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Les documents de travail ne peuvent être obtenus qu’auprès des auteurs eux-mêmes. Les demandes doivent donc leur être adressées, soit directement, soit à Mme Nadine GUEDJ, INSEE-CREST, 15 Boulevard Gabriel Péri, 92245 Malakoff Cédex, France, courriel :
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____________________________________________________________________________ 2010
2010-09 "Dynamic Modeling of Fertility and Labour Market Participation of Married or Cohabiting Women"
Cyriaque EDON, Thierry KAMIONKA 2010-08 "Fuzzy Differences in Differences"
Clément de CHAISEMARTIN 2010-07 "Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk"
Patrick GAGLIARDINI, Christian GOURIEROUX Atanas CHRISTEV, Jacques MELITZ
Patrick GAGLIARDINI, Christian GOURIEROUX
2010-04 "Improved Variance estimation for Balanded Samples Drawn Via the Cube Method"
F. Jay BREIDT, Guillaume CHAUVET 2010-03 "A Note on Variance Estimation for the French Master Sample"
Guillaume CHAUVET 2010-02 "Optimal Inclusion Probabilities for Balanced Sampling"
Guillaume CHAUVET, Daniel BONNERY, Jean-Claude DEVILLE Philippe FEVRIER, Laurent LINNEMER, Michael VISSER
2009
Rana HENDY, Chahir ZAKI
Marc FERRACCI, Grégory JOLIVET, Gerard J van den Berg 2009-21 “Allongement de la durée requise pour le taux plein et âge de départ en retraite des salariés du secteur privé : Une évaluation de l’impact de la réforme des retraites de 1993” Patrick AUBERT
Rachid BOUHIA, Manon GARROUSTE, Aude LEDUC, Layla RICROCH, Thibaut de SAINT POL
2009-19-- "Properties of the QMLE and the Weighted LSE for LARCH(q) Models"
Christian FRANCQ, Jean-Michel ZAKOIAN 2009-18-- "Combining Nonparametric and Optimal Linear Time Series Predictions"
Sophie DABO-NIANG, Christian FRANCQ, Jean-Michel ZAKOIAN 2009-17-- "Merits and Drawbacks of Variance Targeting in GARCH Models"
Christian FRANCQ, Lajos HORVATH, Jean-Michel ZAKOIAN Christian FRANCQ, Lajos HORVATH, Jean-Michel ZAKOIAN
2009-14-- "Choosing the Field of Study in Post-Secondary Education : Do Expected Earnings Matter ?"
Magali BEFFY, Denis FOUGERE, Arnaud MAUREL 2009-12-- "HIV/AIDS and Poverty in South Africa : A Bayesian Estimation"
Federica MARZO, Fabrice MURTIN 2009-11-- "Resale Price Maintenance and Interlocking Relationships" Patrick REY, Thibaud VERGE 2009-10-- "Horizontal Mergers, Structural Remedies and Consumer Welfare in a Cournot Oligopoly with Assets"
Thibaud VERGE 2009-09-- "Estimating Gender Differences in Access to Jobs : Females Trapped at the Bottom of the Ladder
Laurent GOBILLON, Dominique MEURS, Sébastien ROUX 2009-08-- "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection"
Pierre-Philippe COMBES, Gilles DURANTON, Laurent GOBILLON, Diego PUGA, Sébastien ROUX 2009-07-- "Housing and Location Choices of Retiring Households : Evidence from France"
Laurent GOBILLON, François-Charles WOLFF Cédric AFSA, Pauline GIVORD
Luc BEHAGHEL, Bruno CREPON, Marc GURGAND, Thomas LE BARBANCHON
Roland RATHELOT
2009-03--"The New Keynesian Phillips Curve with Non Zero Steady State Inflation and Entry of Firms"
Laurence BLOCH
2009-02--"Does Speed Signal Ability , A Test of Spence's Theory"Thomas O. BRODATY, Robert J. GARY-BOBO, Ana PRIETO 2009-01--“Optimal Income Taxation with Endogenous Participation and Search Unemployment“ Etienne LEHMANN, Alexis PARMENTIER, Bruno VAN DER LINDEN -----------------------------------------------------------------------------------
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2008
-------------------------------------------------------------------------------------------------------- 2008-35 “Unemployment Insurance Versus Individual Unemployment Accounts and Transitions to Formal Versus Informal Sector Jobs” David MARGOLIS 2008-34 “Who is Confronted to Insecure Labor Market Histories ? Some Evidence Based on the French Labor Market Transitions” Magali BEFFY, Elise COUDIN, Roland RATHELOT 2008-33 “Hodges-Lehmann Sign-based Estimators and Generalized Confidence Distributions in Linear Median Regressions with Moment-free Heterogenous Errors and Dependence of Unknown Form” Elise COUDIN, Jean-Marie DUFOUR 2008-32 “Les effets de l’accompagnement sur le retour à l’emploi” Denis FOUGERE, Thierry KAMIONKA, Ana PRIETO 2008-31 “Evolution of Obesity and Change in Social Inequalites in France” Thibaut de SAINT POL 2008-30 “A Note on Sampling and Estimation in the Presence of Cut-Off Sampling” David HAZIZA, Guillaume CHAUVET, Jean-Claude DEVILLE“
2008-29 "An Anatomy of International Trade : Evidence from French Firms”
Jonathan EATON, Samuel KORTUM, Francis KRAMARZ 2008-28 “Teachers’ Training, Class Size and Students’ Outcomes : Learning from Administrative Forecasting Mistakes” Pascal BRESSOUX, Francis KRAMARZ, Corinne PROST
Claire LELARGE, Benjamin Nefussi
2008-26 “An Exploration of Local R&D Spillovers in France”Jacques MAIRESSE, Benoît MULKAY
Bruno CRÉPON, Marc FERRACCI, Grégory JOLIVET, Gerard J. van den BERG
2008-24 "Separability and Public Finance"Stéphane GAUTHIER, Guy LAROQUE
2008-23 "A New Instrumental Method for Dealing with Endogenous Selection" Xavier d'HAULTFOEUILLE
Pierre-Philippe COMBES, Gilles DURANTON, Laurent GOBILLON, Sébastien ROUX
Francis KRAMARZ, Stephen MACHIN, Amine OUAZAD
Olivier MONSO, Laurent THÉVENOT
Jean-Michel GRANDMONT
2008-18 "Dissipative Advertising Signals Quality Even Without Repeat Purchases"
Laurent LINNEMER 2008-17"Commodity Tax Competition and the VAT Base in the European Union" Pascal BELAN, Stéphane GAUTHIER 2008-16 "Optimal Litigation Strategies with Signaling and Screening" Philippe CHONÉ, Laurent LINNEMER 2008-15 "Nonparametric Estimation in Random Coefficients Binary Choice Models"
Eric GAUTIER, Yuichi KITAMURA 2008-14 "The Non Take-up of an Unemployment Insurance Reform in France"
Sylvie BLASCO 2008-13 "Policy Evaluation in Equilibrium The Case of Job Searcg Counseling in France"
Pierre CAHUC, Bruno CRÉPON, Julien GUITARD, Marc GURGAND 2008-12 "The Effect of Widowhood on Housing and Location Choices"
Carole BONNET, Laurent GOBILLON, Anne LAFERRERE 2008-11 "Exchange Rate Volatility and Productivity Growth : The Role of Liability Dollarization"
Kenza BENHIMA 2008-10 "Does Fertility Respond to Financial Incentives ?"
Guy LAROQUE, Bernard SALANIÉ 2008-09 "Asymptotic Normality of Frequency Polygons for Random Fields"
Michel CARBON 2008-08 "Echantillonnage Equilibré Stratifié"
Guillaume CHAUVET 2008-07 "Estimating ARCH Models when the Coefficients are Allowed to be Equal to Zero"
Christian FRANCQ, Jean-Michel ZAKOÏAN 2008-06 "Can One Really Estimate Nonstationary GARCH Models ?"
Christian FRANCQ, Jean-Michel ZAKOÏAN 2008-05 "Barlett’s Formula for Non Linear Processes"
Christian FRANCQ, Jean-Michel ZAKOÏAN 2008-04 "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons"
Christian FRANCQ, Jean-Michel ZAKOÏAN 2008-03 "A Tour in the Asymptotic Theory of GARCH Estimation"
Christian FRANCQ, Jean-Michel ZAKOÏAN 2008-02 "Exit Problems Related to the Persistence of Solitons for the Korteweg-de Vries Equation with Small Noise"
Anne DE BOUARD, Eric GAUTIER 2008-01 "Assistance et Emploi. Le comportement des allocataires du RMI face aux politiques publiques d’incitation à l’emploi"
Stéphane GAUTHIER -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2007
-------------------------------------------------------------------------------------------------------- 2007-41 "The Cumulativity of Activities"
Philippe COULANGEON, Yannick LEMEL
2007-40 "The Effect of High School Employment on Educational Attainment : A Conditional Difference-in-Differences Approach"
Franz BUSCHA, Arnaud MAUREL, Lionel PAGE, Stefan SPECKESSER 2007-39 "Bootstrap pour un tirage à plusieurs degrés avec échantillonnage à forte entropie à chaque degré"
Guillaume CHAUVET 2007-38 "Finite-sample Distribution-free Inference in Linear Median Regression under Heteroskedasticity and Nonlinear Dependence of Unknown Form"
Elise COUDIN, Jean-Marie DUFOUR 2007-37 "Duration Models and Point Processes"
Jean-Pierre FLORENS, Denis FOUGÈRE, Michel MOUCHART 2007-36 "Wages and Employment of French Workers with African Origin"
Romain AEBERHARDT, Denis FOUGÈRE, Julien POUGET, Roland RATHELOT 2007-35 "Introducing Unobserved Heterogeneity in Earnings Mobility"
Thibault BRODATY 2007-34 "Identification of Peer Using Group Size Variation"
Laurent DAVEZIES, Xavier d’HAULTFOEUILLE, Denis FOUGÈRE 2007-33 "Youth Unemployment and Crime in France"
Denis FOUGÈRE, Francis KRAMARZ, Julien POUGET 2007-32 "Training the Unemployed in France : How does it Affect Unemployment Duration and Recurrence ?"
