Contribution empirique au probleme d'agregation de fonctions autoregressives: Le cas de la politique de distribution de dividendes

This paper deals with the aggregation problem of autoregressive functions. The macrocoefficients of the simplified specification are separated into three components, namely, a true value, an aggregation bias, and an implicit sampling error. Relative importance of these components is studied by using empirical data on a sample of 40 Canadian firms. The notion of aggregation gain of Grunfeld and Griliches is also examined.     

New Prediction Interval and Band in the Nonlinear Regression Model: Application to Predictive Modeling in Foods

This article is concerned with the proposal of a new prediction interval and band for the nonlinear regression model. The construction principle of this interval and band is based on an exact (the meaning of the term “exact” will be given later) confidence region for parameters of the nonlinear regression model. This region, fully described in Vila and Gauchi (2007 Vila , J.-P. , Gauchi , J.-P. ( 2007 ). Optimal designs based on exact confidence regions for parameter estimation of a nonlinear regression model . Journal of Statistical Planning and Inference 137 ( 9 ): 2935 – 2953 .[Crossref], [Web of Science ®] , [Google Scholar]), provides a rigorous justification for the new prediction interval and band that we propose. This new band is then compared to the classical bands (which are asymptotic and thus approximate for small n), and also to the band based on the bootstrap resampling method. The comparison of these bands is undertaken with simulated and real data from predictive modeling in food science.     

Convergence de I estimateur a noyau de derivees de Radon-Nikodym generales dans le cas melangeant

In many situations, nonparametric inference in point-process theory consists in estimating a Radon-Nikodym derivative of a nonnegative measure p with respect to another nonnegative measure v, where p and v are intensities of point processes. We consider the case of a mixing andstrictly stationary sequence of point processes and establish convergence results for the kernel estimator.     

Le marché comme rencontre d’activités de régulation : initiatives et innovations dans l’approvisionnement bio et local de la restauration collective

How to apply Jean-Daniel Reynaud's theory of social regulation to market relations? When applied to the results drawn from fieldwork on the supplying of organic and local produce to catering businesses serving public institutions in France, this grid of analysis shows that organizing this supply chain involves many activities of regulation. An explanation is provided about how hard existing regulations make it to search for local produce. Two contrasting cases show the degree to which the parties involved can skirt around existing regulations and also, use certain regulations to construct new ones. The innovative regulations that enter into application are qualified as being “joint”, since they stem from the efforts of the parties in catering and in agriculture to agree about how to organize transactions, which had previously been done through the work of market middlemen. In that case, instead of reasoning in terms of a pre-existing supply and demand, we have to understand how supply and demand gradually take shape through the process of working out regulations.     

Lagrance-multiplier tersts for weak exogeneity: a synthesis

This paper unifies two seemingly separate approaches to test weak exogeneity in dynamic regression models with Lagrange-mulptiplier statistics. The first class of tests focuses on the orthogonality between innovations and conditioning variables, and thus is related to the Durbin-Wu-Hausman specification test. The second approach has been developed more recently in the context of context of cointegration and error correction models, ad concentrates on the question whether the conditioning variables display error correction behaviour. It is shown that the vital difference between the two approaches stems from the choice of the parmeters of interest. A new test is derived, which encompasses both its predecessors. The test is applied to an error correction model of the demand for money in Switzerland.     

Lagrance-multiplier tersts for weak exogeneity: a synthesis

This paper unifies two seemingly separate approaches to test weak exogeneity in dynamic regression models with Lagrange-mulptiplier statistics. The first class of tests focuses on the orthogonality between innovations and conditioning variables, and thus is related to the Durbin-Wu-Hausman specification test. The second approach has been developed more recently in the context of context of cointegration and error correction models, ad concentrates on the question whether the conditioning variables display error correction behaviour. It is shown that the vital difference between the two approaches stems from the choice of the parmeters of interest. A new test is derived, which encompasses both its predecessors. The test is applied to an error correction model of the demand for money in Switzerland.     

Attachment Insecurities and Women's Sexual Function and Satisfaction: The Mediating Roles of Sexual Self-Esteem,Sexual Anxiety,and Sexual Assertiveness

We examined the potential role of three mediators—sexual self-esteem, sexual anxiety, and sexual assertiveness—of the association between romantic attachment insecurities (anxiety and avoidance) and two aspects of women's sexual functioning: sexual function and sexual satisfaction. A sample of 556 women aged 18 to 30 agreed to complete an online series of validated questionnaires assessing attachment insecurities and several aspects of sexual functioning. Lower sexual self-esteem and higher sexual anxiety mediated the associations between attachment anxiety and lower sexual function and satisfaction. Lower sexual self-esteem and higher sexual anxiety also partially mediated the links between attachment-related avoidance and the two sexual functioning variables. Sexual assertiveness, however, did not mediate these associations. A significant interaction between attachment anxiety and avoidance was also found to predict sexual satisfaction, with women high in avoidance and low in anxiety being the least satisfied. Results are discussed in terms of theoretical and clinical implications.