Publications des institutions partenaires

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A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements

In this paper we develop a structural equation model with latent variables in an ordinal setting which allows us to test broker-dealer predictive ability of financial market movements. We use a multivariate logit model in a latent factor framework, develop a tractable estimator based on a Laplace approximation, and show its consistency and asymptotic normality. Monte Carlo…

Institution partenaire

Université de Genève

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English / 01/01/2005

A Robust Prediction Error Criterion for Pareto Modeling of Upper Tails

Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings such as income distributions (for inequality measurement), finance (for the evaluation of the value at risk), and insurance (determination of loss probabilities) among others. The upper tail of the distribution in which the data are sparse is typically fitted with a model such…

Institution partenaire

Université de Genève

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English / 01/01/2005

The affect structure revisited

In affective psychology, there is a persistent controversy about the number, the nature and the definition of the affect structure dimensions. Responding to the methodological criticisms addressed to the preceding studies, we conciliated the principal theories regarding the affect structure with the same experimental setting. In particular, using the semantic items all around the…

Institution partenaire

Université de Genève

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English / 01/01/2005

The Idea of the Binational State. An institutional Analysis

It is argued that the binational state model is and should be considered as a model sui generis. Concentrating on three levels of analysis (recognition, autonomy, and authority i.e the majority prolem), an operational definition of binationalism allows for an idealtypical discussion of the homogeneity problem and the question of state sovereignty, showing that the problem of power…

Institution partenaire

Université de Genève

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English / 01/01/2004

Who dares wins : confidence and success in international conflict

War is a puzzle because, if states were rational, they should agree on their differences in power and reach a solution that avoids the costs of fighting. However, this thesis argues that states are only as rational as the men who lead them, who are well established to suffer from psychological "positive illusions" about their abilities, their control over events, and the…

Institution partenaire

Université de Genève

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English / 01/01/2004

EU external governance in 'wider Europe'

The ‘wider Europe’ initiative opens the possibility for a far-reaching association of the EU’s eastern and southern European neighbours which, by offering ‘everything but institutions’ (Prodi), proposes an alternative to membership. This article presents this initiative as part of an ambitious external governance agenda by the enlarged Union with the aim to manage its new…

Institution partenaire

Université de Genève

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English / 01/01/2004

Whither the Liberal Democratic Model? Immigration Politics in Switzerland and Japan

A comparison of Japan’s and Switzerland’s immigration policies disclaims both globalist and public choice explanations that would predict a similar increase in immigrant numbers and an expansion of immigrant rights in liberal democracies. Although both countries have traditionally espoused a rather exclusionary approach towards immigration, Japan is unique in having hitherto…

Institution partenaire

Université de Genève

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English / 01/01/2004

Personal and Biographical Consequences

Institution partenaire

Université de Genève

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English / 01/01/2004

Migrant mobilization between political institutions and citizenship regimes: A comparison of France and Switzerland

Thisarticlefocusesonthepoliticalclaimsmadebyimmigrantsandethnicminori- ties in France and Switzerland. We look at cross-national variations in the overall presence of immigrants and ethnic minorities in the national public space, and the forms and content of their claims. Following a political opportunity approach, we argue that claim-making is affected both by institutional…

Institution partenaire

Université de Genève

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English / 01/01/2004

Estimation of Generalized Linear Latent Variable Models

Generalized linear latent variable models (GLLVMs), as defined by Bartholomew and Knott, enable modelling of relationships between manifest and latent variables. They extend structural equation modelling techniques, which are powerful tools in the social sciences. However, because of the complexity of the log-likelihood function of a GLLVM, an approximation such as numerical…

Institution partenaire

Université de Genève

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English / 01/01/2004

A simulation study to compare competing estimators in structural equation models with ordinal variables

Structural equation models have been around for now a long time. They are intensively used to analyze data from di.erent fields such as psychology, social sciences, economics, management, etc. Their estimation can be performed using standard statistical packages such as LISREL. However, these implementations su.er from an important drawback: they are not suited for cases in which the…

Institution partenaire

Université de Genève

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English / 01/01/2004

Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models

This paper proposes a robust estimator for a general class of linear latent variable models (GLLVM) (Moustaki and Knott 2000, Bartholomew and Knott 1999). It is based on a weighted score function that is simple to implement numerically and is made consistent using the basic idea of indirect inference. The need of a robust estimator for these models is motivated by the study of the…

Institution partenaire

Université de Genève

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English / 01/01/2004

A Latent Variable Approach for the Construction of Continuous Health Indicators

In most health survey the state of health of individuals is measured through several different kinds of variables such as qualitative, discrete quantitative or dichotomic ones. From these variables, one aims at building univariate indices of health that summarize the information. To do so, we propose in this paper to use Generalized Linear Latent Variable Models (GLLVM) (see e.g.…

Institution partenaire

Université de Genève

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English / 01/01/2004

African Regional Agreements: Impact on Trade with or without Currency Unions

The aim of this paper is (i) to assess the impact of regional agreements on members’ trade in Sub-Saharan Africa (intra-regional trade as well as trade with the rest of the world), controlling for the other traditional determinants and (ii) to compare the respective effect of the preferential trade agreements and the currency unions. Considering the period 1962–96, we first assess…

Institution partenaire

Université de Genève

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English / 01/01/2004

Social protest and policy change: Ecology, antinuclear, and peace movements in comparative perspective

While movement activists spend much of their time and energy trying to change the world, our theoretical and empirical knowledge in this field is still relatively poor. In Social Protest and Policy Change, Marco Giugni offers a systematic and empirically grounded analysis of the impact of three major contemporary movements on public policy. Using a comparative and historical…

Institution partenaire

Université de Genève

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English / 01/01/2004

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