Chaos theory offers to time series analysis new perspectives as well as concepts and ideas that have a through contribution to statistics. On the other hand, statistical methodology has shown to play a crucial role for the comprehension of nonlinear and chaotic phenomena. One peculiar feature of...

We analyze the issue of the impact of multiple breaks on monetary neutrality results, using a long annual international data set. We empirically verify whether neutrality propositions remain addressable (and if so, whether they hold or not), when unit root tests are carried out allowing for...

Efficiency scores of production units are generally measured relative to an estimated production frontier. Nonparametric estimators (DEA, FDH, \cdots ) are based on a finite sample of observed production units. The bootstrap is one easy way to analyze the sensitivity of efficiency scores...