Volume 91, numéro 12, mars–juin 2015 Identification, Simulation and FiniteSample Inference Sous la direction de MarieClaude Beaulieu, JeanMarie Dufour, Lynda Khalaf et A. Craig MacKinlay
Sommaire (11 articles)
Message from the Director
Editors’ Introduction: Identification, Simulation and FiniteSample Inference
Articles

Wild Cluster Bootstrap Confidence Intervals

Bootstrap Tests of MeanVariance Efficiency with Multiple Portfolio Groupings

A Shrinkage Instrumental Variable Estimator for Large Datasets

FiniteSample SignBased Inference in Linear and Nonlinear Regression Models with Applications in Finance

Maximum NonExtensive Entropy Block Bootstrap for Nonstationary Processes

LogTransform Kernel Density Estimation of Income Distribution

IdentificationRobust Estimates of the Canadian Natural Rate of Interest

Selection of the Number of Factors in Presence of Structural Instability: A Monte Carlo study

IdentificationRobust Factor Pricing: Canadian Evidence
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