Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1984

Annual Convocation proceedings for the year 1984. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and twenty sixth annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1985

Annual Convocation proceedings for the year 1985. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and twenty seventh annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1986

Annual Convocation proceedings for the year 1986. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and twenty-eighth annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1987

Annual Convocation proceedings for the year 1987. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and twenty-ninth annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1988

Annual Convocation proceedings for the year 1988. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and thirtieth annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1989

Annual Convocation proceedings for the year 1989. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and thirty-first annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1990

Annual Convocation proceedings for the year 1990. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and thirty-second annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1991

Annual Convocation proceedings for the year 1991. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and thirty-second annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1992

Annual Convocation proceedings for the year 1992. The title varies slightly and convocation is held at different cities or towns in Canada. One hundred and thirty-fourth annual convocation.

Proceedings of the Grand Chapter of Royal Arch Masons of Canada at the annual convocation, 1968

Annual Convocation proceedings for the year 1968. The title varies slightly and convocation is held at different cities or towns in Canada. One-hundred and tenth annual convocation.

Revision of the Niagara Railway Arch Bridge (1920)

From American Society of Civil Engineers.

The Niagara Railway Arch (1898)

From American Society of Civil Engineers.

Unsigned letter to John Williams stating that before the return of the final estimate, the arch of the bridge must be completed

Unsigned letter to John Williams stating that before the return of the final estimate, the arch of the bridge must be completed, Sept. 19, 1857

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

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.