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Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2005

The technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact tests from statistics whose finite sample distribution is intractable but can be simulated (provided it does not involve nuisance parameters). We extend this method in two ways:...

Persistent link: https://www.econbiz.de/10005100868

Monotonicity and Bounds for Cost Shares under the Path Serial Rule

Téjédo, Cyril; Truchon, Michel - Centre Interuniversitaire de Recherche en Analyse des … - 2002

respect to its own demand and the one of other agents. We also provide bounds for cost shares under an appropriate assumption …

Persistent link: https://www.econbiz.de/10005101058

The Living Arrangement Dynamics of Sick, Elderly Individuals

Dostie, Benoit; Léger, Pierre Thomas - Centre Interuniversitaire de Recherche en Analyse des … - 2004

In this paper, we address the dynamics associated with living-arrangement decisions of sick, elderly individuals. Using data from the Panel Study of Income Dynamics and its Parental Health Supplement, we construct the complete living-arrangement histories of elderly individuals in need of care....

Persistent link: https://www.econbiz.de/10005100709

Economic Policy when Models Disagree

Barrieu, Pauline; Sinclair-Desgagné, Bernard - Centre Interuniversitaire de Recherche en Analyse des … - 2009

This paper proposes a general way to craft public policy when there is no consensual account of the situation of interest. The design builds on a dual extension of the traditional theory of economic policy. It does not require a representative policymaker's utility function (as in the literature...

Persistent link: https://www.econbiz.de/10005100593

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - Centre Interuniversitaire de Recherche en Analyse des … - 2005

unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of … serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry …-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is …

Persistent link: https://www.econbiz.de/10005100838