Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Geographical and temporal distribution of human giardiasis in Ontario, Canada

Affiliation: Pascal Michel : Département de pathologie et microbiologie, Faculté de médecine vétérinaire, Université de Montréal

Differences in Standing and Sitting Postures of Youth with Idiopathic Scoliosis from Quantitative Analysis of Digital Photographs

The objective of this study was to explore whether differences in standing and sitting postures of youth with idiopathic scoliosis could be detected from quantitative analysis of digital photographs. Standing and sitting postures of 50 participants aged 10–20-years-old with idiopathic scoliosis (Cobb angle: 15° to 60°) were assessed from digital photographs using a posture evaluation software program. Based on the XY coordinates of markers, 13 angular and linear posture indices were calculated in both positions. Paired t-tests were used to compare values of standing and sitting posture indices. Significant differences between standing and sitting positions (p < 0.05) were found for head protraction, shoulder elevation, scapula asymmetry, trunk list, scoliosis angle, waist angles, and frontal and sagittal plane pelvic tilt. Quantitative analysis of digital photographs is a clinically feasible method to measure standing and sitting postures among youth with scoliosis and to assist in decisions on therapeutic interventions.