In this paper we develop a general strategy for studying the effect on unbiased, nearest-neighbor walks of opening up or blocking a trap or neural site on a d-dimensional lattice.

This paper explains how the Gibbs sampler can be used to perform Bayesian inference on GARCH models. Although the Gibbs sampler is usually based on the analytical knowledge of the full conditional posterior densities, such knowledge is not available in regression models with GARCH errors. We...

A unit root test is usually carried out by using the regression test introduced by Dickey and Fuller (1979). Under the null hypothesis the series should be a random walk and a stationary component. This is what is done in additive decompositions between trend and cycle. The paper analyses the...

Apres un bilan critique des tests de segmentation, nous presentons une demarche en deux etapes pour analyser la strcture du marche du travail francais. Dans un premier temps, nous procedons a l'estimation de plusieurs fonctions de gain dans le but de reveler la presence de plusieurs niveaux de...

A unit root test is usually carried out by using the regression test introduced by Dickey and Fuller (1979). Under the null hypothesis the series should be a random walk. But a non-stationary series can usually be decomposed into a random walk and a stationary component. This is what is done in...