Bruno CRÉPON, Marc FERRACCI, Denis FOUGÈRE 2007-31 "A Large Scale Experiment : Wages and Educational Expansion in France"
Marc GURGAND, Eric MAURIN 2007-30 "Quadratic Stochastic Intensity and Prospective Mortality Tables"
Christian GOURIEROUX, Alain MONFORT 2007-29 "Anti-Competitive Effects of Resale-Below-Cost Laws"
Marie-Laure ALLAIN, Claire CHAMBOLLE 2007-28 "Individual Rationality Under Sequential Decentralized Participation Processes"
Laurent LAMY 2007-27 "Bidder Behavior in Multi-Unit Ascending Auctions : Evidence from Cross-Border Capacity Auctions"
Laurent LAMY 2007-26 "Contingent Auctions with Allocative Externalities : Vickrey Versus the Ausubel-Milgrom Proxy Auction"
Laurent LAMY 2007-25 "The Ausubel-Milgrom Proxy Auction with Final Discounts"
Laurent LAMY 2007-24 "The Econometrics of Auctions with Asymmetric Anonymous Bidders"
Laurent LAMY 2007-23 "On the Comparative Statics of the Optimal Reserve Price : A Comment on “Reserve price Signaling”
Laurent LAMY 2007-22 "Nonparametric Identification and Estimation of a Common Value Auction Model"
Philippe FÉVRIER 2007-21 "Identification and Estimation of Incentive Problems : Adverse Selection"
Xavier d’HAULTFOEUILLE, Philippe FEVRIER 2007-20 "Using Empirical Likelihood to Combine Data : Application to Food Risk Assessment"
Amélie CREPET, Hugo HARARI-KERMADEC, Jessica TRESSOU 2007-19 "Switching VARMA Term Structure Models - Extended Version"
Alain MONFORT, Fulvio PEGORARO 2007-18 "Econometric Asset Pricing Modelling"
Henri BERTHOLON, Alain MONFORT, Fulvio PEGORARO 2007-17 "On the Optimality of a Minimum Wage : New Insights from Optimal Tax Theory”
Mathis HUNGERBÜHLER, Etienne LEHMANN 2007-16 "A Search Model of Unemployment and Inflation”
Etienne LEHMANN 2007-15 "National Origin Wage Differentials in France. Evidence from Matched Employer-Employee Data”
Romain AEBERHARDT, Julien POUGET 2007-14 "The Structural Change and the Endogeneity Bias of the College Premium in the United States 1968-2001”
Fabrice MURTIN 2007-13 "La dimension maritale du processus d’intégration des immigrés en France : Inter-mariage et emploi"
Mirna SAFI 2007-12 "One for All and All for One : Regression Checks with Many Regressors”
Pascal LAVERGNE, Valentin PATILEA 2007-11 "On the Estimation of the Joint Distribution in Regression Models with Censored Responses"
Olivier LOPEZ 2007-10 "Quatre Observations sur la mobilité résidentielle en France métropolitaine"
Jean-François ROYER 2007-09 "Assessing the Stability of the Collective Labour Supply Model : The Russian Financial Crisis as a Natural Experiment"
Natalia RADTCHENKO, Guy LACROIX 2007-08 "Intra-household Welfare Distribution by a New Method of the Sharing Rule Identification"
Natalia RADTCHENKO 2007-07 "How do Spouses Share their Full Income? : Identification of the Sharing Rule Using Self-reported Income"
Ekaterina KALUGINA, Natalia RADTCHENKO, Catherine SOFER 2007-06 "Education in France during World War II and Subsequent Mortality"
Laurent LEQUIEN 2007-05 "The Effect of Location on Finding a Job in the Paris Region"
Laurent GOBILLON, Thierry MAGNAC, Harris SELOD 2007-04 "The Effects of Segregation and Spatial Mismatch on Unemployment : Evidence from France"
Laurent GOBILLON, Harris SELOD 2007-03 "National Origin Wage Differentials in France"
Romain AEBERHARDT, Julien POUGET 2007-02 "Innovation and Skill Upgrading : The Role of External vs Internal Labour Markets"
Luc BEHAGHEL, Eve CAROLI, Emmanuelle WALKOWIAK 2007-01 "Nonparametric Lack-of-fit Tests for Parametric Mean-Regression Model with Censored Data"
Olivier LOPEZ, Valentin PATILEA -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2006
-------------------------------------------------------------------------------------------------------- 2006-35 "La dynamique des inégalités de revenu en France rural et urbaine (1984-2002)"
Luc BEHAGHEL 2006-34 "Occupation, Gender and Social Status. Questioning the Gender-Neutrality of Status Scales in Contemporary France"
Anne-Sophie COUSTEAUX 2006-33 "Sensitivity Analysis of Distortion Risk Measures"
Christian GOURIEROUX, Wei LIU 2006-32 "On the Completeness Condition in Nonparametric Instrumental Problems"
Xavier d’HAULTFOEUILLE 2006-31 "(Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution"
Christian GOURIEROUX, Alain MONFORT 2006-30 "A Degeneracy in the Analysis of Volatility and Covolatility Effects"
Christian GOURIEROUX, Joann JASIAK 2006-29 "Multi-Lag Term Structure Models with Stochastic Risk Premia"
Alain MONFORT, Fulvio PEGORARO 2006-28 "Pricing and Inference with Mixtures of Conditionally Normal Processes"
Henri BERTOLON, Alain MONFORT, Fulvio PEGORARO 2006-27 "Temporary Equilibrium"
Jean-Michel GRANDMONT 2006-26 "Heterogeneity in Consumer Price Stickiness : A Microeconometric Investigation"
Denis FOUGERE, Hervé LE BIHAN, Patrick SEVESTRE 2006-25 "On the Extent of Re-entitlement Effects in Unemployment Compensation”
Javier ORTEGA, Laurence RIOUX 2006-24 "Breaking the Curse of Dimensionality in Nonparametric Testing"
Pascal LAVERGNE, Valentin PATILEA 2006-23 "Slotting Allowances and Conditional Payments"
Patrick REY, Jeanine THAL, Thibaud VERGÉ 2006-22 "Delivered Pricing and the Effect of Horizontal Differentiation on Optimal Collusion"
Jeanine THAL 2006- 21 "Product Variety and Retail Structure"
Marie-Laure Allain, Patrick WAELBROECK 2006-20 "A Storage Model with Random Release Rate for Modeling Exposure to Food Contaminants"
Patrice BERTAIL, Stéphan CLÉMENÇON, Jessica TRESSOU 2006-19 "Approximate Regenerative-block Bootstrap for Markov Chains : Some Simulation Studies"
Patrice BERTAIL, Stéphan CLÉMENÇON 2006-18 "Stochastic Nonlinear Schrödinger Equations Driven by a Fractional Noise Well Posedness, Large Deviations and Support"
Eric GAUTIER 2006-17 "Efficient Portfolio Analysis Using Distortion Risk Measures"
Christian GOURIEROUX, Wei LIU 2006-16 "Negishi-Solow Efficiency Wages, Unemployment Insurance and Dynamic Deterministic Indeterminacy"
Jean-Michel GRANDMONT 2006-15 "Innovativity : A Comparison Across Seven European Countries"
Pierre MOHEN, Jacques MAIRESSE, Marcel DAGENAIS 2006-14 "The Social Positionning of the French According to the EPCV Survey"
Yannick LEMEL 2006-13 "Dinner in France : An Enduring Dietary Synchronism"
Thibaut de SAINT POL 2006-12 "Technology, Information and the Decentralization of the Firm"
D. ACEMOGLU, Philippe AGHION, Claire LELARGE, John Van REENEN, Fabrizzio ZILIBOTTI 2006-11 "Measuring the Evolution of Complex Indicators Theory and Application to the Poverty Rate in France"
Fabien DELL, Xavier d’HAULTFOEUILLE 2006-10 "Nonlinear Censored Regression Using Synthetic Data"
Michel DELECROIX, Olivier LOPEZ, Valentin PATILEA 2006-09 "Does Patenting Increase the Private Incentives to Innovates ? A Microeconometric Analysis"
Emmanuel DUGUET, Claire LELARGE 2006-08 "Should Low Skilled Work be Subsidized ?"
Philippe CHONÉ, Guy LAROQUE 2006-07 "Un exercice de TVA sociale"
Stéphane GAUTHIER 2006-06 "Assessing Horizontal Mergers under Uncertain Efficiency Gains"
Philippe CHONÉ, Laurent LINNEMER 2006-05 "The Returns to Seniority in France (and Why are They Lower than in the United States ?)"
Magali BEFFY, Moshe BUCHINSKY, Denis FOUGERE, Thierry KAMIONKA, Francis KRAMARZ 2006-04 "Modélisation dynamique de la participation au marché du travail des femmes en couple"
Cyriaque EDON, Thierry KAMIONKA 2006-03 "Should Employment Authorities Worry About Mergers and Acquisitions ?"
