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Yesterday’s Games: Contingency Learning and the Growth of Public Spending, 1890-1938
(Université de Montréal. Département de sciences économiques., 2003)
Neither democracy nor globalization can explain the doubling of the peacetime public share in many Western countries between World Wars I and II. Here we examine two other explanations that are consistent with the timing ...
Explaining the Transition Between Exchange Rate Regimes
(Université de Montréal. Département de sciences économiques., 2003)
This paper studies the transition between exchange rate regimes using a Markov chain model with time-varying transition probabilities. The probabilities are parameterized as nonlinear functions of variables suggested by ...
Identification, Weak Instruments and Statistical Inference in Econometrics
(Université de Montréal. Département de sciences économiques., 2003)
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider ...
WebCT : une panacée pour l’enseignement de la traduction médicale?
(2003)
Les contraintes de l’enseignement de la langue et de la traduction médicales résultent non
seulement de la complexité de la matière, mais aussi de la conjugaison de deux facteurs
antagonistes : d’une part, les acquis ...
Aversion Analysis
(Université de Montréal. Département de sciences économiques., 2003)
In this paper :
a) the consumer’s problem is studied over two periods, the second one involving S states, and the consumer being endowed with S+1 incomes and having access to N financial assets;
b) the consumer is then ...
Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes
(Université de Montréal. Département de sciences économiques., 2003)
Ce texte propose des méthodes d’inférence exactes (tests et régions de confiance) sur des modèles de régression linéaires avec erreurs autocorrélées suivant un processus autorégressif d’ordre deux [AR(2)], qui peut être ...
Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
(Université de Montréal. Département de sciences économiques., 2003)
It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang ...
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models
(Université de Montréal. Département de sciences économiques., 2003)
We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is ...
Altruism, Intergenerational Transfers of Time and Bequests
(Université de Montréal. Département de sciences économiques., 2003)
This paper uses a standard two-period overlapping generation model to examine the behavior of an economy where both intergenerational transfers of time and bequests are available. While bequests have been examined extensively, ...