Dissertations / Theses on the topic 'Instrument faible'
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Coudin, Élise. "Inférence exacte et non paramétrique dans les modèles de régression et les modèles structurels en présence d'hétéroscédasticité de forme arbitraire." Thèse, Paris, EHESS, 2007. http://hdl.handle.net/1866/1506.
Full textSchwoerer, Jean. "Etudes et implémentation d'une couche physique UWB impulsionnelle à bas débit et faible complexité." Rennes, INSA, 2006. http://www.theses.fr/2006ISAR0006.
Full textFrom its new approach, the impulse radio ultra wide band (ir-uwb) technology is carrying many promises in terms of troughput, robustness, and low energy consumption. Because his bandwidth (higher than 500 mhz), it also makes it possible to do high accuracy geolocalisation. This thesis work began whereas the first publications on uwb had extraordinary simulation results. In order to better determine ir-uwb real potential in the field of low throughput communications to which their one seems particularly adapted, this study was directed towards the prototyping of an uwb link, underlain by the constraint of strong complexity reduction. This study starts with the specification of a physical layer adapted to the technology and the applicability considered, which is based on a very simple transmission scheme. The transmitter is based on a very simple architecture build with low cost "off the shelf" components and thus shows the possibility of embarking such a structure in an autonomous low cost communicating object. The receiver structure follows an original approach based on a video detector and a variable threshold comparator, which makes it possible to slacken certain blocking constraints like those related to synchronization. A set of low complexity receiving algorithms is also developed to enable the use of this structure while raising various technological deadlock. By this work, a global reflexion on an low data rate ir-uwb system was conducted and led to the realization of a physical radio link which shows the technical viability of this technology. Moreover, the results obtained were the base of a full proposal carried in standardization
Rhouni, Amine. "Étude de fonctions électroniques en technologie ASIC pour instruments dédiés à l’étude des plasmas spatiaux." Paris 6, 2012. http://www.theses.fr/2012PA066593.
Full textThe development of instruments to be embedded on board satellites and space probes allows to study, in situ, the earth and sun relationships and more generally the solar wind and planetary ionized environments. The study of these phenomena requires a combination of instruments to characterize both waves and particles. We are interested in the integration, in a standard technology CMOS 0. 35 μm, of space instruments electronic, especially the analogue amplification chain of induction magnetometers and the amplification / discrimination chain of particle detectors. Important work on amplification structures was carried out in order to significantly reduce consumption and increase the sensitivity of the processing electronic chain for the particle detector. Thus, the feasibility of an integrated multichannel electronic for the particle analyser using a hemispherical electrostatic optical and containing up to 256 pixels, has been proven. Reducing the low frequency noise level in circuits based on MOS devices has always been a tedious task, since this type of components is the basis, not intended for such a range frequency. It was therefore necessary to design original amplification structures by the not usual size of their input transistors. This solution has significantly reduced the input equivalent noise of magnetometers amplification electronic. The advantage of using CMOS technology is the low current noise, the low power consumption and the overcrowding problem resolving. Obtained results in validation and radiation tests are very satisfactory. They can open the way for a possible integrated electronic in space instrumentation
Rahmoun, Mohammed. "Conception et réalisation d'un dispositif à effet Peltier adapté à la mesure des faibles débits de liquide." Lille 1, 1994. http://www.theses.fr/1994LIL10051.
Full textKrause, Cindy. "Großereignisbewerbungen als Instrument aktiver Stadtentwicklungspolitik:." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-212410.
Full textAlaux, Christophe. "L'impact des instruments des politiques publiques environnementales sur le processus de décision du consommateur : l'achat de voitures à faible émission de carbone." Thesis, Aix-Marseille 3, 2011. http://www.theses.fr/2011AIX32084.
Full textEnvironmental public policy tools aim to impact consumer behavior. Nevertheless, the causal relationship system between the implementation of a public policy and behavior is full of disconnections. Thus, it should be deepen with the combined analysis of public policies and consumer decision process. Indeed, this latter also depends on others psychosocial determinants towards behavior and other contextual forces. The impact of public policy tools need to be distinguished among them.Our study on the French environmental public policy aimed at acquiring low-carbon emission cars focuses on understanding the impact of public policy tools on consumer buying decision process. Indeed, the attitude towards public policy tools affects consumer decision process. It results that the impact is not so direct but it moderates the relationship between the main determinants of behavior. These moderation effects depend on the psychological or structural nature of the public policy tools which impacts specific relationships of the consumer decision process
Gulseven, Yahya. "Failed State Discourse As An Instrument Of The Us Foreign Policy In The Post Cold War Era." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/3/12606726/index.pdf.
