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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
(Université de Montréal. Département de sciences économiques., 2005)
Cet article illustre l’applicabilité des méthodes de rééchantillonnage dans le cadre des tests multiples (simultanés), pour divers problèmes économétriques. Les hypothèses simultanées sont une conséquence habituelle de la ...
Consistent House Allocation
(Université de Montréal. Département de sciences économiques., 2005)
In practice we often face the problem of assigning indivisible objects (e.g., schools, housing, jobs, offices) to agents (e.g., students, homeless, workers, professors) when monetary compensations are not possible. We show ...
Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
(Université de Montréal. Département de sciences économiques., 2005)
We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the ...
Les études dix-huitiémistes au Canada
(Société française d’étude du dix-huitième siècle, 2005)
Domain Closedness Conditions and Rational Choice
(Université de Montréal. Département de sciences économiques., 2005)
The rationalizability of a choice function on an arbitrary domain under various coherence properties has received a considerable amount of attention both in the long-established and in the recent literature. Because domain ...
Fair Allocation of Production Externalities: Recent Results
(Université de Montréal. Département de sciences économiques., 2005)
We survey recent axiomatic results in the theory of cost-sharing. In this litterature, a method computes the individual cost shares assigned to the users of a facility for any profile of demands and any monotonic cost ...
Why Have Aggregate Skilled Hours Become So Cyclical Since the Mid-1980's?
(Université de Montréal. Département de sciences économiques., 2005)
This paper documents and discusses a dramatic change in the cyclical behavior of aggregate hours worked by individuals with a college degree (skilled workers) since the mid-1980’s. Using the CPS outgoing rotation data set ...
Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
(Université de Montréal. Département de sciences économiques., 2005)
In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. ...
Dynamic Measures of Individual Deprivation
(Université de Montréal. Département de sciences économiques., 2005)
We introduce and axiomatize a one-parameter class of individual deprivation measures. Motivated by a suggestion of Runciman, we modify Yitzhaki’s index by multiplying it by a function that is interpreted as measuring the ...