David MARGOLIS 2006-02 "Estimation of the Volatility Persistence in a Discretly Observed Diffusion Model"
Mathieu ROSENBAUM 2006-01 "Optimal Matching and Social Sciences "
Laurent LESNARD -------------------------------------------------------------------------------------------------------- 2005
2005-52 "The Economics of Seasonal Gas Storage"-------------------------------------------------------------------------------------------------------- Corinne CHATON, Anna CRETI, Bertrand VILLENEUVE 2005-51 "An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions"
Paul DOUKHAN, Olivier WINTENBERGER 2005-50 "Weak Dependence Beyond Mixing for Infinite ARCH-type Bilinear Models"
Paul DOUKHAN, Hélène MADRE, Mathieu ROSENBAUM 2005-49 "A Larch Vector Valued Process"
Paul DOUKHAN, Gilles TEYSSIERE, Pablo WINANT 2005-48 "Copulas of a Vector-Valued Stationary Weakly Dependent Process"
Paul DOUKHAN, Jean-David FERMANIAN, Gabriel LANG 2005-47 "Zero-one Laws for Binary Random Fields"
David COUPIER, Paul DOUKHAN, Bernard YCART 2005-46 "Uniform Limit Theorems for the Integrated Periodogram of Weakly Dependent Time Series and their Applications to Whittle’s Estimate"
Jean-Marc BARDET, Paul DOUKHAN, José Rafael LEÓN 2005-45 "A Functional Limit Theorem for weakly Dependent Processes and its Applications"
Jean-Marc BARDET, Paul DOUKHAN, José Rafael LEÓN 2005-44 "Affine Model for Credit Risk Analysis"
Christian GOURIEROUX, Alain MONFORT, Vassilis POLIMENIS 2005-43 "Wishart Autoregressive Model for Stochastic Risk"
Christian GOURIEROUX 2005-42 "A Classification of Two Factor Affine Diffusion Term Structure Models"
Christian GOURIEROUX, Razvan SUFANA 2005-41 "International Money and Stock Market Contingent Claims"
Christian GOURIEROUX, Alain MONFORT, Razvan SUFANA 2005-40 "Efficient Derivative Pricing by Extended Method of Moments"
Patrick GAGLIARDINI,Christian GOURIEROUX, Eric RENAULT 2005-39 "Mutual Monitoring versus Incentive Pay in Teams"
Radoslava NIKOLOVA 2005-38 "European Competition Policy Modernization : From Notifications to Legal Exception"
Frédéric LOSS, Estelle MALAVOLTI-GRIMAL, Thibaud VERGÉ, Fabian BERGÈS-SENNOU 2005-37 "Le Contrôle des concentrations en France : Une analyse empirique des avis du Conseil de la Concurrence"
Lionel JANIN, Benoît MENONI 2005-36 "Optimal Collusion under Cost Asymmetry"
Jeanine THAL 2005-35 "The ‘Shill Bidding Effect’ Versus the ‘Linkage Principle’"
Laurent LAMY 2005-34 "Empirical -Discrepancies and Quasi-Empirical Likelihood : Exponential Bounds"
Patrice BERTAIL, Emmanuelle GAUTHERAT, Hugo HARARI-KERMADEC 2005-33 "Does Job-Search Assistance Affect Search Effort and Outcomes ? A Microeconometric Analysis of Public Versus Private Search Methods"
Denis FOUGERE, Jacqueline PRADEL, Muriel ROGER 2005-32 "Compensation Policy, Human Resource Management Practices and Takeovers"
David N. MARGOLIS 2005-31 "Concentration horizontale et relations verticales"
Marie-Laure ALLAIN, Saïd SOUAM 2005-30 "Bottom-Up Corporate Governance"
Augustin Landier, David SRAER, David THESMAR 2005-29 "La corruption comme une imbrication de contrats : Une revue de la littérature microéconomique"
Nicolas JACQUEMET 2005-28 "The Pervasive Absence of Compensating Differentials"
Stéphane BONHOMME, Grégory JOLIVET 2005-27 "Nonasymptotic Bounds for Bayesian Order Identification with Application to Mixtures"
Antoine CHAMBAZ, Judith ROUSSEAU 2005-26 "The Autoregressive Conditional Root (ACR) Model"
Frédérique BEC, Anders RAHBEK, Neil SHEPHARD 2005-25 "The Effects of the Family Work Day on Family Time"
Laurent LESNARD 2005-24 "Econometrics of Individual Labor Market Transitions"
Denis FOUGERE, Thierry KAMIONKA 2005-23 "Counseling the Unemployed : Does it Lower Unemployment Duration and Recurrence ?"
Bruno CREPON, Muriel DEJEMEPPE, Marc GURGAND 2005-22 "Identifying Age, Cohort and Period Effects in Scientific Research Productivity : Discussion and Illustration Using Simulated and Actual Data on French Physicists"
Bronwyn HALL, Jacques MAIRESSE, Laure TURNER 2005-21 "Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations"
Eric GAUTIER 2005-20 "Small Noise Asymptotic of the Timing Jitter in Soliton Transmission"
Arnaud DEBUSSCHE, Eric GAUTIER 2005-19 "Le diner des Français : Etude séquentielle d’un emploi du temps"
Thibaut de SAINT POL 2005-18 "Variety Supply versus Balassa-Samuelson Determinants of the Real Exchange Rate "
Isabelle MEJEAN 2005-17 "An Optimal Anti-Drug Law Enforcement Policy"
Sylvaine PORET 2005-16 "Decomposing Volume for VWAP Strategies"
Jędrzej Białkowski, Serge DAROLLES, Gaëlle LE FOL 2005-15 "The Optimal Grouping of Commodities for Indirect Taxation"
Pascal BELAN, Stéphane GAUTHIER, Guy LAROQUE 2005-14 "The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan : Has There Been a Structural Change ?"
Alexia BASTIEN, Frédérique BEC 2005-13 "Regeneration-based Statistics for Harris Recurrent Markov Chains"
Patrice BERTAIL, Stéphan CLÉMENÇON 2005-12 "Trade Costs, Trade Balances and Current Accounts : An Application of Gravity to Multilateral Trade"
Giorgio FAZIO, Ronald MacDONALDd, Jacques MELITZ 2005-11 "North, South and Distance in the Gravity Model"
Jacques MELITZ 2005-10 "Non-Discretionary and Automatic Fiscal Policy in the EU and the OECD"
Jacques MELITZ 2005-09 "Minimum Variance Importance Sampling via Population Monte Carlo"
Randal DOUC, Arnaud GUILLIN, Jean-Michel MARIN, Christian P. ROBERT 2005-08 "Does Entry Improve Welfare ? A General Equilibrium Approach of Competition Policy"
Bertrand CRETTEZ, Marie-Cécile FAGART 2005-07 "Aggregate Substitutabilities between Factor Demands"
Edmond MALINVAUD 2005-06 "Training and Age-Biased Technical Change : Evidence from French Micro Data"
Luc BEHAGHEL, Nathalie GREENAN 2005-05 "A Note on The Pareto Efficiency of General Oligopolistic Equilibria"
Bertrand CRETTEZ, Marie-Cécile FAGART 2005-04 "Frequency Polygons for Random Fields"
Michel CARBON 2005-03 "A Structural Non-stationary Model of Job Search : Stigmatization of the Unemployed by Job Offers or Wage Offers ?"
Stéfan LOLLIVIER, Laurence RIOUX 2005-02 "Agglomeration and the Export Decision of French Firms"
Pamina KOENIG 2005-01 "Leaving the Nest : The Interaction of Parental Income and Family Environment"
Anne LAFERRERE -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2004
-------------------------------------------------------------------------------------------------------- 2004-49 "Certification de produits dans une relation verticale" Laurent LINNEMER, Anne PERROT 2004-48 "Incomplete Generalized U-Statistics for Food Risk Assessment"
Patrice BERTAIL, Jessica TRESSOU 2004-47 "Regenerative Block-bootstrap for Markov Chains"
Patrice BERTAIL, Stéphan CLÉMENÇON 2004-46 "Testing the Global Stability of a Linear Model"
Philippe BARBE, Patrice BERTAIL 2004-45 "Convergence of Adaptive Sampling Schemes"
Randal DOUC, Arnaud GUILLIN, Jean-Michel MARIN, Christian P. ROBERT 2004-44 "What about Labor Demand ? A Reinterpretation of the Elasticity of Hours to Wages"
Muriel ROGER, Sébastien ROUX 2004-43 "Une evaluation du credit d’impot recherche en France, 1980-1997"
Jacques MAIRESSE, Benoît MULKAY 2004-42 "Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise"
Eric GAUTIER 2004-41 "Delegation, Incentives and Antitrust Enforcement"
Mohamed JELLAL, Saïd SOUAM 2004-40 "Does Advertising Lower the Price of Newspapers to Consumers ? A Theoretical Appraisal"
Jean J. GABSZEWICZ, Didier LAUSSEL, Nathalie SONNAC 2004-39 "Incomplete Regulation, Market Competition and Collusion"
Cécile AUBERT, Jérôme POUYET 2004-38 "The Regulation of Transborder Network Services"
Per AGRELL, Jérôme POUYET 2004-37 "Asymmetric Information from Physician Agency : Optimal Payment and Healthcare Quantity"
Philippe CHONÉ, Ching-to Albert MA 2004-36 "Product-limit Estimators of the Survival Function with Left or Right Censored Data"
Valentin PATILEA, Jean-Marie ROLIN 2004-35 "Stochastic Migration Models with Application to Corporate Risk"
Patrick GAGLIARDINI, Christian GOURIEROUX 2004-34 "Does Work Pay in France ? Monetary Incentives and and the Guaranteed Minimum Income"
Marc GURGAND, David N. MARGOLIS 2004-33 "Bayesian Computational Methods"
Christian P. ROBERT 2004-32 "The Wishart Autoregressive of Multivariate Stochastic Volatility"
