We develop a new class of random-graph models for the statistical estimation of network formation that allow for substantial correlation in links. Various subgraphs (e.g., links, triangles, cliques, stars) are generated and their union results in a network. The challenge in estimating the frequencies with which subgraphs ‘truly’ form is that subgraphs can overlap and may also incidentally gener...

À partir des données issues du recensement général de la population 2014, nous analysons à l’échelle bassins vie, le lien entre migration résidentielle destination espaces ruraux et périurbains ségrégation socio-spatiale. Nos résultats montrent que les individus sont sensibles aux caractéristiques sociodémographiques voisina...

We consider testing about the slope parameter β when Y −Xβ is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher’s procedure have non trivial exact rejection bound under the null hypothesis Rβ = γ. This bound derives from the Markov inequality and a close inspection of multivariate momen...

This paper considers a decision-maker who prefers to make a point decision when the object of interest is interval-identi…ed with regular bounds. When the bounds are just identi…ed along with known interval length, the local asymptotic minimax decision with respect to a symmetric convex loss function takes an obvious form: an e¢ cient lower bound estimator plus the half of the known interval le...

We study the asymptotic distribution of three-step estimators of a …nite dimensional parameter vector where the second step consists of one or more nonparametric regressions on a regressor that is estimated in the …rst step. The …rst step estimator is either parametric or non-parametric. Using Newey’s (1994) path-derivative method we derive the contribution of the …rst step estimator to the in‡...

the aim of present article is determining economic value of air pollution and environmental effects of mashhad city air pollution. data of 286 households of mashhad was gathered through questionnaire in a survey reaserch using stratified random sampling method in year 2006. in order to detemine environmental effects of air pollution choice experiment approach - which gives the most perfect envi...

Originally, behavioral law and economics was an exercise in exploring the implications of key findings from behavioral economics (and psychology) for the analysis and reform of legal institutions. Yet as the new discipline matures, it increasingly replaces foreign evidence by fresh evidence, directly targeted to the legal research question. This chapter surveys the key methods: field evidence, ...

The aim of this study is to develop a bias-correction method for realized variance (RV) estimation, where the equilibrium price process is contaminated with market microstructure noise, such as bid-ask bounces and price changes discreteness. Though RV constitutes the simplest estimator of daily integrated variance, it remains strongly biased and many estimators proposed in previous studies requ...