Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.

On Limits to the Use of Linear Markov Strategies in Common Property Natural Resource Games

We derive conditions that must be satisfied by the primitives of the problem in order for an equilibrium in linear Markov strategies to exist in some common property natural resource differential games. These conditions impose restrictions on the admissible form of the natural growth function, given a benefit function, or on the admissible form of the benefit function, given a natural growth function.

Probe-level linear model fitting and mixture modeling results in high accuracy detection of differential gene expression

Affiliation: Institut de recherche en immunologie et en cancérologie, Université de Montréal

La convergence et les pays arabes.

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La convergence, infirmee ou confirmee pour les annees 1970-1980?

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La convergence des pays européens.

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Le secteur public et la convergence : une analyse avec des données régionales canadiennes.

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Intrégration économique et convergence : le cas de l'Australie.

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