Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "[JEL:C60] Mathématiques et méthodes quantitatives - Méthodes mathématiques et programmation - Généralités"
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Computation and Analysis of Multiple Structural-Change Models
(Université de Montréal. Département de sciences économiques., 1998)In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues ... -
Paretian Quasi-Orders: Two Agents
(Université de Montréal. Département de sciences économiques., 1999)We characterize Paretian quasi-orders in the two-agent continuous case.