Editors’ introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality. (English) Zbl 1464.00022
From the text: This annals issue celebrates the remarkable career of Jean-Marie Dufour by collecting 22 papers on identification, inference, and causality. It grew out of the CIREQ conference in honor of Jean-Marie Dufour organized by Marine Carrasco and Victoria Zinde-Walsh and held in Montreal, Canada, on May 7–8, 2016 where much work was inspired by his contributions.
MSC:
| 00B25 | Proceedings of conferences of miscellaneous specific interest |
| 62-06 | Proceedings, conferences, collections, etc. pertaining to statistics |
| 62P20 | Applications of statistics to economics |
| 00B30 | Festschriften |
Biographic References:
Dufour, Jean-MarieReferences:
| [1] | Amengual, D.; Carrasco, M.; Sentana, E., Testing distributional assumptions using a continuum of moments, J. Econometrics, 218, 2, 655-689 (2020) · Zbl 1464.62223 |
| [2] | Andrews, D.; Cheng, X.; Guggenberger, P., Generic results for establishing the asymptotic size of confidence sets and tests, J. Econometrics, 218, 2, 496-531 (2020) · Zbl 1464.62489 |
| [3] | Antoine, B.; Renault, E., Testing identification strength, J. Econometrics, 218, 2, 271-293 (2020) · Zbl 1464.62490 |
| [4] | Bertanha, M.; Moreira, M., Impossible inference in econometrics: Theory and applications, J. Econometrics, 218, 2, 247-270 (2020) · Zbl 1464.62494 |
| [5] | Bickel, P.; Levina, E., Regularized estimation of large covariance matrices, Ann. Statist., 36, 199-227 (2008) · Zbl 1132.62040 |
| [6] | Bontemps, C.; Kumar, R., A geometric approach to inference in set-identified entry games, J. Econometrics, 218, 2, 373-389 (2020) · Zbl 1464.62495 |
| [7] | Davidson, R.; MacKinnon, J. G., Improving the reliability of bootstrap tests with the fast double bootstrap, Comput. Statist. Data Anal., 51, 3259-3281 (2007) · Zbl 1161.62357 |
| [8] | Davidson, R.; Trokic, M., The fast iterated bootstrap, J. Econometrics, 218, 2, 451-475 (2020) · Zbl 1464.62054 |
| [9] | Doko Tchatoka, F.; Dufour, J.-M., Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory, J. Econometrics, 218, 2, 390-418 (2020) · Zbl 1464.62501 |
| [10] | Dovonon, P.; Hall, A.; Kleibergen, F., Inference in second-order identified models, J. Econometrics, 218, 2, 346-372 (2020) · Zbl 1464.62502 |
| [11] | Dufour, J., Some impossibility theorems in econometrics with applications to structural and dynamic models, Econometrica, 65, 1365-1387 (1997) · Zbl 0886.62116 |
| [12] | Galbraith, J.; Zinde-Walsh, V., Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects, J. Econometrics, 218, 2, 609-632 (2020) · Zbl 1464.62317 |
| [13] | Ghysels, E.; Hill, J. B.; Motegi, K., Testing a large set of zero restrictions in regression models, with an application to mixed frequency granger causality, J. Econometrics, 218, 2, 633-654 (2020) · Zbl 1464.62384 |
| [14] | Gonçalves, S.; Perron, B., Bootstrapping factor models with cross sectional dependence, J. Econometrics, 218, 2, 476-495 (2020) · Zbl 1464.62318 |
| [15] | Gourieroux, C.; Jasiak, J.; Monfort, A., Stationary bubble equilibria in rational expectation models, J. Econometrics, 218, 2, 714-735 (2020) · Zbl 1464.91058 |
| [16] | Gungor, S.; Luger, R., Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects, J. Econometrics, 218, 2, 750-770 (2020) · Zbl 1464.62417 |
| [17] | Hallin, M.; La Vecchia, D., A simple R-estimation method for semiparametric duration models, J. Econometrics, 218, 2, 736-749 (2020) · Zbl 1464.62505 |
| [18] | Hansen, B. E., The grid bootstrap and the autoregressive model, Rev. Econ. Stat., 81, 594-607 (1999) |
| [19] | Khalaf, L.; Saunders, C., Monte Carlo Two-stage indirect inference (2sif) for autoregressive panels, J. Econometrics, 218, 2, 419-434 (2020) · Zbl 1464.62511 |
| [20] | Kim, J.; Meddahi, N., Volatility regressions with fat tails, J. Econometrics, 218, 2, 690-713 (2020) · Zbl 1464.62418 |
| [21] | Kiviet, J., Testing the impossible: identifying exclusion restrictions, J. Econometrics, 218, 2, 294-316 (2020) · Zbl 1464.62513 |
| [22] | Komunjer, I.; Zhu, Y., Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models, J. Econometrics, 218, 2, 561-586 (2020) · Zbl 1464.62514 |
| [23] | Lütkepohl, H.; Milunovich, G.; Yang, M., Inference in partially identified heteroskedastic simultaneous equations models, J. Econometrics, 218, 2, 317-345 (2020) · Zbl 1464.62516 |
| [24] | MacKinnon, J.; Webb, M., Randomization inference for difference-in-differences with few treated clusters, J. Econometrics, 218, 2, 435-450 (2020) · Zbl 1464.62226 |
| [25] | Moreira, M. J., A conditional likelihood ratio test for structural models, Econometrica, 71, 1027-1048 (2003) · Zbl 1151.62367 |
| [26] | Tuvaandorj, P., Regression discontinuity designs, white noise models, and minimax, J. Econometrics, 218, 2, 587-608 (2020) · Zbl 1464.62264 |
| [27] | Xu, K.-L., Inference of local regression in the presence of nuisance parameters, J. Econometrics, 218, 2, 532-560 (2020) · Zbl 1464.62523 |
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