In this paper we are interested by an analytical approach to identify chaotic systems when there is noise. We precise the estimators we can use to identify a chaos. We show the behaviour of these estimators in presence of noise. We make simulations to illustrate the approach we consider all...

In this paper we review different approaches that we can use to identify real data. We recall classical methods used from a nonparametric point of view for stochastic data. Then we use the same methods in a deterministic context. We precise what kind of hypotheses we need to estimate and...

This paper exploits an unusual policy reform that had the effect of reducing the direct cost of schooling in Ireland in the late 1960's. This gave rise to an increased level of schooling but with effects that vary substantially across family background. This interaction of educational reform and...

Methods for scoring ordered classifications in ordered statistical analysis are reviewed. These contrast with model based approaches through generalised linear models. The practical empirical advantages of scoring functions are developed.

The Jordan Form of the VAR's Companion matrix is used for proving the equivalence between the statement that there are no jordan blocks of order two or higher in the Jordan matrix and the conditions of Granger's Representation Theorem for an I(1) series. Furthermore, a Diagonal polynomial matrix...

The vector autoregressive model for seasonal cointegration is analysed. The general error correction model is discussed and conditions are found under which the process is integrated of order 1 at seasonal frequency and exhibits cointegration. Under these conditions a representation theorem for...

The main item of agreement between the 'new' and 'old' economic geography is the role of increasing returns in regional economic development. This provides a focal point for the model of this paper, which aims to highlight the existence of a 'third way' somewhere between the analysis provided by...

We prove that the recently proposed informational herding models are but special cases of a standard single person experimentation model with myopia. We then re-interpret the incorrect herding outcome as a familiar failure of complete learning in an optimal experimentation problem.

This paper considers the question whether it is possible, using information about only the distribution of earnings, to identify some of the labour supply incentive effects of a tax and transfer system.