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Jean-Marie Dufour

Jean-Marie Dufour

D-Index & Metrics

Economics and Finance

D-Index
44
Citations
7566
World Ranking
1874
National Ranking
45

Mathematics

D-Index
44
Citations
7610
World Ranking
1594
National Ranking
60

Research.com Recognitions

  • 2006 - Fellow of John Simon Guggenheim Memorial Foundation
  • 2005 - Fellow of the American Statistical Association (ASA)
  • 1998 - Fellows of the Econometric Society
  • 1997 - Fellow of the Royal Society of Canada Academy of Social Sciences

Overview

Jean-Marie Dufour is affiliated with McGill University in Canada and has made contributions primarily in the fields of Economics, Econometrics, and Finance. Their research encompasses a range of subfields including Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Statistics and Probability, as well as Sociology and Political Science.

Their research topics include:

  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Financial Risk and Volatility Modeling
  • Statistical Methods and Inference
  • Advanced Statistical Methods and Models
  • Economic theories and models
  • Italy: Economic History and Contemporary Issues

Dufour has published extensively in distinguished academic venues. Frequent publication outlets include:

  • Journal of Econometrics (5 publications)
  • arXiv (Cornell University) (4 publications)
  • Econstor (Econstor) (3 publications)
  • RePEc: Research Papers in Economics (2 publications)
  • Econometric Reviews (2 publications)

Some recent papers by Jean-Marie Dufour are:

  • Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application, 2021, Journal of Business and Economic Statistics
  • Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices, 2021, RePEc: Research Papers in Economics
  • Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit, 2021, Econstor (Econstor)

Frequent co-authors in their research collaborations include:

  • Lynda Khalaf
  • Maral Kichian
  • Firmin Doko Tchatoka
  • Emmanuel Flachaire
  • Abdallah Zalghout

Jean-Marie Dufour is a recipient of several academic fellowships, including:

  • Fellow of the John Simon Guggenheim Memorial Foundation (2006)
  • Fellow of the American Statistical Association (ASA) (2005)
  • Fellow of the Econometric Society (1998)
  • Fellow of the Royal Society of Canada, Academy of Social Sciences (1997)

Best Publications

  • Some impossibility theorems in econometrics with applications to structural and dynamic models

    Jean-Marie Dufour

  • Short run and long run causality in time series: Theory

    Jean-Marie Dufour;Eric Renault

  • Identification, weak instruments and statistical inference in econometrics ⁄

    Jean Marie Dufour

  • Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics

    Jean Marie Dufour

  • Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

    Jean Marie Dufour;Mohamed Taamouti

  • Short run and long run causality in time series

    Jean-Marie Dufour

  • Short run and long run causality in time series: inference ⁄

    Jean Marie Dufour;Denis Pelletier;Éric Renault

  • Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors

    Jean Marie Dufour;Maxwell L. King

  • Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis

    Jean Marie Dufour;Lynda Khalaf;Maral Kichian

  • Simulation-Based Finite-Sample Normality Tests in Linear Regressions

    Jean Marie Dufour;Abdeljelil Farhat;Lucien Gardiol;Lynda Khalaf

  • Recursive stability analysis of linear regression relationships: An exploratory methodology

    Jean-Marie Dufour

  • Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

    Jean-Marie Dufour;Joann Jasiak

  • EXACT TESTS AND CONFIDENCE SETS IN LINEAR REGRESSIONS WITH AUTOCORRELATED ERRORS

    Jean-Marie Dufour

  • Exchange rates and commodity prices: Measuring causality at multiple horizons

    Hui Jun Zhang;Hui Jun Zhang;Jean-Marie Dufour;Jean-Marie Dufour;Jean-Marie Dufour;John W. Galbraith;John W. Galbraith;John W. Galbraith

  • INVARIANCE, NONLINEAR MODELS, AND ASYMPTOTIC TESTS

    Marcel G. Dagenais;Jean-Marie Dufour

  • Generalized Chow Tests for Structural Change: A Coordinate-Free Approach

    Jean-Marie Dufour

  • Testing Causality between Two Vectors in Multivariate Autoregressive Moving Average Models

    Hafida Boudjellaba;Jean-Marie Dufour;Roch Roy

  • Monte Carlo Test Methods in Econometrics

    Jean‐Marie Dufour;Lynda Khalaf

  • Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

    Jean-Marie Dufour;Jan F. Kiviet

  • Short and long run causality measures: Theory and inference☆

    Jean-Marie Dufour;Jean-Marie Dufour;Abderrahim Taamouti

  • Some robust exact results on sample autocorrelations and tests of randomness

    Jean Marie Dufour;Roch Roy

Frequent Co-Authors

Marc Hallin
Marc Hallin Université Libre de Bruxelles
Eric Renault
Eric Renault University of Warwick
Andrew Harvey
Andrew Harvey University of Cambridge
Mark F. J. Steel
Mark F. J. Steel University of Warwick
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Carl Chiarella
Carl Chiarella University of Technology Sydney
Stefan Mittnik
Stefan Mittnik Ludwig-Maximilians-Universität München
Olivier Scaillet
Olivier Scaillet University of Geneva
Brian D. O. Anderson
Brian D. O. Anderson Australian National University

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