Christian GOURIEROUX, Joann JASIAK, Razvan SUFANA 2004-31 "Derivative Pricing with Multivariate Stochastic Volatility : Application to Credit Risk"
Chrisitan GOURIEROUX, Razvan SUFANA 2004-30 "Efficient Derivative Pricing by Extended Method of Moments"
Patrick GAGLIARDINI, Christian GOURIEROUX, Eric RENAULT 2004-29 " Divergence Empirique et Vraisemblance Empirique Généralisée"
Patrice BERTAIL, Hugo HARARI-KERMADEC, Denis RAVAILLE 2004-28 "Employment, Skill Structure and International Trade : Firm-level Evidence for France"
Pierre BISCOURP, Francis KRAMARZ 2004-27 "Exchange Rate Movements and Export Prices an Empirical Analysis"
Isabelle MEJEAN 2004-26 "Optimal Greek Weight by Kernel Estimation"
Romuald ELIE, Jean-David FERMANIAN, Nizar TOUZI 2004-25 "The Importance of R&D for Innovation : A Reassessment Using French Survey Data"
Jacques MAIRESSE, Pierre MOHNEN 2004-24 "Performance and Behavior of Family Firms : Evidence from the French Stock Market"
David SRAER, David THESMAR 2004-23 "Indirect Taxation is Superfluous under Separability and Taste Homogeneity : A Simple Proof"
Guy LAROQUE 2004-22 "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series"
Emmanuel GUERRE 2004-21 "Large Deviations and Support Results for Nonlinear Schrödinger Equations with Additive Noise and Applications"
Eric GAUTIER 2004-20 "Competition, Incomplete Discrimination and Versioning"
Khaled DIAW, Jérome POUYET 2004-19 "Loss-leaders Banning Laws as Vertical Restraints"
Marie-Laure ALLAIN, Claire CHAMBOLLE 2004-18 "Fiscally Stable Income Distributions under Majority Voting and Bargaining Sets"
Jean-Michel GRANDMONT 2004-17 "On Semiparametric estimation in Single-Index Regression"
Michel DELECROIX, Marian HRISTACHE, Valentin PATILEA 2004-16 "Limiting Dependence Structure for Credit Defaults"
Arthur CHARPENTIER, Alessandro JURI 2004-15 "Introduction aux Méthodes d’Appariement Optimal (Optimal Matching Analysis)"
Laurent LESNARD, Thibaut de SAINT-POL 2004-14 "Coping with Imprecise Information : A Decision Theoretic Approach"
Thibault GAJDOS, Jean-Marc TALLON, Jean-Christophe VERGNAUD 2004-13 "City Structure, Job Search and Labor Discrimination. Theory and Policy Implications"
Harris SELOD, Yves ZENOU 2004-12 "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets"
Laurent CALVET, Jean-Michel GRANDMONT, Isabelle LEMAIRE 2004-11 "Partial Identification in Monotone Binary Models : Discrete Regressors and Interval Data"
Thierry MAGNAC, Eric MAURIN 2004-10 "Etude de l’Homophilie Sociopro-fessionnelle à travers l’enquête contacts "
Anne-Sophie COUSTEAUX, Yannick LEMEL 2004-09 "Two-Sided Network Effects and Competition : An Application to Media Industries"
Jorge A. FERRANDO, Jean J. GABSZEWICZ, Didier LAUSSEL, Nathalie SONNAC 2004-08 "Strategic Choice of Financing Systems in Regulated and Interconnected Industries"
Anna BASSANINI, Jérôme POUYET 2004-07 "Real Market Concentration through Partial Acquisitions"
Patricia CHARLETTY, Marie-Cécile FAGART, Saïd SOUAM 2004-06 "Bootstrap Confidence Intervals in Mixtures of Discrete Distributions"
Dimitri KARLIS, Valentin PATILEA 2004-05 "Product-Limit Estimators of the Survival Function with Twice Censored Data"
Valentin PATILEA, Jean-Marie ROLIN 2004-04 "Semiparametric Single-index Poisson Regression Model with Unobserved Heterogeneity"
Jérôme FONCEL, Marian HRISTACHE, Valentin PATILEA 2004-03 "Interest Rate Rules Ensuring Strong Local Equilibrium Determinacy"
Olivier LOISEL 2004-02 "Estimation in a Competing Risks Proportional Hazards Model Under Length-biased Sampling with Censoring"
Jean-Yves DAUXOIS, Agathe GUILLOUX, Syed N.U.A. KIRMANI 2004-01 "Estimating the Cumulative incidence Functions under Length-biased Sampling"
Jean-Yves DAUXOIS, Agathe GUILLOUX -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2003
-------------------------------------------------------------------------------------------------------- 2003-50 "Whishart Quadratic Term Structure Models " Christian GOURIEROUX, Razvan SUFANA 2003-49 "Mesure de l’Intensité de Collaboration dans la Recherche Scientifique et Evaluation du Rôle de la Distance Géographique "
Laure TURNER, Jacques MAIRESSE 2003-48 "Econométrie de la production sur données de panel et dispersion des prix de production : Quels biais d’estimation ?"
Jacques MAIRESSE, Rozenn DESPLATS 2003-47 "Migrations, Incomes and Unobserved Heterogeneity"
Laurent GOBILLON, David LE BLANC 2003-46 "Trading Volume and Arbitrage"
Serge DAROLLES, Gaëlle LE FOL 2003-45 "Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case"
Marie CHAZAL, Elyès JOUINI, Rabah TAHRAOUI 2003-44 "Adaptive Minimax Testing in the Discrete Regression Scheme"
Ghislaine GAYRAUD, Christophe POUET 2003-43 "Skimming the Others’ Cream Competitive Effects of an Asymmetric Universal Service Obligation"
Hélène BOURGUIGNON, Jorge Andrés FERRANDO YÁÑEZ 2003-42 "Subsampling under Weak Dependence Conditions"
Patrick ANGO NZE, Stéphanie DUPOIRON, Ricardo RIOS 2003-41 "Health Insurance and Retirement of Married Couples"
David M. BLAU, Donna B. GILLESKIE 2003-40 "Substituabilités entre demandes de facteurs induites par les demandes de biens"
Edmond MALINVAUD 2003-39 "Aléa moral et selection adverse sur le marché de l’assurance"
Marie-Cécile FAGART, Bidénam KAMBIA-CHOPIN 2003-38 "Zones d’Education Prioritaire : Quels moyens pour quels résultats ?"
Roland BENABOU, Francis KRAMARZ, Corinne PROST 2003-37 "Assessing the Impact of Non-Response on the Treatment Effect in the Canadian Self-Sufficiency Experiment"
Thierry KAMIONKA, Guy LACROIX 2003-36 "Gone with the Windfall : How do Housing Allowances Affect Student Co-residence ?"
Anne LAFERRERE, David LE BLANC 2003-35 "Tout ce que vous avez toujours voulu savoir sur le concours d’agrégation en sciences économiques"
Laurent LINNEMER, Anne PERROT 2003-34 "Goodness of Fit Tests for Copulas"
Jean-David FERMANIAN 2003-33 "Sensitivity Analysis of Var and Expected Shortfall for Portfolios under Netting Agreements"
Jean-David FERMANIAN, Olivier SCAILLET 2003-32 "Fertility and Financial Incentives in France"
Guy LAROQUE, Bernard SALANIÉ 2003-31 "Innovate AND Imitate ? : Dynamic Innovation, Patents, and Costly Imitation"
Jorge Andrés FERRANDO YÁÑEZ 2003-30 "Deviance Information Criteria for Missing Data Models"
Gilles CELEUX, Florence FORBES, Christian P. ROBERT, Michael TITTERINGTON 2003-29 "The effect of Search Frictions on Wages"
Gerard J. van den BERG, Aico van VUUREN 2003-28 "Optimal Commodity Grouping in a Partial Equilibrium Framework"
Pascal BELAN, Stéphane GAUTHIER 2003-27 "Wages and International Trade"
Francis KRAMARZ 2003-26 "Language and Foreign Trade"
Jacques MELITZ 2003-25 "Geography, Trade and Currency Union"
Jacques MELITZ 2003-24 "Edgeworth Expansions of Suitably Normalized Sample Mean Statistics for Atomic Markov"
Patrice BERTAIL, Stéphan CLÉMENÇON 2003-23 "Rates of Convergence for a Bayesian Level Set Estimation"
Ghislaine GAYRAUD, Judith ROUSSEAU 2003-22 "Note on the Regeneration-Based Bootstrap for Atomic Markov Chains"
Patrice BERTAIL, Stéphan CLÉMENÇON 2003-21 "Concentration in the Press Industry and the Theory of the “Circulation Spiral"
Jean J. GABSZEWICZ, Didier LAUSSEL, Nathalie SONNAC 2003-20 "Network Effects in the Press and Advertising Industries"
Jean J. GABSZEWICZ, Didier LAUSSEL, Nathalie SONNAC 2003-19 "Protection de l’emploi et performance du marché du travail"
Olivier L’HARIDON, Franck MALHERBET 2003-18 "Hospital Ownership and Medical Decision-Making"
Romain LESUR 2003-17 "Unemployment Insurance and Labor Reallocation"
Franck MALHERBET, Mustafa ULUS 2003-16 "Multidimensional Generalized Gini Indices"
Thibault GAJDOS, John A. WEYMARK 2003-15 "The Dynamics of Local Employment in France"
Pierre-Philippe COMBES, Thierry MAGNAC, Jean-Marc ROBIN 2003-14 "Market Equilibrium with Insider Trading and Bid-Ask Prices"
Guillaume LASSERRE 2003-13 "Evaluation of Food Risk Exposure based on Extreme Value Theory. Application to Heavy Metals from Sea products"
Patrice BERTAIL, Amélie CREPET, Max FEINBERG, Jessica TRESSOU, Jean-Charles LEBLANC 2003-12 "Emirical Likelihood in Some Semiparametric Models"
Patrice BERTAIL 2003-11 "Regulating a Polluting Oligopoly : Emission Tax or Voluntary Agreement ?"
