L'Actualité économique

Volume 91, Number 1-2, March–June 2015 Identification, Simulation and Finite-Sample Inference Guest-edited by Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf and A. Craig MacKinlay

Table of contents (11 articles)

  1. Message from the Director
  2. Editors’ Introduction: Identification, Simulation and Finite-Sample Inference


  1. Wild Cluster Bootstrap Confidence Intervals
  2. Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
  3. A Shrinkage Instrumental Variable Estimator for Large Datasets
  4. Finite-Sample Sign-Based Inference in Linear and Nonlinear Regression Models with Applications in Finance
  5. Maximum Non-Extensive Entropy Block Bootstrap for Non-stationary Processes
  6. Log-Transform Kernel Density Estimation of Income Distribution
  7. Identification-Robust Estimates of the Canadian Natural Rate of Interest
  8. Selection of the Number of Factors in Presence of Structural Instability: A Monte Carlo study
  9. Identification-Robust Factor Pricing: Canadian Evidence

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