We consider Liouville-type theorems for the following Hénon-Lane-Emden system\begin{eqnarray*} \left\{ \begin{array}{lcl} -\Delta u&=& |x|^{a}v^p \ \ in\ \ \mathbb{R}^n,\\ -\Delta v&=& |x|^{b}u^q \ \ in\ \ \mathbb{R}^n,\end{array}\right. \end{eqnarray*}when $p,q \ge 1,$ $pq\neq1$, $a,b\ge0$. The main conjecture states that there is no non-trivial non-negative solution whenever $(p,q)$ is under the critical Sobolev hyperbola, i.e.$ \frac{n+a}{p+1}+\frac{n+b}{q+1}>{n-2}$. We show that this is indeed the case in dimension $n=3$ provided the solution is also assumed to be bounded, extending a result established recently by Phan-Souplet in the scalar case. Assuming stability of the solutions, we could then prove Liouville-type theorems in higher dimensions. For the scalar cases, albeit of second order ($a=b$ and $p=q$) or of fourth order ($a\ge 0=b$ and $p>1=q$), we show that for all dimensions $n\ge 3$ in the first case (resp., $n\ge 5$ in the second case), there is no positive solution with a finite Morse index, whenever $p$ is below the corresponding critical exponent, i.e $ 1< p < \frac{n+2+2a}{n-2}$ (resp., $ 1< p < \frac{n+4+2a}{n-4}$). Finally, we show that non-negative stable solutions of the full Hénon-Lane-Emden system are trivial provided \begin{equation*}\label{sysdim00} n < 2 + 2 (\frac{p(b+2)+a+2}{pq-1}) (\sqrt{\frac{pq(q+1)}{p+1}} + \sqrt{ \frac{pq(q+1)}{p+1} - \sqrt{\frac{pq(q+1)}{p+1}}}). \end{equation*}