Full textfailed state&rsquo
as a category in the US foreign policy discourse in the post Cold War era. The concept of &lsquo
failed state&rsquo
is critically examined in terms of its methodological and ontological flaws. It is suggested that the primary methodological flaw of the failed state discourse is its atomistic and essentialist approach which describes &lsquo
state failure&rsquo
as an internal problem which needs external solutions. By rejecting the internal/external dichotomy, the dialectical method is offered as an alternative to examine the use of the term in the US foreign policy discourse in the post Cold War era. It is argued here that failed state discourse is used as a means in the justification of an international order based on &lsquo
preemptive strikes&rsquo
and unilateral economic, political and military interventions. Building upon this ideological function of failed state discourse, the current discusssions on state failure is related to contemporary debates on imperialism.
Yakshin, Andrei. "Réalisation et caractérisation de miroirs multicouches conventionnels pour rayons X : application aux faibles périodes et aux variations latérales d'épaisseurs." Aix-Marseille 3, 1996. http://www.theses.fr/1996AIX30077.
Full textDoganova, Liliana. "Faire valoir l'exploration collective : dynamiques, instruments et résultats des partenariats avec des spin-offs académiques." Phd thesis, École Nationale Supérieure des Mines de Paris, 2010. http://pastel.archives-ouvertes.fr/pastel-00564115.
Full textSébastien, Olivier. "Gestion des Savoir-Faire par les Systèmes d'Information : une Application à l'Apprentissage Instrumental." La Réunion, 2009. https://theses.hal.science/tel-01386383.
Full textThis research aims at contributing to knowledge management and skills transmission particularly. They are known to be difficult to be represented with words, for conservation purpose for instance. This situation lasted for long but nowadays, Information Technologies allow to draw new approaches. Therefore, we have attempted to find out how they could be involved in the learning process in order to facilitate it. We have chosen instrumental e-learning, the guitar more precisely, as an experimental frame. Indeed, Music is a good field of work because it requires both theorical knowledge and practical skills. Our idea consists in studying the most efficient way to learn it, that is to say the traditional lesson from a teacher to a learner, and to engineer it. We propose a method without heavy constraints to capture most relevant information streams, store them in a digital format and then make them easily usable by a community of students. Development has been realized by instantiating an original concept of co-building with users nammed the Co-Design Plateform. He ensures that the final result does match the initial problem. Our contribution also makes an assessement of this experiment
Alaux, Christophe. "L'impact des instruments des politiques publiques environnementales sur les processus de décision du consommateur: l'achat de voitures à faibles émissions de carbone." Phd thesis, Université Paul Cézanne - Aix-Marseille III, 2011. http://tel.archives-ouvertes.fr/tel-00690205.
Full textRhouni, Amine. "Étude de fonctions électroniques en technologie ASIC pour instruments dédiés à l'étude des plasmas spatiaux." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2012. http://tel.archives-ouvertes.fr/tel-00974808.
Full textRengnez, Florentin. "Développement de comparateur cryogénique de courants très faible bruit pour la métrologie électrique quantique." Thesis, Université Paris-Saclay (ComUE), 2015. http://www.theses.fr/2015SACLN009/document.
Full textIn a context of growing need of precision in measuring low currents for national metrology institutes, industry, instrument manufacturers and fundamental physics, study of single-electron tunneling (SET) devices capable of generating a direct current directly proportional to the frequency and the elementary charge, coupled with a high performance current amplifier, the cryogenic current comparator (CCC), becomes relevant to realize a quantum current standard. In this framework, at LNE, study of new SET devices and the development of CCCs continues. In this thesis, an experimental setup was implemented to evaluate the performance of a new CCC, consisting of a new design and 30 000 turns. The experimental results fulfill our goals, whether in terms of current resolution, errors, measurement stability and reproducibility. The CCC developed during the thesis can thus be used to metrologically quantify SET devices. In addition, a model based on an equivalent circuit diagram has been developed to simulate the actual behavior of the CCC, taking into account the magnetic and electrical aspects involved. This simulation allows the quantification of the error due to currents leakage through parasitic capacitances surrounding the windings. Results of the simulation indicate that this error reaches 10 10, which is less, by two orders of magnitude, than the maximum tolerable error: 10 8. Results obtained experimentally and by simulation provide new improvement elements in the design of high ratio CCCs. The developed model, once inserted into an optimization routine, can also be a very useful design tool of CCCs
Daigle, Olivier. "Spectro-imagerie optique à faible flux et comparaison de la cinématique Hα et HI d'un échantillon de galaxies proches." Aix-Marseille 1, 2010. http://www.theses.fr/2010AIX10141.
