livres et objets divers, délaissés par plusieurs défunts, seront vendus par le notaire Bernard Verhulst, 10 mai 1826,... à Bruges

[Vente (Livres). 1826-05-10. Bruges, Belgique]

Letter - Donald Ziraldo to Jacques Marie, 1988

A letter from the chairman of the VQA, Donald Ziraldo, to Jacques Marie, a professor at George Brown College. The letter is dated 9 December 1988 and requests Marie as a Board Member for the newly formed VQA. The first meeting is scheduled for 19 December, 1988.

Photograph - Glen Bernard Camp July 1946

A photograph of the female campers of July 1946 at Glen Bernard Camp on Lake Bernard. The group includes a wide range of ages and the girls are outside among the trees. The camp was started in the 1920s and became very popular. The photograph includes Anne McCordick, daughter of E.F. McCordick.

Relación entre la evolución de la curva ponderal de niños de 1 a 4 años de edad y su respuesta al tratamiento antiparasitario a base de planta local y farmacológico Matlapa, Tamazunchale, San Luis Potosí, México [por] Marie Lourdes Dennery Museau

Tesis (Maestría en Salud Pública con Especialidad en Nutrición Comunitaria) U.A.N.L.

La piel del león por Charles Bernard

UANL

Méthode pour l'exercise de l'Heure Sainte demandé par N.S. a la Bienheureuse Marguerite-Marie.

UANL

Vie du venerable Marecellin Joseph Benoit Champagnat : pretre mariste, fondateur de la Congregation des Petíts-Freres de Marie

UANL

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.

Longitudinal changes in HIV-specific IFN-? secretion in subjects who received Remune™ vaccination prior to treatment interruption

Affiliation: Maude Loignon, Lise Cyr & Emil Toma : Département de microbiologie et immunologie, Faculté de médecine, Université de Montréal