Message du directeur
Editors’ Introduction: Identification, Simulation and Finite-Sample Inference
Sous la direction de Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf et A. Craig MacKinlay


Wild Cluster Bootstrap Confidence Intervals
James G. MacKinnon

Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
Sermin Gungor, Richard Luger

A Shrinkage Instrumental Variable Estimator for Large Datasets
A. Carriero, G. Kapetanios, M. Marcellino

Finite-Sample Sign-Based Inference in Linear and Nonlinear Regression Models with Applications in Finance
Abderrahim Taamouti

Maximum Non-Extensive Entropy Block Bootstrap for Non-stationary Processes
Michele Bergamelli, Jan Novotný, Giovanni Urga

Log-transform kernel density estimation of income distribution
Arthur Charpentier, Emmanuel Flachaire

Identification-Robust Estimates of the Canadian Natural Rate of Interest
Maral Kichian

Selection of the number of factors in presence of structural instability: a Monte Carlo study
Charles Olivier Mao Takongmo, Dalibor Stevanovic

Identification-Robust Factor Pricing: Canadian Evidence
Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf