Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par titre
Voici les éléments 201-220 de 564
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Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
(Université de Montréal. Département de sciences économiques., 2003)In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate ... -
Finite-sample inference methods for simultaneous equations and models with unobserved and generated regressors
(Université de Montréal. Département de sciences économiques., 1998)We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification ... -
Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
(Université de Montréal. Département de sciences économiques., 2005)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 ... -
Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority
(Université de Montréal. Département de sciences économiques., 1995) -
First-Degree Discrimination by a Duopoly: Pricing and Quality Choice
(Université de Montréal. Département de sciences économiques., 2005-01) -
First-Degree Discrimination in a Competitive Setting: Pricing and Quality Choice
(Université de Montréal. Département de sciences économiques., 2005)The paper investigates competition in price schedules among vertically differentiated dupolists. First order price discrimination is the unique Nash equilibrium of a sequential game in which firms determine first whether or not to commit to a uniform ... -
Fiscal rules with discretion for an economic union
(Université de Montréal. Département de sciences économiques, 2022-03-11)The design of a fiscal rule involves a trade-off between committing governments to a fiscally responsible budget and giving governments the discretion to respond to shocks. What is the optimal degree of discretion for deficit-biased governments ... -
Flippable Pairs and Subset Comparisons in Comparative Probability Orderings and Related Simple Games
(Université de Montréal. Département de sciences économiques., 2006-10)We show that every additively representable comparative probability order on n atoms is determined by at least n - 1 binary subset comparisons. We show that there are many orders of this kind, not just the lexicographic order. These results provide ... -
Forecasting Containerized Traffic for the Port of Montreal (1981-1995)
(Université de Montréal. Département de sciences économiques., 1985)Le But de Ce Rapport Est de Presenter L'approche Utilisee Par les Auteurs Pour Effectuer des Previsions a Long Terme du Trafic de Conteneurs Outre-Mer, Pour le Port de Montreal. Cette Approche Suppose D'abord L'estimation du Trafic de Conteneurs Par ... -
Free Triples, Large Indifference Classes and the Majority Rule
(Université de Montréal. Département de sciences économiques., 2007-03) -
Functional Forms and Educational Production Functions
(Université de Montréal. Département de sciences économiques., 1985)Different Functional Forms Are Proposed and Applied in the Context of Educational Production Functions. Three Different Specifications - the Linerar, Logit and Inverse Power Transformation (Ipt) - Are Used to Explain First Grade Students' Results to a ... -
Further Evidence on Breaking Trend Functions in Macroeconomic Variables
(Université de Montréal. Département de sciences économiques., 1994) -
Gale's fixed tax for exchanging houses
(Université de Montréal. Département de sciences économiques., 2018-06)We consider the taxation of exchanges among a set of agents where each agent owns one object. Agents may have different valuations for the objects and they need to pay taxes for exchanges. Using basic properties, we show that if pairwise (or some) ... -
Games with unobservable heterogeneity and multiple equilibria: an application to mobile telecommunications
(Université de Montréal. Département de sciences économiques., 2019-02)To shed light on the limited success of competition enhancing policies in mobile telecommunications, I estimate a game of transceivers’ locations between national incumbents and a new entrant in Canada. I recover player-specific unobserved heterogeneity ... -
A Generalized Index of Fractionalization
(Université de Montréal. Département de sciences économiques., 2008-01)The goal of this paper is to contribute to the economic literature on ethnic and cultural diversity by proposing a new index that is informationally richer and more flexible than the commonly used ‘ethno-linguistic fractionalization’ (ELF) index. We ... -
Generalized Portmanteau Statistics and Tests of Randomness
(Université de Montréal. Département de sciences économiques., 1985) -
The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior
(Université de Montréal. Département de sciences économiques., 2004)We introduce a procedure to infer the repeated-game strategies that generate actions in experimental choice data. We apply the technique to set of experiments where human subjects play a repeated Prisoner's Dilemma. The technique suggests that two types ... -
GLS Detrending, Efficient Unit Root Tests and Structural Change
(Université de Montréal. Département de sciences économiques., 1998)We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of ... -
GMM Estimators for Linear Regression Models with Errors in the Variables
(Université de Montréal. Département de sciences économiques., 1994) -
GMM Estimators for Linear Regression Models with Errors in the Variables
(Université de Montréal. Département de sciences économiques., 1994)