Maia DAVID 2003-10 "Dependent Noise for Stochastic Algorithms"
Paul DOUKHAN, Odile BRANDIERE 2003-09 "Semiparametric Estimation of First-price Auctions with Risk Averse Bidders"
Sandra CAMPO, Emmanuel GUERRE, Isabelle PERRIGNE, Quang VUONG 2003-08 "Empirical CLT for a Class of Long Memory Bernoulli Shifrs"
Paul DOUKHAN, Gabriel LANG, Donatas SURGAILIS, Marie-Claude VIANO 2003-07 "Identification et Information in Monotone Binary Models"
Thierry MAGNAC, Eric MAURIN 2003-06 "The Effets of Payroll Tax Subsidies for Low Wage Workers on Firms Level Decisions"
Bruno CRÉPON, Rozenn DESPLATZ 2003-05 "How do Firms Respond to Cheaper Computers ? Microeconometric Evidence for France Based on a Production Function"
Pierre BISCOURP, Bruno CRÉPON, Thomas HECKEL, Nicolas RIEDINGER 2003-04 "Wages, Productivity and Worker Characteristics : A French Perspective"
Bruno CRÉPON, Nicolas DENIAU, Sébastien PÉREZ-DUARTE 2003-03 "The Revenue-effect of the Buyer’s Option in Multi-unit Ascending Auctions : The Case of Wine Auctions at Drouot"
Philippe FÉVRIER, William ROOS, Michael VISSER 2003-02 "Law Enforcement and Concentration in Illicit Markets"
Sylvaine PORET, Cyril TÉJÉDO 2003-01 "Unemployment Insurance and Training in an Equilibrium Matching Model with Heterogeneous Agents"
Bruno VAN DER LINDEN -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2002
-------------------------------------------------------------------------------------------------------- 2002-60 "Educational Track, Networks and Labor Market Outcomes" David MARGOLIS, Véronique SIMONNET 2002-59 "To Match or Not To Match ? Optimal Wage Policy with Endogenous Worker search Intensity"
Fabien POSTEL-VINAY, Jean-Marc ROBIN 2002-58 "Twenty Years of Rising Inequality in US Lifetime Labor Income Values"
Audra J. BOWLUS, Jean-Marc ROBIN 2002-57 "Spatial Mismatch : From the Hypothesis of the Theories"
Laurent GOBILLON, Harris SELOD, Yves ZENOU 2002-56 "Rhythm versus Nature of Technological Change"
Martine CARRÉ, David DROUOT 2002-55 "How Large is your Reference Group ?"
François GARDES, Claude MONTMARQUETTE 2002-54 "Preferencing and Dealer Inventory"
Laurence LESCOURRET, Christian Y. ROBERT 2002-53 “Individual Needs and Social Pressure : Evidence on the Easterlin Hypothesis on Canadian Repeated Cross-Sections”
François GARDES, Philip MERRIGAN 2002-52 “On the Error Rate for Asymptotic Chi-Squared Distributions in the Lattice Case”
Judith ROUSSEAU, Ib M. SKOVGAAR 2002-51 “Equidependence in Qualitative and Duration Models with Application to Credit Risk”
Christian GOURIEROUX, Alain MONFORT 2002-50 "Pricing with Splines"
Christian GOURIEROUX, Alain MONFORT 2002-49 "Affine Term Structure Models"
Christian GOURIEROUX, Alain MONFORT, Vassilis POLIMENIS 2002-48 "Unemployment Compensation Finance and Aggregate Employment Fluctuations"
Olivier L’HARIDON, Franck MALHERBET 2002-47 "Incentive Regulation in Vertically Related Industries : Welfare Effects of Industry Structure and Institutional Coordination"
Jorge Andrés FERRANDO YAÑEZ 2002-46 "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model"
Frédérique BEC, Alain GUAY, Emmanuel GUERRE 2002-45 "The Work Arrangement of French Dual-Earner Couples in the 80s and 90s"
Laurent LESNARD 2002-44 "Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference"
Nicolas CHOPIN 2002-43 "Sharp Large Deviations in Nonparametric Estimation"
Cyrille JOUTARD 2002-42 "Asymmetric Information in Insurance : General Testable Implications"
Pierre-André CHIAPPORI, Bruno JULLIEN, Bernard SALANIÉ, François SALANIÉ 2002-41 "Evaluation des risques d’exposition à un contaminant alimentaire : Quelques outils statistiques"
Patrice BERTAIL 2002-40 "A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks"
Patrice BERTAIL, Christian HAEFKE, Dimitris N. POLITIS, Halbert WHITE 2002-39 "On Johnson’s Asymptotic Expansion for a Posterior Distribution"
Patrice BERTAIL, Albert Y. LO 2002-38 "The Shape of Hiring and Separation Costs"
Francis KRAMARZ, Marie-Laure MICHAUD 2002-37 "Trade Liberalization and the Internal Geography of Countries"
Matthieu CROZET, Pamina KOENIG-SOUBEYRAN 2002-36 "Nonparametric Density and Regression Estimation for Nomixing Stochastic Processes"
Salim LARDJANE 2002-35 "How Valuable is On-Farm Work to Farmers ?"
Madior FALL, Thierry MAGNAC 2002-34 "Partial Asymmetric Information and Equilibrium in a Continuous Time Model"
Guillaume LASSERRE 2002-33 "Decision Making with Imprecise Probabilistic Information"
Thibault GAJDOS, Jean-Marc TALLON, Jean-Christophe VERGNAUD 2002-32 "Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach"
Thibault GAJDOS, Eric MAURIN 2002-31 "La grenouille qui se peut faire aussi grosse que le boeuf"
Philippe FEVRIER, Laurent LINNEMER 2002-30 "Competition between on Line Retailers and Traditional Shops"
Marie-Elise DUMANS 2002-29 "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S."
Moshe BUCHINSKY, Denis FOUGERE, Francis KRAMARZ, Rusty TCHERNIS 2002-28 "The Impact of Borrowing Constraints on Mobility and Tenure Choice"
Laurent GOBILLON, David Le Blanc 2002-27 "L’impact des contraintes d’emprunt sur la mobilité résidentielle et les choix de statut d’occupation des ménages : un modèle simple de demande"
Laurent GOBILLON, David Le Blanc 2002-26 "Asymptotics for the –Deviation of the Variance Estimator of a Diffusion
Paul DOUKHAN, José R. LEÓN" 2002-25 "A New Covariance Inequality and Applications"
Jérôme DEDECKER, Paul DOUKHAN 2002-24 "Strengths of the “Weakest Link” ?"
Philippe FEVRIER, Laurent LINNEMER 2002-23 "Bayesian Inference for the Mover-Stayer Model in Continuous Time with an Application to Labour Market Transition Data"
Denis FOUGERE, Thierry KAMIONKA 2002-22 "Déconvolution Aveugle Bruitée : Estimation de la Distribution du Processus Source"
Emmanuelle GAUTHERAT 2002-21 "Duration Time Series Models with Proportional Hazard"
Patrick GAGLIARDINI, Christian GOURIEROUX 2002-20 "Constrained Nonparametric Copulas"
Patrick GAGLIARDINI, Christian GOURIEROUX 2002-19 "A Model of Commodity Prices after Sir Arthur Lewis"
Angus DEATON et Guy LAROQUE 2002-18 "Panel Binary Variables and Individual Effects : Generalizing Conditional Logit"
Thierry MAGNAC 2002-17 "Asymmetry of Information, Market Liquidity and the Activity of the Specialist on the NYSE"
Thierry KAMIONKA 2002-16 "Optimal Speed Nonparametric Density Estimation for One-Dimensional Dynamical Systems"
Salim LARDJANE 2002-15 "Wealth Effects, Moral Hazard and Adverse Selection in a Principal-Agent Model"
Marie-Cécile FAGART 2002-14 "Auditing Policies and Information Systems in a Principal-Agent Model"
Marie-Cécile FAGART, Bernard SINCLAIR-DESGAGNÉ 2002-13 "Laplace Expansions in MCMC Algorithms for Latent Variable Models"
Chantal GUIHENNEUC,Judith ROUSSEAU 2002-12 "A Mixture Approach to Bayesian Goodness of Fit"
Christian P. ROBERT, Judith ROUSSEAU 2002-11 "Testing Contract Theory : A Survey of Some Recent Work"
Pierre-André CHIAPPORI, Bernard SALANIE 2002-10 "Salaire minimum et emploi en presence de négociations salariales"
Guy LAROQUE, Bernard SALANIE 2002-09 "Econometrics of Share Auctions"
Philippe FEVRIER, Raphaële PREGET, Michael VISSER 2002-08 "Testing for the Mean of Random Curves : from Penalization to Dimension Selection"
André MAS 2002-07 "Structure verticale d’un réseau de distribution de drogues illicites et politique répressive optimale"
Sylvaine PORET 2002-06 "Weak Convergence of Empirical Copula Processes"
Jean-David FERMANIAN, Dragan RADULOVIC, Marten WEGKAMP 2002-05 "Why did the Term Structure of Interest Rates Lose its Predictive Power ?"