Full textA new EMCCD (Electron multiplying Charge Coupled Device) controller is presented. It allows the EMCCD to be used for photon counting by drastically taking down its dominating source of noise : the clock induced charges. A new EMCCD camera was built using this controller. It has been characterized in laboratory and tested at the observatoire du mont Mégantic. When compared to the previous generation of photon counting cameras based on intensifier tubes, this new camera renders the observation of the galaxies kinematics with an integral field spectrometer with a Fabry-Perot interferometer in Ha light much faster, and allows fainter galaxies to be observed. The integration time required to reach a given signal-to-noise ratio is about 4 times less than with the intensifier tubes. Many applications could benefit of such a camera: fast, faint flux photometry, high spectral and temporal resolution spectroscopy, earth-based diffraction limited imagery (lucky imaging), etc. Technically, the camera is dominated by the shot noise for flux higher than 0. 002 photon/pixel/image. The 21 cm emission line of the neutral hydrogen (HI) is often used to map the galaxies kinematics. The extent of the distribution of the neutral hydrogen in galaxies, which goes well beyond the optical disk, is one of the reasons this line is used so often. However, the spatial resolution of such observations is limited when compared to their optical equivalents. When comparing the HI data to higher resolution ones, some differences were simply attributed to the beam smearing of the HI caused by its lower resolution. The THINGS (The HI Nearby Galaxy Survey) project observed many galaxies of the SINGS (Spitzer Infrared Nearby Galaxies Survey) project. The kinematics of THINGS will be compared to the kinematic data of the galaxies obtained in Ha light. The comparison will try to determine whether the sole beam smearing is responsible of the differences observed. The results shows that intrinsic dissimilarities between the kinematical tracers used are responsible of some of the observed disagreements. The understanding of theses differences is of a high importance as the dark matter distribution, inferred from the rotation of the galaxies, is a test to some cosmological models
Portalier, Elodie. "Etude du bruit excédentaire, en 1/f, aux basses fréquences dans les dispositifs basés sur l’effet Magnéto-Impédant Géant." Caen, 2016. http://www.theses.fr/2016CAEN2041.
Full textThe Giant Magneto-Impedance effect (GMI) consists in the large variation of the impedance of a ferromagnetic conductor excited by a high frequency alternative current and submitted to a variation of an external magnetic field. This thesis work presents the study of the low frequency, 1/f, excess noise in GMI based devices. The latter limiting the noise performances of the device. The determination of the noise contribution of each stage of the instrumentation channel including the polarization stage, the sensing element and the electronic conditioning stage have been determined using frequency coherence measurements. We have shown that the low frequency noise level is strongly dependent upon the excitation conditions. This original technic has permitted the evaluation of the intrinsic noise of the GMI based device. Furthermore, a frequency dependent theoretical model of the intrinsic noise of the GMI microwire is proposed. The latter takes into account the mechanism of the magnetization direction fluctuations as the cause for the instrinsic noise of the microwire. From the Fluctuation-Dissipation theorem, we express the equivalent magnetic noise power spectral density. The latter is directly proportional to the frequency dependence of the imaginary part of the magnetic susceptibility,. Thus, two experimental methods are implemented in order to evaluate it. Finally, a comparison is carried out between the equivalent magnetic noise level measured and expected. A good agreement is found implying that the noise model proposed is efficient to reasonably quantify the low frequencies excess noise of GMI microwires
Mamou-Mani, Adrien. "Précontraintes et vibration des tables d'harmonie : vers une modélisation du savoir-faire des fabricants d'instruments de musique." Paris 6, 2007. http://www.theses.fr/2007PA066630.
Full textEl, cheikh Samah. "Le rôle des Credit Default Swaps dans les crises de la dette souveraine. Une application au cas de la zone euro." Thesis, Université Côte d'Azur (ComUE), 2019. http://www.theses.fr/2019AZUR0006/document.
