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)

  • Message from the Director
  • Editors’ Introduction: Identification, Simulation and Finite-Sample Inference
  • Articles

    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

    All Rights Reserved © HEC Montréal, 2015