Caroline JARDET 2002-04 "Selection Bias Correction Based on the Multinomial Logit Model"
François BOURGUIGNON, Martin FOURNIER, Marc GURGAND 2002-03 "Nonparametric Bayesian Estimation of Level Sets"
Ghislaine GAYRAUD, Judith ROUSSEAU 2002-02 "Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption : The Case of American and Polish Data"
François GARDES, Greg J. DUNCAN, Patrice GAUBERT, Christophe STARZEC 2002-01 "Knut Wicksell and the Challenges Faced by Capital Theory"
Edmond MALINVAUD -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2001
-------------------------------------------------------------------------------------------------------- 2001-44 "Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation" Nicolas CHOPIN, Florian PELGRIN 2001-43 "Density Estimation in a Separable Metric Space"
Sophie NIANG 2001-42 "Prises de participations et expropriation des actionnaires minoritaires"
Patricia CHARLETY, Marie-Cécile FAGART, Saïd SOUAM 2001-41 "Perturbation Approach Applied to the Asymptotic Study of Random Operators"
André MAS, Ludovic MENNETEAU 2001-40 "Attitude Towards Information and Non-Expected Utility Preferences : A Characterization by Choice Functions"
Marc-Arthur DIAYE, Jean-Max KOSKIEVIC 2001-39 "A Fast Subsampling Method for Nonlinear Dynamic Models"
Han HONG, Olivier SCAILLET, Elie TAMER 2001-38 "Estimation in Discrete Parameter Models"
Christine CHOIRAT, Raffaello SERI 2001-37 "Unemployment Compensation Finance and Labor Market Rigidity"
Pierre CAHUC, Franck MALHERBET 2001-36 "Job Protection and Aggregate Employment Fluctuations : A Reappraisal"
Olivier L’HARIDON, Franck MALHERBET 2001-35 "Weak Dependence : Models and Applications"
Patrick ANGO NZE, Paul DOUKHAN 2001-34 "Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering"
Nicolas CHOPIN 2001-33 "Controlled MCMC for Optimal Sampling"
Christophe ANDRIEU, Christian P. ROBERT 2001-32 "Collective Labor Supply : Heterogeneity and Nonparticipation"
Richard BLUNDELL, Pierre-André CHIAPPORI, Thierry MAGNAC, Costas MEGHIR 2001-31 "Local Likelihood Density Estimation and Value at Risk"
Christian GOURIEROUX, Joanna JASIAK 2001-30 "Buy or Wait, That is the Option. The Buyer’s Option in Sequential Laboratory Auctions"
Philippe FEVRIER, Laurent LINNEMER, Michael VISSER 2001-29 "Reversible Jump MCMC Converging to Birth-and-Death MCMC and More General Continuous Time Samplers"
Olivier CAPPE, Christian P. ROBERT, Tobias RYDEN 2001-28 "Tails and Extremal Behaviour of Stochastic Unit Root Models"
Christian GOURIEROUX, Christian Yann ROBERT 2001-27 "The World According to GARP : Non-parametric Tests of Demand Theory and Rational Behavior"
Marc-Arthur DIAYE, François GARDES, Christophe STARZEC 2001-25 "Optimal Incentives for Labor Force Participation"
Philippe CHONE, Guy LAROQUE 2001-24 "Ajustement des prix bid et ask en présence d'information privée"
Cécile BOYER, Christian GOURIEROUX, Gaëlle LE FOL 2001-23 "Risk Mutualization and Competition in Insurance Market"
Marie-Cécile FAGART, Nathalie FOMBARON, Meglena JELEVA 2001-22 "An Aggregation Problem : The Demand for Unskilled Labour"
Edmond MALINVAUD 2001-21 "Structure Adaptative Approach for Dimension Reduction"
Mariam HRISTACHE, Anatole JUDITSKY, Jörg POLZEHL, Vladimir SPOKOINY 2001-20 "Compound Autoregressive Models"
Serge DAROLLES, Christian GOURIEROUX, Joanna JASIAK 2001-26 "Conditions for Optimality in Experimental Designs"
Pierre DRUILHET 2001-19 "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach"
David VEREDAS, Juan RODRIGUEZ-POO, Antoni ESPASA 2001-18 "Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems"
Laurence LESCOURRET, Thierry FOUCAULT 2001-17 "Sur l’agrégation de la demande de travail non-qualifié"
Edmond MALINVAUD 2001-16 "Do Firms Really Share Rents with their Workers"
David MARGOLIS, Kjell G. SALVANES 2001-15 "The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men"
Lucie GILBERT, Thierry KAMIONKA, Guy LACROIX 2001-14 "The Governance of Subsidiaries : Separation of Ownership and Control"
David THESMAR 2001-13 "A Nonparametric Simulated Maximum Likelihood Estimation Method"
Jean-David FERMANIAN, Bernard SALANIE 2001-12 "Does Entry Regulation Hinder Job Creation ? Evidence from the French Retail Industry"
Marianne BERTRAND, Francis KRAMARZ 2001-11 "Contrainte de capacité et développement des marques de distributeur : Une analyse de la loi Raffarin"
Marie-Laure ALLAIN, Laurent FLOCHEL 2001-10 "Nonparametric Estimation of Competing Risks Models with Covariates"
Jean-David FERMANIAN 2001-09 "Change in the Functional Structure of Firms and the Demand for Skill"
Eric MAURIN, David THESMAR 2001-08 "Parental Income and School Attendance in a Low-Income Country : A Semi-parametric Analysis"
Denis COGNEAU, Eric MAURIN 2001-07 "Changes in Job Stability and their Causes : An Empirical Analysis Method applied to France, 1982-2000"
Pauline GIVORD, Eric MAURIN 2001-06 "Large and Moderate Deviations Principles for Infinite Dimensional Autoregressive Processes"
André MAS, Ludovic MENNETEAU 2001-05 "Density Estimation in Infinite Dimensional Space : Application to Processes of Diffusion Type"
Sophie DABO-NIANG 2001-04 "Housing Benefic and the Labour Supply. Evidence from the French Minimum Income Program"
Cédric AFSA ESSAFI 2001-03 "Testing the Proportional Odds Model under Random Censoring"
Jean-Yves DAUXOIS, Syed KIRMANI 2001-02 "The Illicit Drug Market : Paradoxical Effects of Law Enforcement Policies"
Sylvaine PORET 2001-01 "Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets"
Laurent CALVET, Jean-Michel GRANDMONT, Isabelle LEMAIRE -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
2000
-------------------------------------------------------------------------------------------------------- 2000-62 "Minima Sociaux et Revenus du Travail en France" Marc GURGAND, David MARGOLIS 2000-61 "Child Labor and Economic Growth"
Pierre-Emmanuel COURALET 2000-60 "Reversed Score and Likelihood Ratio Tests"
Geert DHAENE, Olivier SCAILLET 2000-59 "An Empirical Investigation in Credit Spread Indices"
Jean-Luc PRIGENT, Olivier RENAULT, Olivier SCAILLET 2000-58 "La Modélisation des Données Haute Fréquence"
Thierry KAMIONKA 2000-57 "Asymmetric Smiles, Leverage Effects and Structural Parameters"
René GARCIA, Richard LUGER, Eric RENAULT 2000-56 "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables"
René GARCIA, Richard LUGER, Eric RENAULT 2000-55 "Exponential Hedging and Pricing under Proportional Transaction Costs"
Bruno BOUCHARD 2000-54 "A Note on the Utility Based Option Pricing with Proportional Transaction Cost under Large Risk Aversion"
Bruno BOUCHARD 2000-53 "Stochastic targets with Mixed Diffusion Processes and Viscosity Solutions"
Bruno BOUCHARD 2000-52 "Stratégies de revente à perte et réglementation"
Claire CHAMBOLLE 2000-51 "The Age and Gender Components of Social Status in France First Results"
Yannick LEMEL, Lee RAINWATER 2000-50 "Information Technology and Research and Development Impacts on Productivity and Skills : Looking for Correlations on French Firm Panel Data"
Nathalie GREENAN, Jacques MAIRESSE, Agnes TOPIOL-BENSAID 2000-49 "Firm Level Investment and R&D in France and the United States : A Comparison"
Benoit MULKAY, Bronwyn H. HALL, Jacques MAIRESSE 2000-48 "Why are Technological Spillovers Spatially Bounded ? A Theoretical Approach"
Edmond BARANES, Jean-Philippe TROPEANO 2000-47 "Estimating Stochastic Volatility Models : A New Approach Based on ARMA Representations"
Christian FRANCQ, Jean-Michel ZAKOIAN 2000-46 "Direct Estimation of the Index Coefficient in a Single-Index"
Marian HRISTACHE, Anatoli JUDITSKY, Vladimir SPOKOINY 2000-45 "A Sequential Particle Filter Method for Static Models"
Nicolas CHOPIN 2000-44 "Rao-Blackwellization of Generalized Accept-Reject Schemes"
George CASELLA, Christian P. ROBERT, Martin T. WELLS 2000-43 "Explaining the Perfect Sampler"
George CASELLA, Michael LAVINE, Christian P. ROBERT 2000-42 "When Backward Integration by a Dominant Firm Improves Welfare"
Laurent LINNEMER 2000-41 "Screening Risk-Averse Agents Under Moral Hazard"
Bruno JULLIEN, Bernard SALANIE, François SALANIE 2000-40 "Empirical Local Time for Processes Observed on a Grid"
Serge DAROLLES, Isabelle SEROT 2000-39 "Testing Hypotheses in the Functional Linear Model"
Hervé CARDOT, Frédéric FERRATY, André MAS, Pascal SARDA 2000-38 "Weak Convergence for the Covariance Operators of a Hilbertian Linear Process"
André MAS 2000-37 "Quality Signaling of a Durable Experience Good in Presence of informed Consumers"
Laurent LINNEMER 2000-36 "Quantifying Sensitivity to Initial Conditions for One-dimensional Dynamical Systems"
Salim LARDJANE 2000-35 "Optimality of Neighbour-Balanced Designs for Total Effects"
Pierre DRUILHET, R. A. BAILEY 2000-34 "Chi-square Tests when a Nuisance Parameter is Present only under the Alternative"
Marine CARRASCO 2000-33 "Efficient GMM Estimation Using the Empirical Characteristic Function"
Marine CARRASCO, Jean-Pierre FLORENS 2000-32 "Stationarity of Multivariate Markov-Switching ARMA Models"
Christian FRANCQ, Jean-Michel ZAKOIAN 2000-31 "A Note on Yardstick Competition under Asymmetric Information"
Philippe CHONE, Romain LESUR 2000-30 "Incentive Effects of Welfare Transfers in Two-Parent Families : An Evaluation Using Experimental Data"
Alisa C. LEWIN, Eric MAURIN 2000-29 "Labor Market Institutions and Job Stability. A Firm-Level Analysis of Layoff Risk for High and Low-Seniority Workers"
Dominique GOUX, Eric MAURIN 2000-28 "Readers’ Attitudes Toward Press Advertising : Are They Ad-Lovers or Ad-Averse ? "
Nathalie SONNAC 2000-27 "Horizontal Mergers and Vertical Relationships "
Marie-Laure ALLAIN, Saïd SOUAM 2000-26 "Factor ARMA Representation of a Markov Process"
Serge DAROLLES, Jean-Pierre FLORENS, Christian GOURIEROUX 2000-25 "Using Matching Estimators to Evaluate Alternative Youth Employment Programs : Evidence from France, 1986-1988"
Thomas BRODATY, Bruno CREPON, Denis FOUGERE 2000-24 "On Price Competition with Complementary Goods"
Jean GABSZEWICZ, Nathalie SONNAC, Xavier WAUTHY 2000-23 "A Stability Result for the HARA Class with Stochastic Interest Rates"
Martino GRASSELLI 2000-22 "Effects of Information Sources on Innovation Decisions : Bayesian Analysis of the Sequential Probit Model"
Patrick WAELBROECK 2000-21 "Farmer Education and the Weather : Evidence from Taiwan (1976- 1992)"
Marc GURGAND 2000-20 "Social Interactions, Ethnic Minorities and Urban Unemployment"
Harris SELOD, Yves ZENOU 2000-19 "Latent Variable Models for Stochastic Discount"
René GARCIA, Eric RENAULT 2000-18 "Kernel Based Nonlinear Canonical Analysis and Time Reversibility"
Serge DAROLLES, Jean-Pierre FLORENS, Christian GOURIEROUX 2000-17 "Nonparametric Instrumental Regression"
Serge DAROLLES, Jean-Pierre FLORENS, Eric RENAULT 2000-16 "Moduler les cotisations employeurs à l’assurance chômage : les expériences de bonus-malus aux Etats-Unis"
Denis FOUGERE, David MARGOLIS 2000-15 "Estimating Mixture of Regressions"
Merrilee HURN, Ana JUSTEL, Christian P. ROBERT 2000-14 "The Effects of Welfare Benefits on the Duration of Welfare Spells : Evidence from a Natural Experiment in Canada"
Bernard FORTIN, Denis FOUGERE, Guy LACROIX 2000-13 "Bayesian Analysis of Poisson Mixtures"
Peter J. GREEN, Sylvia RICHARDSON, Valérie VIALLEFONT 2000-12 "AStudyof Consumer Behavior Using Laboratory Data"
Philippe FEVRIER, Michael VISSER 2000-11 "Large Deviations for Local Empirical Measures"
Ludovic MENNETEAU 2000-10 "The Impact of Differenctial Payroll Tax Subsidies on Minimum Wage Employment"
Francis KRAMARZ, Thomas PHILIPPON 2000-09 "Lower Bounds in Hazard Estimation"
Jean-David FERMANIAN 2000-08 "Un modèle de régulation du système de santé:la concurrenceentre « opérateurs de soins »"
Philippe CHONE, Michel GRIGNON, Ronan MAHIEU 2000-07 "The European Paradox : Do Flexible Contracts Create Rigid Labor Markets ?"
