Bulloch, Lade & Co. Order Form, 31 August 1870

An order form for the exportation of scotch pure malt whiskies, distilled by Bulloch, Lade & Co.

"V" Fifth Form Pin

"V" fifth form pin which belonged to Margaret Julia Woodruff at St. Margaret's School, Toronto.

Form letter: a printed, 2 1/2 page copy of Jarvis Conklin and Co. Mortgage, Loans and Municipal Bonds letter to S.D. Woodruff, signed by James Conklin

Form letter: a printed, 2 1/2 page copy of Jarvis Conklin and Co. Mortgage, Loans and Municipal Bonds letter to S.D. Woodruff, signed by James Conklin, n.d.

Printed blank of Statement of Security Form naming the bond as Jones County Texas Bonds for the purpose of building a courthouse

Printed blank of Statement of Security Form naming the bond as Jones County Texas Bonds for the purpose of building a courthouse. It is made out to S.D. Woodruff and dated June 12, 1885. An envelope addressed to Mr. S.D. Woodruff is also included. The postmarks are Kansas, 1885 and St. Catharines, June 13, 1885.

Specifications and form of tender for grading for the Port Dalhousie and Thorold Railway

Specifications and form of tender for grading for the Port Dalhousie and Thorold Railway, March (5 pages, handwritten), 1854.

Telegram from Montreal and Dominion Telegraph Companies’ Lines form with a note on it saying “will wait for receipt”

Telegram from Montreal and Dominion Telegraph Companies’ Lines form with a note on it saying “will wait for receipt”[ no sender nor receiver listed, most likely Louis Cabot to Samuel D. Woodruff], 1886.

Shipping form for 2 bundles placed aboard the schooner the Britannia to be delivered to Henry Nelles

Shipping form for 2 bundles placed aboard the schooner the Britannia to be delivered to Henry Nelles. This form has a note written on the second page to Mr. Henry Nelles from Mr. Henderson. This item is badly stained and torn but most of the text is legible, June 6, 1828.

Map of the proposed canal through the district of Niagara and Gore to form a junction of Lake Erie and Ontario by the Grand River

Map, 55 cm. x 75 cm. (printed, coloured and mounted on a board). The map is of the proposed canal through the district of Niagara and Gore to form a junction of Lake Erie and Ontario by the Grand River compiled from the actual survey by order of the commissioners of internal navigation by James G. Chewett. James G. Chewett was Assistant Draftsman under the direction of Thomas Ridout, Surveyor General of the Province, n.d.

Defensa legal que el ciudadano Coronel Cirilo Gómez y Anaya hizo por el Exmo. Señor General de División D. Pedro Celestino Negrete en el Consejo de Guerra que conoció en la causa que se le formó sobre el atribuírle el crimen infidencia.

UANL

The fifteen decisive battles of the world : form marathon to waterloo

UANL

Discurso que formó por encargo de la Junta Patriótica de esta heróica ciudad, (Veracruz)

UANL

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.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

This paper derives optimal monetary policy rules in setups where certainty equivalence does not hold because either central bank preferences are not quadratic, and/or the aggregate supply relation is nonlinear. Analytical results show that these features lead to sign and size asymmetries, and nonlinearities in the policy rule. Reduced-form estimates indicate that US monetary policy can be characterized by a nonlinear policy rule after 1983, but not before 1979. This finding is consistent with the view that the Fed's inflation preferences during the Volcker-Greenspan regime differ considerably from the ones during the Burns-Miller regime.

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.