Full textThis thesis attempts to identify the factors behind the sovereign default risk, as measured by sovereign CDS spreads, during the sovereign debt crisis in Europe. By analyzing monthly data from January 2007 to September 2015 using vector error correction model with panel data, we find that European sovereign default risk is partly a response to a macroeconomic environment characterized by poor fiscal policies and deteriorating economic factors. Specifically, higher unemployment rate, debt levels and lower current account balances have increased the sovereign CDS spreads. These results do not allow us to reject the hypothesis that the sovereign default was driven by weak economic fundamentals. But the relative importance of these factors changes over time and group of countries. The presence and absence of Greece have played a key role in the developments of the spreads in the euro area countries. The rating downgrades in Greece and the higher European risk aversion had contributed to a significant rise in the CDS spreads of euro and non-euro area countries. Our VECM analysis does suggest direct spillovers from Greece to Euro area periphery via non-fundamental channels. Finally, our results suggest that the emergence of the debt crisis was caused by weak fundamentals but has also a self-fulfilling character
Fluckiger, Cédric. "L'appropriation des TIC par les collégiens dans les sphères familières et scolaires." Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2007. http://tel.archives-ouvertes.fr/tel-00422204.
Full textChristoforou, Georges. "Conception de préamplificateurs intégrés pour fonctionnement à basse température et sous rayonnement intense." Université Joseph Fourier (Grenoble), 1998. http://www.theses.fr/1998GRE10031.
Full textDoukali, Mohamed. "Regularized Jackknife estimation with many instruments." Thèse, 2016. http://hdl.handle.net/1866/18512.
Full textDoko, Tchatoka Sabro Firmin. "Exogeneity, weak identification and instrument selection in econometrics." Thèse, 2010. http://hdl.handle.net/1866/3886.
Full textThe last decade shows growing interest for the so-called weak instruments problems in the econometric literature, i.e. situations where instruments are poorly correlated with endogenous explanatory variables. More generally, these can be viewed as situations where model parameters are not identified or nearly so (see Dufour and Hsiao, 2008). It is well known that when instruments are weak, the limiting distributions of standard test statistics - like Student, Wald, likelihood ratio and Lagrange multiplier criteria in structural models - have non-standard distributions and often depend heavily on nuisance parameters. Several empirical studies including the estimation of returns to education [Angrist and Krueger (1991, 1995), Angrist et al. (1999), Bound et al. (1995), Dufour and Taamouti (2007)] and asset pricing model (C-CAPM) [Hansen and Singleton (1982, 1983), Stock and Wright (2000)], have showed that the above procedures are unreliable in presence of weak identification. As a result, identification-robust tests [Anderson and Rubin (1949), Moreira (2003), Kleibergen (2002), Dufour and Taamouti (2007)] are often used to make reliable inference. However, little is known about the quality of these procedures when the instruments are invalid or both weak and invalid. This raises the following question: what happens to inference procedures when some instruments are endogenous or both weak and endogenous? In particular, what happens if an invalid instrument is added to a set of valid instruments? How robust are these inference procedures to instrument endogeneity? Do alternative inference procedures behave differently? If instrument endogeneity makes statistical inference unreliable, can we propose the procedures for selecting "good instruments" (i.e. strong and valid instruments)? Can we propose instrument selection procedure which will be valid even in presence of weak identification? This thesis focuses on structural models and answers these questions through four chapiters. The first chapter is published in Journal of Statistical Planning and Inference 138 (2008) 2649 – 2661. In this chapter, we analyze the effects of instrument endogeneity on two identificationrobust procedures: Anderson and Rubin (1949, AR) and Kleibergen (2002, K) test statistics, with or without weak instruments. First, when the level of instrument endogeneity is fixed (does not depend on the sample size), we show that all these procedures are in general consistent against the presence of invalid instruments (hence asymptotically invalid for the hypothesis of interest), whether the instruments are "strong" or "weak". We also describe situations where this consistency may not hold, but the asymptotic distribution is modified in a way that would lead to size distortions in large samples. These include, in particular, cases where 2SLS estimator remains consistent, but the tests are asymptotically invalid. Second, when the instruments are locally exogenous (the level of instrument endogeneity approaches zero as the sample size increases), we find asymptotic noncentral chi-square distributions with or without weak instruments, and describe situations where the non-centrality parameter is zero and the asymptotic distribution remains the same as in the case of valid instruments (despite the presence of invalid instruments). The second chapter analyzes the effects of weak identification on Durbin-Wu-Hausman (DWH) specification tests an Revankar-Harttley exogeneity test. We propose a finite-and large-sample analysis of the distribution of DWH tests under the null hypothesis (level) and the alternative hypothesis (power), including when identification is deficient or weak (weak instruments). Our finite-sample analysis provides several new insights and extensions of earlier procedures. The characterization of the finite-sample distribution of the test-statistics allows the construction of exact