Fifth series of historical documents : [All relating to the War of 1812].

Published under the auspices of "The Literary and Historical Society of Quebec".

Why are we still at war? : or, The American question considered ; in a series of essays rejected by the journalists as unpopular ; recommended to a candid perusal /

In the Pamphleteer, vol. 4, p. 551-576. London, 1814.

Why are we still at war? : or, The American question considered ; in a series of essays rejected by the journalists as unpopular ; recommended to a candid perusal

In the Pamphleteer, vol. 4, p. 551-576. London, 1814

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886)

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886) Vol.2

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886) Vol. 3

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Analysis of multiple change-points in normally distributed series.

Tesis (Maestría en Ciencias con Orientación en Matemáticas) UANL, 2013.

Lecciones de cosas en series graduadas, con nociones de objetos comunes

UANL

Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Lecciones de cosas : en series graduadas, con nociones de objetos comunes : E. A. Sheldon

UANL