This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that there are many different procedures for...

This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that there are many different procedures for...

Logistic regression analysis can provide an estimate of the odds ratio (OR), adjusted for a number of confounders. It is known that it is approximately equal to the associated adjusted relative risk (RR) if the incidence of an outcome of interest is rare in a cohort study or a clinical trial...

We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples. The multiplier central limit theorem is used for calculating p-values of the Cram´er-von Mises test statistic. Finite sample properties...

Ce papier estime les paramètres d'un modèle moyenne mobile intégré à seuils avec asymétrie contemporaine. Parmi plusieurs méthodes simulées d'estimation on utilise la méthode d'inférence indirecte avec un modèle auxiliaire du type autoregressif. Pour évaluer les propriétés de...

The paper deals with the Bayesian sequential analysis of clinical trials and the related predictive approach in a particularly innovative fashion. We propose a unified methodology for sequential clinical trials under a Bayesian paradigm. The idea is to make predictive inference based on the data...

For testing the equality of scale parameters of several inverse Gaussian distributions, we propose an exact test which is much easier to implement than the test proposed by  Chang et al. (2012). Our simulations indicate that our proposed test is also more powerful.

This paper discusses the dual interpretation of the Jeffreys–Lindley’s paradox associated with Bayesian posterior probabilities and Bayes factors, both as a differentiation between frequentist and Bayesian statistics and as a pointer to the difficulty of using improper priors while testing....