identificationrobust exogeneity tests even with non-Gaussian errors (Monte Carlos tests) and shows that such tests are typically robust to weak instruments (level is controlled). Furthermore, we provide a characterization of the power of the tests, which clearly exhibits factors which determine power. We show that DWH-tests have no power when all instruments are weak [similar to Guggenberger(2008)]. However, power does exist as soon as we have one strong instruments. The conclusions of Guggenberger (2008) focus on the case where all instruments are weak (a case of little practical interest). Our asymptotic distributional theory under weaker assumptions confirms the finite-sample theory. Moreover, we present simulation evidence indicating: (1) over a wide range cases, including weak IV and moderate endogeneity, OLS performs better than 2SLS [finding similar to Kiviet and Niemczyk (2007)]; (2) pretest-estimators based on exogeneity tests have an excellent overall performance compared with usual IV estimator. We illustrate our theoretical results through simulation experiment and two empirical applications: the relation between trade and economic growth and the widely studied problem of returns to education. In the third chapter, we extend the generalized Wald partial exogeneity test [Dufour (1987)] to non-gaussian errors. Testing whether a subset of explanatory variables is exogenous is an important challenge in econometrics. This problem occurs in many applied works. For example, in the well know wage model, one should like to assess if mother’s education is exogenous without imposing additional assumptions on ability and schooling. In the growth model, the exogeneity of the constructed instrument on the basis of geographical characteristics for the trade share is often questioned and needs to be tested without constraining trade share and the other variables. Standard exogeneity tests of the type proposed by Durbin-Wu-Hausman and Revankar-Hartley cannot solve such problems. A potential cure for dealing with partial exogeneity is the use of the generalized linear Wald (GW) method (Dufour, 1987). The GW-procedure however assumes the normality of model errors and it is not clear how robust is this test to non-gaussian errors. We develop in this chapter, a modified version of earlier procedure which is valid even when model errors are not normally distributed. We present simulation evidence indicating that when identification is strong, the standard GW-test is size distorted in presence of non-gaussian errors. Furthermore, our analysis of the performance of different pretest-estimators based on GW-tests allow us to propose two new pretest-estimators of the structural parameter. The Monte Carlo simulations indicate that these pretest-estimators have a better performance over a wide range cases compared with 2SLS. Therefore, this can be viewed as a procedure for selecting variable where a GW-test is used in the first stage to decide which variables should be instruments and which ones are valid instruments. We illustrate our theoretical results through two empirical applications: the well known wage equation and the returns to scale in electricity supply. The results show that the GW-tests cannot reject the exogeneity of mother’s education, i.e. mother’s education may constitute a valid IV for schooling. However, the output in cost equation is endogenous and the price of fuel is a valid IV for estimating the returns to scale. The fourth chapter develops identification-robust inference for the covariances between errors and regressors of an IV regression. The results are then applied to develop partial exogeneity tests and partial IV pretest-estimators which are more efficient than usual IV estimator. When more than one stochastic explanatory variables are involved in the model, it is often necessary to determine which ones are independent of the disturbances. This problem arises in many empirical applications. For example, in the New Keynesian Phillips Curve, one should like to assess whether the interest rate is exogenous without imposing additional assumptions on inflation rate and the other variables. Standard Wu-Durbin-Hausman (DWH) tests which are commonly used in applied work are inappropriate to deal with such a problem. The generalized Wald (GW) procedure (Dufour, 1987) which typically allows the construction of confidence sets as well as testing linear restrictions on covariances assumes that the available instruments are strong. When the instruments are weak, the GW-test is in general size distorted. As a result, its application in models where instruments are possibly weak–returns to education, trade and economic growth, life cycle labor supply, New Keynesian Phillips Curve, pregnancy and the demand for cigarettes–may be misleading. To answer this problem, we develop a finite-and large-sample valid procedure for building confidence sets for covariances allowing for the presence of weak instruments. We provide analytic forms of the confidence sets and characterize necessary and sufficient conditions under which they are bounded. Moreover, we propose two new pretest-estimators of structural parameters based on our above procedure. Both estimators combine 2SLS and partial IV-estimators. The Monte Carlo experiment shows that: (1) partial IV-estimators outperform 2SLS when the instruments are weak; (2) pretestestimators have an excellent overall performance–bias and MSE– compared with 2SLS. Therefore, this can be viewed as a variable selection method where the projection-based techniques is used to decide which variables should be instrumented and which ones are valid instruments. We illustrate our results through two empirical applications: the relation between trade and economic growth and the widely studied problem of returns to education. The results show unbounded confidence sets, suggesting that the IV are relatively poor in these models, as questioned in the literature [Bound (1995)].
