across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal …, we apply the "maximized MC"" (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which … équations en utilisant une approche de test de Monte Carlo (MC), ce qui permet d'éviter des bornes de type Bonferroni. Étant …

the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading … asymptotique ou une technique de bootstrap. Après avoir montré que ces méthodes peuvent être très peu fiables, même avec des …

techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case …'application du bootstrap est aussi considérée. Les méthodes sont appliquées à un modèle VAR de l'économie américaine. …

hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric … domaine, en mettant l'accent sur la construction de test et régions de confiance valides. Les techniques considérées …

This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of … Bernstein copula densities using the Hellinger distance. The test is easy to implement because it does not involve a weighting … function in the test statistic, and it can be applied in general settings since there is no restriction on the dimension of the …

covariates is unknown. We provide its estimation procedure and, in addition, a bootstrap technique to make inference on the …