. Staiger

Who trusts Jean-Marie Dufour overall

1. Michael Eichler
2. Saraswata Chaudhuri
3. L. Godfrey
4. Tae-Hwy Lee
5. Susanne M. Schennach
6. Niklas Pfister
7. Lars Peter Hansen
8. Sophocles Mavroeidis
9. James G. MacKinnon
10. Eric Zivot

Papers from Jean-Marie Dufour's perspective

Ordered by how strongly the researchers Jean-Marie Dufour trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
2. Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
3. Estimating the Dimension of a Model
4. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
5. Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics
6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
7. Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
8. The Behavior of Stock-Market Prices
9. Pivotal statistics for testing structural parameters in instrumental variables regression
10. Bagging Predictors

Their papers

• Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors (2001) — 152 citations
• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ∗ (2007) — 98 citations
• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (2005) — 79 citations
• Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors (2007) — 74 citations
• Short and long run causality measures: Theory and inference (2008) — 98 citations
• Simulation-Based Finite and Large Sample Tests in Multivariate Regressions (2002) — 107 citations
• Monte Carlo Test Methods in Econometrics (2007) — 82 citations
• Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons (2015) — 112 citations
• Improved Nonparametric Inference for the Mean of a Bounded Random Variable with Application to Poverty Measures (2005) — 7 citations
• Short run and long run causality in time series (2003) — 167 citations
• Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank (1980)
• Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics