Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "[JEL:C40] Mathematical and Quantitative Methods - Econometric and Statistical Methods: Special Topics - General"

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  • The Bootstrap of Mean for Dependent Heterogeneous Arrays 

    Gonçalves, Sílvia; WHITE, Halbert (Université de Montréal. Département de sciences économiques., 2001)
    Presently, conditions ensuring the validity of bootstrap methods for the sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are unknown. Here we establish the validity of the bootstrap in this context, ...

  • Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 

    Dufour, Jean Marie; Khalaf, Lynda (Université de Montréal. Département de sciences économiques., 1998)
    In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and ...