Search
Now showing items 11-20 of 32
Les troubles liés aux événements traumatiques: dépistage, évaluation et traitements
(2002-03)
OBJECTIF Informer les médecins de première ligne concernant le dépistage, le diagnostic et le traitement des troubles psychologiques associés aux événements traumatiques.
QUALITÉ DES DONNÉES Les recensions proviennent de ...
ARMA Representation of Integrated and Realized Variances
(Université de Montréal. Département de sciences économiques., 2002)
This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH ...
Critical-Level Population Principles and the Repugnant Conclusion
(Université de Montréal. Département de sciences économiques., 2002)
Critical-level generalized-utilitarian population principles with positive critical levels pro-vide an ethically attractive way of avoiding the repugnant conclusion. We discuss the axiomatic foundations of critical-level ...
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach
(Université de Montréal. Département de sciences économiques., 2002)
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include ...
Testing for a Unit Root in Panels with Dynamic Factors
(Université de Montréal. Département de sciences économiques., 2002)
This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number ...
Responsibility and Cross-Subsidization in Cost Sharing
(Université de Montréal. Département de sciences économiques., 2002)
We propose two axiomatic theories of cost sharing with the common premise that agents demand comparable -though perhaps different- commodities and are responsible for their own demand. Under partial responsibility the ...
Maximal-Element Rationalizability
(Université de Montréal. Département de sciences économiques., 2002)
We examine the maximal-element rationalizability of choice functions with arbitrary do-mains. While rationality formulated in terms of the choice of greatest elements according to a rationalizing relation has been analyzed ...
Testing Normality : A GMM Approach
(Université de Montréal. Département de sciences économiques., 2002)
In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (1972) equations. ...
Upper Semicontinuous Extensions of Binary Relations
(Université de Montréal. Département de sciences économiques., 2002)
Suzumura shows that a binary relation has a weak order extension if and only if it is consistent. However, consistency is demonstrably not sufficient to extend an upper semi-continuous binary relation to an upper semicontinuous ...
Préface
(Éditions Triptyque, 2002)