Health-Enhancing Physical Activity and Well-Being: Is it How Often, How Long, or How Much Effort that Matters? A Test of Basic Psychological Needs Theory

The primary objectives of the present study were 1) to examine the relationship between health-enhancing physical activity (HEPA) and well-being across the previous day and 2) to examine the role of basic psychological need satisfaction as a potential mediator of the HEPA – well-being relationship. Participants (N = 203) were a convenience sample of undergraduate students with data collected cross sectionally. HEPA was generally associated with well-being (r‟s ranged from .18 to .62). Multiple mediation analyses supported psychological need satisfaction as mechanisms underpinning the HEPA – well- being relationship. Subsequent analyses demonstrated that effort put forth in HEPA activities, as opposed to frequency or duration, uniquely predicted well-being. The role of effort was further highlighted in the multiple mediation analyses. As such future research may wish to investigate the utility of a HEPA program that facilitates effortful engagement and fulfillment of basic psychological needs.

Diseño y elaboración de un test de asertividad válido, confiable y tipificado [por] Aurora Moyano González

Tesis (Maestría en Psicología Laboral) U.A.N.L.

Les entrées de capitaux et la maladie hollandaise dans les pays de l'UEMOA : un test empirique.

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Predictors of PSA test and Mammography use in the Canadian population.

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Un test de circulation pour mesurer la réversibilité temporelle de la volatilité.

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Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

A Test of New Aggregate Damand Curvature Properties.

In This Paper We Present and Implement an Econometric Test of Both Negative Semi-Definiteness of the Matrix of Compensated Price Effects and of the Negative Quasi-Definiteness of the Matrix of Uncompensated Price Effects. This Test Allows Us to Evaluate Two Alternative Characterizations of Aggregate Demand Systems: the First, That They Behave Like Individual Demand Fuctions, and the Second, That They Respect the Properties Implied by the Assumptions Proposed by Hidebrand (1983) Or Grandmont (1984).

The Wild Bootstrap for the Variance Radio Test.

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Test de l'hypothèse de revenu permanent et anticipations rationnelles avec présence d'une rupture dans la fonction de tendance.

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L'évolution du prix des ressources naturelles : test d'une version stochastique de la règle d'Hotelling.

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