Authors: Dufour, Jean-Marie Trognon, Alain Tuvaandorj, Purevdorj

Citation: Dufour, Jean-marie et al., Invariant tests based on M-estimators, estimating functions, and the generalized method of moments, Econometric reviews , 36(1-3), 2017, pp. 182-204

Authors: Dufour, Jean-Marie Khalaf, Lynda Beaulieu, Marie-Claude

Citation: Dufour, Jean-marie et al., Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models, Journal of applied econometrics , 25(2), 2010, pp. 263-285

Authors: Dufour, Jean-Marie

Citation: Dufour, Jean-marie, Bias of S^2 in Linear Regressions with Dependent Errors, American statistician , 40(4), 1986, pp. 284-285

Authors: Bernard, Jean-Thomas Dufour, Jean-Marie Khalaf, Lynda Kichian, Maral

Citation: Bernard, Jean-thomas et al., An identification-robust test for time-varying parametres in the dynamics of energy prices, Journal of applied econometrics , 27(4), 2012, pp. 603-624

Authors: Dufour, Jean-Marie Luger, Richard

Citation: Dufour, Jean-marie et Luger, Richard, Identification-robust moment-based tests for Markov switching in autoregressive models, Econometric reviews , 36(6-9), 2017, pp. 713-727

Authors: Coudin, Elise Dufour, Jean-Marie

Citation: Coudin, Elise et Dufour, Jean-marie, Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors, Econometric reviews , 39(8), 2020, pp. 763-791