Expertise

Econometrics and statistics, macroeconomics, finance, public finance

Biography

CIRANO Publications by Jean-Marie Dufour

As an author

1 to 5 of 40 results
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Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

Econometrics, Behavioral Finance, Public Finance, Risk Management and Economic and Fiscal Policy
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Identification-robust Inequality Analysis

Jean-Marie Dufour, Emmanuel Flachaire, Lynda Khalaf and Abdallah Zalghout

Regional Development, Inequality and Distribution of Income, Econometrics and Economic and Fiscal Policy
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Identification-robust moment-based tests for Markov-switching in autoregressive models

Jean-Marie Dufour and Richard Luger

Competition and Simulation
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CIRANO Projects

Practical and reliable estimation methods for high-dimensional multivariate stochastic volatility models with macroeconomic applications

Jean-Marie Dufour, MD Nazmul Ahsan