Mécanismes psychophysiques et neuronaux de la compensation dynamique de multiples champs de force : facilitation et anticipation liée à des indices de couleur

Dans cette thèse, nous abordons le contrôle moteur du mouvement du coude à travers deux approches expérimentales : une première étude psychophysique a été effectuée chez les sujets humains, et une seconde implique des enregistrements neurophysiologiques chez le singe. Nous avons recensé plusieurs aspects non résolus jusqu’à présent dans l’apprentissage moteur, particulièrement concernant l’interférence survenant lors de l’adaptation à deux ou plusieurs champs de force anti-corrélés. Nous avons conçu un paradigme où des stimuli de couleur aident les sujets à prédire la nature du champ de force externe actuel avant qu’ils ne l’expérimentent physiquement durant des mouvements d’atteinte. Ces connaissances contextuelles faciliteraient l’adaptation à des champs de forces en diminuant l’interférence. Selon le modèle computationnel de l’apprentissage moteur MOSAIC (MOdular Selection And Identification model for Control), les stimuli de couleur aident les sujets à former « un modèle interne » de chaque champ de forces, à s’en rappeler et à faire la transition entre deux champs de force différents, sans interférence. Dans l’expérience psychophysique, quatre groupes de sujets humains ont exécuté des mouvements de flexion/extension du coude contre deux champs de forces. Chaque force visqueuse était associée à une couleur de l’écran de l’ordinateur et les deux forces étaient anti-corrélées : une force résistante (Vr) a été associée à la couleur rouge de l’écran et l’autre, assistante (Va), à la couleur verte de l’écran. Les deux premiers groupes de sujets étaient des groupes témoins : la couleur de l’écran changeait à chaque bloc de 4 essais, tandis que le champ de force ne changeait pas. Les sujets du groupe témoin Va ne rencontraient que la force assistante Va et les sujets du groupe témoin Vr performaient leurs mouvements uniquement contre une force résistante Vr. Ainsi, dans ces deux groupes témoins, les stimuli de couleur n’étaient pas pertinents pour adapter le mouvement et les sujets ne s’adaptaient qu’à une seule force (Va ou Vr). Dans les deux groupes expérimentaux, cependant, les sujets expérimentaient deux champs de forces différents dans les différents blocs d’essais (4 par bloc), associés à ces couleurs. Dans le premier groupe expérimental (groupe « indice certain », IC), la relation entre le champ de force et le stimulus (couleur de l’écran) était constante. La couleur rouge signalait toujours la force Vr tandis que la force Va était signalée par la couleur verte. L’adaptation aux deux forces anti-corrélées pour le groupe IC s’est avérée significative au cours des 10 jours d’entraînement et leurs mouvements étaient presque aussi bien ajustés que ceux des deux groupes témoins qui n’avaient expérimenté qu’une seule des deux forces. De plus, les sujets du groupe IC ont rapidement démontré des changements adaptatifs prédictifs dans leurs sorties motrices à chaque changement de couleur de l’écran, et ceci même durant leur première journée d’entraînement. Ceci démontre qu’ils pouvaient utiliser les stimuli de couleur afin de se rappeler de la commande motrice adéquate. Dans le deuxième groupe expérimental, la couleur de l’écran changeait régulièrement de vert à rouge à chaque transition de blocs d’essais, mais le changement des champs de forces était randomisé par rapport aux changements de couleur (groupe « indice-incertain », II). Ces sujets ont pris plus de temps à s’adapter aux champs de forces que les 3 autres groupes et ne pouvaient pas utiliser les stimuli de couleurs, qui n’étaient pas fiables puisque non systématiquement reliés aux champs de forces, pour faire des changements prédictifs dans leurs sorties motrices. Toutefois, tous les sujets de ce groupe ont développé une stratégie ingénieuse leur permettant d’émettre une réponse motrice « par défaut » afin de palper ou de sentir le type de la force qu’ils allaient rencontrer dans le premier essai de chaque bloc, à chaque changement de couleur. En effet, ils utilisaient la rétroaction proprioceptive liée à la nature du champ de force afin de prédire la sortie motrice appropriée pour les essais qui suivent, jusqu’au prochain changement de couleur d’écran qui signifiait la possibilité de changement de force. Cette stratégie était efficace puisque la force demeurait la même dans chaque bloc, pendant lequel la couleur de l’écran restait inchangée. Cette étude a démontré que les sujets du groupe II étaient capables d’utiliser les stimuli de couleur pour extraire des informations implicites et explicites nécessaires à la réalisation des mouvements, et qu’ils pouvaient utiliser ces informations pour diminuer l’interférence lors de l’adaptation aux forces anti-corrélées. Les résultats de cette première étude nous ont encouragés à étudier les mécanismes permettant aux sujets de se rappeler d’habiletés motrices multiples jumelées à des stimuli contextuels de couleur. Dans le cadre de notre deuxième étude, nos expériences ont été effectuées au niveau neuronal chez le singe. Notre but était alors d’élucider à quel point les neurones du cortex moteur primaire (M1) peuvent contribuer à la compensation d’un large éventail de différentes forces externes durant un mouvement de flexion/extension du coude. Par cette étude, nous avons testé l’hypothèse liée au modèle MOSAIC, selon laquelle il existe plusieurs modules contrôleurs dans le cervelet qui peuvent prédire chaque contexte et produire un signal de sortie motrice approprié pour un nombre restreint de conditions. Selon ce modèle, les neurones de M1 recevraient des entrées de la part de plusieurs contrôleurs cérébelleux spécialisés et montreraient ensuite une modulation appropriée de la réponse pour une large variété de conditions. Nous avons entraîné deux singes à adapter leurs mouvements de flexion/extension du coude dans le cadre de 5 champs de force différents : un champ nul ne présentant aucune perturbation, deux forces visqueuses anti-corrélées (assistante et résistante) qui dépendaient de la vitesse du mouvement et qui ressemblaient à celles utilisées dans notre étude psychophysique chez l’homme, une force élastique résistante qui dépendait de la position de l’articulation du coude et, finalement, un champ viscoélastique comportant une sommation linéaire de la force élastique et de la force visqueuse. Chaque champ de force était couplé à une couleur d’écran de l’ordinateur, donc nous avions un total de 5 couleurs différentes associées chacune à un champ de force (relation fixe). Les singes étaient bien adaptés aux 5 conditions de champs de forces et utilisaient les stimuli contextuels de couleur pour se rappeler de la sortie motrice appropriée au contexte de forces associé à chaque couleur, prédisant ainsi leur sortie motrice avant de sentir les effets du champ de force. Les enregistrements d’EMG ont permis d’éliminer la possibilité de co-contractions sous-tendant ces adaptations, étant donné que le patron des EMG était approprié pour compenser chaque condition de champ de force. En parallèle, les neurones de M1 ont montré des changements systématiques dans leurs activités, sur le plan unitaire et populationnel, dans chaque condition de champ de force, signalant les changements requis dans la direction, l’amplitude et le décours temporel de la sortie de force musculaire nécessaire pour compenser les 5 conditions de champs de force. Les changements dans le patron de réponse pour chaque champ de force étaient assez cohérents entre les divers neurones de M1, ce qui suggère que la plupart des neurones de M1 contribuent à la compensation de toutes les conditions de champs de force, conformément aux prédictions du modèle MOSAIC. Aussi, cette modulation de l’activité neuronale ne supporte pas l’hypothèse d’une organisation fortement modulaire de M1.