Eric MAURIN 2000-06 "Coordination in Sender-Receiver Games with no Common Language"
Philippe FEVRIER, Francis KRAMARZ 2000-05 "Sensitivity Analysis of Values at Risk"
Christian GOURIEROUX, Jean-Paul LAURENT, Olivier SCAILLET 2000-04 "Spatial Mixture Models Based on Exponential Family Conditional Distributions"
Mark S. KAISER, Noel CRESSIE, Jaehyung LEE 2000-03 "Mixture Models, Latent Variables and Partitioned Importance Sampling"
George CASELLA, Christian P. ROBERT, Martin T. WELLS 2000-02 "The Central Limit Theorem in the Space of Nuclear Operators"
André MAS 2000-01 "Worker Displacement in France"
David N. MARGOLIS -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
1999
-------------------------------------------------------------------------------------------------------- 9972 "TV-Broadcasting Competition and Advertising" Jean GABSZEWICZ, Didier LAUSSEL, Nathalie SONNAC 9971 "Optimal Contract with Random Auditing"
Marie-Cécile FAGART, Saïd SOUAM 9970 "Principal Component Analysis in Hilbert Space : A perturbation Approach"
André MAS 9969 "The Impact of Parental Income on Early Schooling Transitions : A Re-examination Using Data over Three Generations"
Eric MAURIN 9968 "La publication d’articles de recherche en économie en France"
Pierre Philippe COMBES, Laurent LINNEMER 9967 "Inférence Bayésienne pour des Processus de Vie et de Mort à Croissance Linéaire"
Jean-Yves DAUXOIS 9966 "Location and Education in South African Cities under and after Apartheid"
Harris SELOD, Yves ZENOU 9965 "An Autoregressive Conditional Binomial Option Pricing Model"
Jean-Luc PRIGENT, Olivier RENAULT, Olivier SCAILLET 9964 "Financial Factors and Investment in Belgium, France, Germany and the UK : A Comparison using Company Panel Data"
Stephen BOND, Julie Ann ELSTON, Jacques MAIRESSE, Benoît MULKAY 9963 "Nonlinear Persistence and Copersistence"
Christian GOURIEROUX, Joanna JASIAK 9962 "Monetary Union : A Welfare Based Approach"
Martine CARRE, Fabrice COLLARD 9961 "Option Pricing with Discrete Rebalancing"
Jean-Luc PRIGENT, Olivier RENAULT, Olivier SCAILLET 9960 "Les offres non compétitives dans les enchères du Trésor"
Raphaële PREGET GUEYE 9959 "Adaptative Estimation of the Spectrum of a Stationary Gaussian Sequence"
Fabienne COMTE 9958 "Perfect Slice Samplers for Mixtures of Distributions"
George CASELLA Kerrie L. MENGERSEN Christian P. ROBERT David M. TITTERINGTON 9957 "Linear-Representations Based Estimation of Switching-Regime GARCH Models"
Christian FRANCQ, Jean-Michel ZAKOIAN 9956 "Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes"
Laurence BROZE, Christian FRANCQ, Jean-Michel ZAKOIAN 9955 "Allocating and Funding Universal Service Obligations in a Competitive Network Market"
Philippe CHONE, Laurent FLOCHEL, Anne PERROT 9954 "Nonparametric Density Estimation for Deterministic Dynamical Systems"
Salim LARDJANE 9953 "Stochasticité des Systèmes Dynamiques et Implications Statistiques"
Salim LARDJANE 9952 "Optimal Smoothing in Semiparametric Index Approximation of Regression Functions"
Michel DELECROIX, Marian HRISTACHE, Valentin PATILEA 9951 "Mixed Laguerre-Hermite and Mixed Charlier-Laguerre Polynomials"
Denys POMMERET 9950 "A Construction of Lancaster Probabilities with Margins in the Multidimensional Meixner Class"
Denys POMMERET 9949 "The Unbiased Estimation Theory and the Multidimensional Bhattacharyya Bounds"
Denys POMMERET 9948 "A Characterization of Functions by their First Moments in Natural Exponential Families"
Denys POMMERET 9947 "Asynchronized Multiperiod Commitments and Cycles"
Pierre CAHUC, Hubert KEMPF 9946 "Orthogonality of the Sheffer Polynomials Associated to a Lévy Process"
Denys POMMERET 9945 "Orthogonal and Pseudo-orthogonal multidimensional Appell Polynomials"
Denys POMMERET 9944 "Nonlinear Innovations and Impulse Response"
Christian GOURIEROUX, Joanna JASIAK 9943 "Two Adaptive Rates of Convergence in Pointwise Density Estimation"
Cristina BUTUCEA 9942 "Exact Asymptotics for Nonparametric Density Estimation from Dependent Data"
Cristina BUTUCEA, Michael H. NEUMANN 9941 "b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models "
Marine CARRASCO, Xiaohong CHEN 9940 "Coordinating Agents’ Actions : The Influence of Macroeconomic Information on Firm-Level Expectations"
Stéphane GREGOIR, Fabrice LENGLART 9939 "Is it Harmful to Allow partial Cooperation ? "
Paul BEAUDRY, Pierre CAHUC, Hubert KEMPF 9938 "Job Protection, Minimum Wage and Unemployment"
Pierre CAHUC, André ZYLBERBERG 9937 "Small-Sample Likelihood-Based Inference in the ARFIMA Model"
Offer LIEBERMAN, Judith ROUSSEAU, David M. ZUCKER 9936 "The Impact of Information on Wine Auction Prices : Results of an Experiment"
Sébastien LECOCQ, Thierry MAGNAC, Marie-Claude PICHERY, Michael VISSER 9935 "Small Sample Asymptotics for the Sample Autocorrelation Function under Long Range Dependence"
Offer LIEBERMAN, Judith ROUSSEAU, David M. ZUCKER 9934 "Spatial Statistics Applied to Environmental Problems in the Life and Medical Sciences"
Noel CRESSIE 9933 "Monopole Télévisuel et Publiphobie"
Nathalie SONNAC 9932 "Bartlett Identities Tests"
Andrew CHESHER, Geert DHAENE, Christian GOURIEROUX, Olivier SCAILLET 9931 "Breaking Down Married Female Non-Employment in France"
Guy LAROQUE, Bernard SALANIE 9930 "Moral Hazard, Land Fertility and Sharecropping in a Rural Area of the Philippines"
Pierre DUBOIS 9929 "Model Selection for (Auto-) Regression with Dependent Data"
Yannick BARAUD, Fabienne COMTE, Gabrielle VIENNET 9928 "Output Dynamics and the Workweek of Capital"
Fabrice COLLARD, Martial DUPAIGNE 9927 "Estimation and Applications of Gegenbauer Processes"
Laurent FERRARA, Dominique GUEGAN 9926 "Collusion et politique de la concurrence en information asymétrique"
Thierry PENARD, Saïd SOUAM 9925 "Labor Force Participation and Unemployment"
Pascal BELAN, Philippe MICHEL 9924 "An a -Level Adaptive Test for Regression Models via Regressogram Selection"
Emmanuel GUERRE, Offer LIEBERMAN 9923 "Guide pratique des séries non stationnaires"
Bernard SALANIE 9922 "Housing, Land Prices, and the Link between Growth and Saving"
Angus DEATON, Guy LAROQUE 9921 "Fast Development with a Stable Income Distribution : Taiwan, 1979-1994"
François BOURGUIGNON, Martin FOURNIER, Marc GURGAND 9920 "Female Labor Supply in the Course of Taiwans’s Development, 1979-1994"
François BOURGUIGNON, Martin FOURNIER, Marc GURGAND 9919 "Selection in the Educational System and in Social Elites : A Comparison between France and the United States"
Dominique GOUX, Eric MAURIN 9918 "First-Price Auctions when the Ranking of Valuations is Common Knowledge"
Michael LANDSBERGER, Jacob RUBINSTEIN, Elmar WOLFSTETTER, Shmuel ZAMIR 9917 "The Balance of Power Between Producers and Retailers : A Differentiation Model"
Marie-Laure ALLAIN 9916 "Identifying Dynamic Discrete Choice Models : An Application to School-Leaving in France"
Thierry MAGNAC, David THESMAR 9915 "On the Maximal and Minimal Excursion Endpoints of the Partial Sum Process"
Alexandre M. BERRED 9914 "Computational and Inferential Difficulties with Mixture Posterior Distributions"
Gilles CELEUX, Merrilee HURN, Christian P. ROBERT 9913 "Distributions implicites anormales des taux de change"