Krause, Cindy. "Großereignisbewerbungen als Instrument aktiver Stadtentwicklungspolitik:: Eine vergleichende Analyse mehrfach gescheiterter Städte in Deutschland." Doctoral thesis, 2015. https://tud.qucosa.de/id/qucosa%3A29919.
Full textJenkins, Bonnie Denise. "Why international instruments to combat nuclear proliferation succeed or fail : a study of the interaction of international and domestic level factors /." 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3218417.
Full textJenkins, Bonnie D. "Why international instruments to combat nuclear proliferation succeed or fail a study of the interaction of international and domestic level factors /." 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3218417.
Full textKaffo, Melou Maximilien. "Essays on bootstrap in econometrics." Thèse, 2014. http://hdl.handle.net/1866/11429.
Full textMy dissertation consists of three essays on bootstrap inference in both large panel data models and instrumental variable (IV) models with many instruments and possibly, many weak instruments. Since the asymptotic theory is often not a good approximation to the sampling distribution of test statistics and estimators, I consider the bootstrap as an alternative. These essays try to study the asymptotic validity of existing bootstrap procedures and when they are invalid, to propose new valid bootstrap methods. The first chapter (co-authored with Sílvia Gonçalves) studies the validity of the bootstrap for inference on a stationary linear dynamic panel data model with individual fixed effects. We consider three bootstrap methods: the recursive-design wild bootstrap, the fixed-design wild bootstrap and the pairs bootstrap. These methods are natural generalizations to the panel context of the bootstrap methods considered by \citeasnoun{GK} in pure time series autoregressive models. We show that the recursive-design wild bootstrap fixed effects OLS estimator contains a built-in bias correction term that mimics the incidental parameter bias. This is in contrast with the fixed-design wild bootstrap and the pairs bootstrap whose distributions are incorrectly centered at zero. As it turns out, both the recursive-design and the pairs bootstrap are asymptotically valid when applied to the bias-corrected estimator, but the fixed-design bootstrap is not. In the simulations, the recursive-design bootstrap is the method that does best overall. The second chapter extends our pairwise bootstrap results to dynamic nonlinear panel data models with fixed effects. These models are often estimated with the Maximum Likelihood Estimator (MLE) which also suffers from an incidental parameter bias. Recently, \citeasnoun{DhaeneJochmans} have proposed the split-jackknife estimation method. Although these estimators have asymptotic normal approximations that are centered at the true parameter, important size distortions remain in finite samples. \citeasnoun{DhaeneJochmans} have proposed the pairs bootstrap as an alternative in this context without a theoretical justification. To fill this gap, I show that this method is asymptotically valid when used to estimate the distribution of the half-panel jackknife estimator although it does not consistently estimate the distribution of the MLE. A Monte Carlo experiment shows that bootstrap-based confidence intervals that rely on the half-panel jackknife estimator greatly help to reduce the distortions associated to the normal approximation in finite samples. In addition, I apply this bootstrap method to a canonical model of female-labor participation to construct valid confidence intervals. In the last chapter (co-authored with Wenjie Wang), we study the asymptotic validity of bootstrap procedures for instrumental variable (IV) models with many weak instruments. We show analytically that a standard residual-based bootstrap and the restricted efficient (RE) bootstrap of Davidson and MacKinnon (2008, 2010, 2014) cannot consistently estimate the limiting distribution of the LIML estimator. The foremost reason is that they fail to adequately mimic the identification strength in the sample. Therefore, we propose a modified bootstrap procedure which consistently estimates this limiting distribution. Our simulations show that the modified bootstrap procedure greatly reduces the distortions associated to asymptotic Wald ($t$) tests in finite samples, especially when the degree of endogeneity is high.
Tchuente, Nguembu Guy. "Essais en économetrie et économie de l'éducation." Thèse, 2014. http://hdl.handle.net/1866/11430.
Full text