6 citations · 6 across the 4 of their papers we have counts for
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stat.ME2017
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
Firmin Doko Tchatoka, Jean-Marie Dufour
We study the distribution of Durbin-Wu-Hausman (DWH) and Revankar-Hartley (RH) tests for exogeneity from a finite-sample viewpoint, under the null and alternative hypotheses. We co…
stat.ME2016
Identification-robust moment-based tests for Markov-switching in autoregressive models
Jean-Marie Dufour, Richard Luger
This paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the ident…