Les voix électorales, la collection Baby comme témoin de notre histoire politique (1792-1870).

Les nombreux scrutins qui ont eu lieu dernièrement ont suscité plusieurs réflexions tant en ce qui concerne les taux de participation que l’impact réel du vote individuel sur la sphère politique. Récemment, une commission spéciale de l’Assemblée nationale du Québec a parcouru seize villes pour consulter la population sur le mode de scrutin et la loi électorale. De fait, cette dernière a changé radicalement depuis 1792, année où a eu lieu la première élection parlementaire. À ce sujet, la collection Baby de l’Université de Montréal est une source d’information inestimable sur les mœurs électorales du 19e siècle québécois. Les pressions et les sollicitations dont les électeurs font l’objet, les stratégies adoptées par les candidats et leurs partisans, l’ambiance enfiévrée autour des bureaux de scrutin, tous ces éléments trouvent des exemples dans les documents disponibles. En plus de témoigner des vicissitudes du scrutin ouvert et public, ces derniers révèlent des aspects insoupçonnés de la culture politique de l’époque. Cette présentation se veut donc une exploration de la sphère politique de notre passé à partir des traces multiples offertes par la collection Baby.

International Transmission of the Business Cycle in a Multi-Sector Model.

Multi-country models have not been very successful in replicating important features of the international transmission of business cycles. Standard models predict cross-country correlations of output and consumption which are respectively too low and too high. In this paper, we build a multi-country model of the business cycle with multiple sectors in order to analyze the role of sectoral shocks in the international transmission of the business cycle. We find that a model with multiple sectors generates a higher cross-country correlation of output than standard one-sector models, and a lower cross-country correlation of consumption. In addition, it predicts cross-country correlations of employment and investment that are closer to the data than the standard model. We also analyze the relative effects of multiple sectors, trade in intermediate goods, imperfect substitution between domestic and foreign goods, home preference, capital adjustment costs, and capital depreciation on the international transmission of the business cycle.

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Asymmetric Smiles, Leverage Effects and Structural Parameters.

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Organizational Design of R&D Activities

This paper addresses the question of whether R&D should be carried out by an independent research unit or be produced in-house by the firm marketing the innovation. We define two organizational structures. In an integrated structure, the firm that markets the innovation also carries out and finances research leading to the innovation. In an independent structure, the firm that markets the innovation buys it from an independent research unit which is financed externally. We compare the two structures under the assumption that the research unit has some private information about the real cost of developing the new product. When development costs are negatively correlated with revenues from the innovation, the integrated structure dominates. The independent structure dominates in the opposite case.

Multiple Public Goods and Lexicographic Preferences Replacement Principle.

We study the problem of locating two public goods for a group of agents with single-peaked preferences over an interval. An alternative specifies a location for each public good. In Miyagawa (1998), each agent consumes only his most preferred public good without rivalry. We extend preferences lexicographically and characterize the class of single-peaked preference rules by Pareto-optimality and replacement-domination. This result is considerably different from the corresponding characterization by Miyagawa (2001a).

In Defense of Welfarism

This paper characterizes welfarist social evaluation in a multi-profile setting where, in addition to multiple utility profiles, it is assumed that there are several profiles of non-welfare information. We prove new versions of the welfarism theorems in this alternative framework, and we illustrate that a very plausible and weak anonymity property is sufficient to generate anonymous social-evaluation orderings.

Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Quadratic M-Estimators for ARCH-Type Processes

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

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 normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

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 invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.

Identification, Weak Instruments and Statistical Inference in Econometrics

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 in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.