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Dufour Jean-Marie

Обновлено: 09-12-2010
Образование магистр: Economics [Concordia University , 1974]
магистр: Economics [University of Chicago , 1978]
PhD: Economics [University of Chicago , 1979]
Место работы Centre interuniversitaire de recherche en йconomie quantitative University de Montreal (CIREQ) / Professor

Профессиональные интересы:
Finite-sample methods in econometrics (time series models, structural models)
Simulation-based methods in econometrics: Monte Carlo tests and bootstrap techniques
Nonparametric techniques in econometrics and time series
Weak instruments problems
Time series analysis methods in econometrics :
Finite-sample and simulation-based inference (tests and confidence sets)
Short-run and long-run causality in multivariate ARMA models
Tests of serial dependence
Nonparametric measures of persistence
Invariant tests and invariance in models estimated by pseudo-likelihood and generalized method-of-moments methods
Testing based on indirect inference and efficient method-of-moments techniques
Inference for computable general equilibrium models
Tests for structural change in econometric models
Applications in macroeconometrics and finance


Публикации:
Books, monographs, special issues

Recent Developments in the Econometrics of Structural Change (Editor, with Eric Ghysels), Annals issue of the Journal of Econometrics, volume 70, 1996, North-Holland, Amsterdam, 316 pages.

New Developments in Time Series Econometrics (Editor, with Baldev Raj), in the collection : Studies in Empirical Economics, Physica-Verlag (Heidelberg) and Springer-Verlag (New York), 1994, 250 pages. [Book edition of Empirical Economics special issue.]

New Developments in Time Series Econometrics (Editor, with Baldev Raj), special issue of Empirical Economics 18(4), 1993, 557-806.

Government Assistance to Export Financing (with André Raynauld and Daniel Racette), Economic Council of Canada, Ottawa, 1983, 125 pages (English translation of preceding book).

L'aide publique au financement des exportations (with André Raynauld and Daniel Racette), Economic Council of Canada, Ottawa, 1983, 135 pages.
Домашняя страница http://www.fas.umontreal.ca/SCECO/Dufour/
E-mail jean.marie.dufour@umontreal.ca
Телефон 1 (514) 343-2400
Факс 1 (514) 343-5831
Адрес Université de Montréal
Département de sciences économiques
3150, rue Jean-Brillant, bureau C-6088
C.P. 6128, Succ. centre-ville
Montréal
Québec H3C 3J7
CANADA
Ключевые слова

См. также:
John Aitchison, Samuel D. Silvey
Biometrika. 1957.  Vol. 44. No. 1/2. P. 131-140. 
[Статья]
Ray C. Fair
Journal of Political Economy. 1978.  Vol. 86. P. 45-61. 
[Статья]
Jerry Hausman
Econometrica. 1978.  Vol. 46. No. 6. P. 1251-1272. 
[Статья]
Robert F. Engle, Kenneth F. Kroner
Econometric Theory. 1995.  Vol. 11. No. 1. P. 122-150. 
[Статья]
Blake LeBaron
Studies in Nonlinear Dynamics and Econometrics. 1997.  Vol. 2. No. 2. P. 53-59. 
[Статья]
Николай Петрович Тихомиров, Елена Юрьевна Дорохина
[Учебная программа]
[Интернет-ресурс]