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Denis Larocque 《Revue canadienne de statistique》2003,31(4):437-455
The author presents a multivariate location model for cluster correlated observations. He proposes an affine‐invariant multivariate sign statistic for testing the value of the location parameter. His statistic is an adaptation of that proposed by Randles (2000). The author shows, under very mild conditions, that his test statistic is asymptotically distributed as a chi‐squared random variable under the null hypothesis. In particular, the test can be used for skewed populations. In the context of a general multivariate normal model, the author obtains values of his test's Pitman asymptotic efficiency relative to another test based on the overall average. He shows that there is an improvement in the relative performance of the new test as soon as intra‐cluster correlation is present Even in the univariate case, the new test can be very competitive for Gaussian data. Furthermore, the statistic is easy to compute, even for large dimensional data. The author shows through simulations that his test performs well compared to the average‐based test. He illustrates its use with real data. 相似文献
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This paper tries to explore some optimal funding policies for pension systems in a general equilibrium setting where funding affects returns on investment and wages through its impact on capital formation. This is done in the context of irregular demographic evolutions such as those expected in developed countries for the next century. Particular attention is given to the intergenerational welfare criterion which is used for designing optimal policies. It appears that funding receives low justification with a welfare criterion which assumes a high substitutability between consumptions of successive cohorts, implying a low concern for intergenerational equity. Funding is highly justified in the opposite case where a high level of consumption for some cohorts is not considered as a compensation for low consumption by others. However the optimal patterns of transfers and savings which are found in this latter case are not straightforward. Some simpler funding rules are explored in the last section of this paper, which show that non-optimal funding may imply, on the contrary, a high level of inequality between subsequent generations.Paper presented at the ISPE-conference Fiscal implications of an ageing population, May–June 1990 at Vaalsbroek, The Netherlands. We thank Pierre Pestieau for his remarks on a first draft of this paper. We also thank for their comments our two discussants Carol Propper and Lans Bovenberg, as well as other participants to the ISPE Conference. Any errors are, of course, ours. 相似文献
新兴资本市场普遍存在着资产误定价金融异象.在传统金融理论无法解释的情况下,可以行为金融学的相关理论,从分析师评级出发,通过投资者情绪传导,与资产误定价三者之间建立分析逻辑.通过对2009-2015年625家上市公司第一季度数据进行面板数据回归和有调节的中介效应检验,结果发现:分析师的乐观评级及调级会引起价格向上的资产误定价扩大,价格向下的资产误定价减小;乐观评级会比悲观评级引发更大程度的资产误定价;机构投资者的调节作用不显著;分析师评级及调级对资产误定价的影响是通过投资者情绪变化作为中介传导的.根据研究结论,如能在政策层面通过加强分析师队伍管理、强化投资者教育、提高机构投资者的业务素养,就能提高分析师评级的科学性与准确性,促使投资者正确对待分析师评级信息,从而减少乃至消除资产误定价,促进资本市场健康稳定发展. 相似文献
5.
Denis?BeningerEmail author Fran?ois?Laisney Miriam?Beblo 《Journal of population economics》2007,20(4):869-893
We compare results of a tax reform analysis obtained with the collective and unitary models of household behaviour. We simulate
real world micro-data by means of a collective approach, using a compound procedure of estimation and calibration based on
the 1998 wave of the German socio-economic panel. We estimate a unitary model on this ‘collective’ data set. Investigating
a move from joint to individual taxation on the basis of both models, we obtain important discrepancies between predicted
adjustments to labour supply and distortions in the welfare analysis of the reform on the basis of unitary estimates.
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A discrepancy between what was predicted and what is observed has been linked to increased looking times, changes in brain electrical activity, and increased pupil dilation in infants. These processes associated with heightened attention and readiness to learn might enhance the encoding and memory consolidation of the surprising object, as suggested by both the infant and the adult literature. We therefore investigated whether the presence of surprise during the encoding context enhances subsequent encoding and recognition memory processes for the items that violated infants' expectations. Seventeen-month-olds viewed 20 familiar objects, half of which were labeled correctly, while the other half were mislabeled. Subsequently, infants were presented with a silent recognition memory test where the previously labeled objects appeared along with new images. Pupil dilation was measured, with more dilated pupils indicating (1) surprise during those labeling events where the item was mislabeled and (2) successful retrieval processes during the memory test. Infants responded with more pupil dilation to mislabeling compared to correct labeling. Importantly, despite the presence of a surprise response during mislabeling, infants only differentiated between the previously seen and unseen items at the memory test, offering no evidence that surprise had facilitated the encoding of the mislabeled items. 相似文献
8.
Allard Denis Emery Xavier Lacaux Céline Lantuéjoul Christian 《Statistics and Computing》2020,30(5):1479-1495
Statistics and Computing - Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which... 相似文献
9.
Nathaniel E. Urama Emmanuel O. Nwosu Denis N. Yuni Stephen E. Aguegboh 《International migration (Geneva, Switzerland)》2017,55(1):37-50
The study analyses how remittances to Nigeria affect the labour supply of recipients using Propensity Score Matching (PSM) and a Log‐Linear regression model, with data from the 2013 Nigerian General Household Survey. The PSM results show that for the entire sample, the difference between the average amount of labour supplied per week by those that receive remittances and the amount they would have supplied without remittances is insignificant. The marginal impact analysis also shows that, ceteris paribus, the average labour supply for all recipients is inelastic to remittances. The results from the sub‐group analysis, however, show that receiving remittances negatively affects the labour supply of the self‐employed in agriculture, teenagers and the elderly. These results led us to the recommendation that policies to increase the inflow of remittances should be encouraged but in tandem with programmes to educate farmers on the benefit of investing remittances received in their farming business. 相似文献
10.
Laurent Somme Laura Moquet Muriel Quinet Maryse Vanderplanck Denis Michez Georges Lognay Anne-Laure Jacquemart 《Urban Ecosystems》2016,19(3):1149-1161
Urbanization affects the availability and diversity of floral resources (pollen and/or nectar) for wild pollinating insects. For example, urban green areas are characterized by an abundance of ornamental plant species. Increasingly, trees are planted to improve the aesthetics of urban streets and parks. These urban trees might offer important floral resources to pollinating insects. To examine the suitability of urban trees as resources for pollinating insects, we investigated the chemical composition of pollen and nectar as well as the amount of nectar produced by the nine major insect-pollinated tree species planted in cities of Western Europe, namely Acer pseudoplatanus, Aesculus carnea, A. hippocastanum, Robinia pseudoacacia, Tilia cordata, T. x euchlora, T. x europaea, T. platyphyllos and T. tomentosa. The analyses revealed that globally the Tilia trees provide pollen with lower contents of polypeptides, amino acids and phytosterols compared with the other species. Urban tree flowers offer abundant nectar with relatively high sugar contents (0.16–1.28 mg/flower); sucrose was the predominant sugar in all nectars. The investigated tree species could therefore be considered in future city plantings. 相似文献