Antoine FRACHOT, Jean-Paul LAURENT, Olivier PICHOT 9912 "Working 40 hours or Not-Working 39 : Lessons from the 1981 Mandatory Reduction of Weekly Working Hours"
Bruno CREPON, Francis KRAMARZ 9911 "Normalité asymptotique de l’estimateur empirique de l’opérateur d’autocorrélation d’un processus ARH(1)"
André MAS 9910 "Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo"
Christian P. ROBERT, Tobias RYDEN, David M. TITTERINGTON 9909 "Building a Consistent Pricing Model from Observed Option Prices"
Jean-Paul LAURENT, Dietmar P.J. LEISEN 9908 "Dynamic Factor Models"
Christian GOURIEROUX, Joanna JASIAK 9907 "Variance Optimal Cap Pricing Models"
Jean-Paul LAURENT, Olivier SCAILLET 9906 "Conditional Dominance Criteria : Definition and Application to Risk-Management"
Griselda DEELSTRA, Martino GRASSELLI, Pierre-François KOEHL 9905 "Altruism and International Labour Migration"
Damien GAUMONT, Alice MESNARD 9904 "Part-Year Employment, Slow Reemployment and Earnings Losses : The Case of Worker Displacement in France"
David MARGOLIS 9903 "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process"
Offer LIEBERMAN, Judith ROUSSEAU, David M. ZUCKER 9902 "Fixed-term Contracts and the Dynamics of Labour Demand"
Dominique GOUX, Eric MAURIN, Marianne PAUCHET 9901 "Functional Indirect Inference"
Monica BILLIO, Alain MONFORT -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
1998
-------------------------------------------------------------------------------------------------------- 9858 "Combining Micro and Macro Unemployment Duration Data"
Gerard J. van den BERG, Bas van der KLMAAUW 9857 "Modelization and Nonparametric Estimation for a Dynamical System with Noise"
Delphine BLANKE, Denis BOSQ, Dominique GUEGAN 9856 "Optimality of Neighbour Balanced Designs"
Pierre DRUILHET 9855 "Kernel Based Nonlinear Canonical Analysis"
Serge DAROLLES, Jean-Pierre FLORENS, Christian GOURIEROUX 9854 "On the Transition from Local Regular to Global Irregular Fluctuations"
Patrick PINTUS, Ducan SANDS, Robin de VILDER 9853 "The Decline in Demand for Unskilled Labor : An Empirical Analysis Method and its Application to France"
Dominique GOUX, Eric MAURIN 9852 "Background Risk, Demand for Insurance and Choquet Expected Utility Preferences"
Meglena JELEVA 9851 "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates"
Jean-Philippe LESNE, Jean-Luc PRIGENT, Olivier SCAILLET 9850 "Nonlinear Panel Data Models with Dynamic Heterogeneity"
C. GOURIEROUX, Joanna JASIAK 9849 "Evidence and Theory on Asymmetries in US Aggregate Job Flows"
Fabrice COLLARD, Patrick FEVE, François LANGOT, Corinne PERRAUDIN 9848 "Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model"
Stéphane GREGOIR, Fabrice LENGLART 9847 "Optimal Insurance Under Random Auditing"
Marie-Cécile FAGART, Pierre PICARD 9846 "Quarante années de mobilité sociale en France. L’évolution de la fluidité sociale à la lumière de modèles récents"
Louis-André VALLET 9845 "Conditional Heteroskedasticity Driven by Hidden Markov Chains"
Christian FRANCQ, Michel ROUSSIGNOL, Jean-Michel ZAKOIAN 9844 "Riemann Sums for MCMC Estimation and Convergence Monitoring"
Anne PHILIPPE, Christian P. ROBERT 9843 "Formation continue et carrières salariales. Une évaluation sur données individuelles"
Denis FOUGERE, Dominique GOUX, Eric MAURIN 9842 "Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP"
Laurent FERRARA, Dominique GUEGAN 9841 "Nonlinear Autocorrelograms : An Application to Intra-Trade Durations"
Christian GOURIEROUX, Joanna JASIAK 9840 "Causality Between Returns and Trated Volumes"
Eric GHYSELS, Christian GOURIEROUX, Joanna JASIAK 9839 "The Multivariate Threshold Model -An Alternative to Detect Breaks and Hidden Cycles on Real Data"
Dominique GUEGAN, Jean-Marc NGUYEN 9838 "Random or Balanced Matching : An Equilibrium Search Model with Endogenous Capital and Two-Sided Search"
Jean-Marc ROBIN, Sébastien ROUX 9837 "Structural Change Tests for Simulated Method of Moments"
Eric GHYSELS, Alain GUAY 9836 "The Influence of the State Employment Service on the Search Effort and on the Probability of Leaving Unemployment"
Denis FOUGERE, Jacqueline PRADEL, Muriel ROGER 9835 "One Perfect Simulation for some Mixture of Distributions"
James P. HOBERT, Christian P. ROBERT, David M. TITTERINGTON 9834 "The Econometrics of Efficient Frontiers"
Christian GOURIEROUX, Alain MONFORT 9833 "Research, Innovation and Productivity : An Econometric Analysis at the Firm Level"
Bruno CREPON, Emmanuel DUGUET, Jacques MAIRESSE 9832 "English -Language Dominance Literature and Welfare"
Jacques MELITZ 9831 "Efficient Trading Strategies in the Presence of Market Frictions"
Elyès JOUINI, Hédi KALLAL 9830 "Contiuous Time Equilibrium Pricing of Nonredundant Assets"
Elyès JOUINI, Clotilde NAPP 9829 "Arbitrage and Investment Opportunities"
Elyès JOUINI, Clotilde NAPP 9828 "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities"
Elyès JOUINI, Hedi KALLAL, Clotilde NAPP 9827 "Social Capital in Everyday Life"
Alain DEGENNE, Marie Odile LEBEAUX, Yannick LEMEL 9826 "Occupational, Educational and Economic Position Status Consistency Trends in France, Germany and the USA"
Michel FORSE, Yannick LEMEL 9825 "Truncated Maximum Likelihood and Nonparametric Tail Analysis"
Christian GOURIEROUX, Joanna JASIAK 9824 "Evidence of Adverse Selection in Automobile Insurance Markets"
Georges DIONNE, Christian GOURIEROUX, Charles VANASSE 9823 "Non-stationary Cox Regression"
Odile PONS, Michael VISSER 9822 "Transition Models with Measurement Errors"
Thierry MAGNAC, Michael VISSER 9821 "The Simulated Likelihood Ratio (SLR) Method"
Monica BILLIO, Alain MONFORT, Christian P. ROBERT 9820 "A New Method for Proving Weak Convergence Results Applied to Hjort’s Nonparametric Bayes Estimators"
Jean-Yves DAUXOIS 9819 "The Adaptive Rate of Convergence in a Problem of Pointwise Density Estimation"
Christina BUTUCEA 9818 "Exact Adaptive Pointwise Estimation on Sobolev Classes of Densities"
Christina BUTUCEA 9817 "MCMC Specifics of Latent Variable Models"
Christian P. ROBERT 9816 "MCMC Convergence Diagnostics : A « Reviewww »"
Chantal GUIHENNEUC-JOUYAUX, Kerrie L. MENGERSEN, Christian P. ROBERT 9815 "Matching Procedures and Market Characteristics"
Christian GOURIEROUX, Gaëlle LE FOL 9814 "Temps Aléatoire et Dynamique du Carnet d’ordres"
Cécile BOYER, Gaëlle LE FOL 9813 "Functional Law of the Iterated Logarithm for Kiefer Processes"
Ludovic MENNETEAU 9812 "Should More Risk-Averse Agents Exert More Effort"
Bruno JULLIEN, Bernard SALANIE, François SALANIE 9811 "Capital Income Taxation, Wealth Distribution and Borrowing Constraints"
Christophe CHAMLEY 9810 "Risk Aversion, Intertemporal Substitution, and Option Pricing"
René GARCIA, Eric RENAULT 9809 "Social Learning, Delays, and Multiple Equilibria"
Christophe CHAMLEY 9808 "MCMC Control Spreadsheets for Exponentiel Mixture Estimation"
Marie-Anne GRUET, Anne PHILIPPE , Christian P. ROBERT 9807 "Adaptive Estimation in an Autoregression and a Geometrical b -Mixing Regression Framework"
Yannick. BARAUD, Fabienne COMTE, Gabrielle VIENNET 9806 "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems"
Emmanuel GUERRE, Jules MAES 9805 "Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains"
Christian P. ROBERT, Tobias RYDEN, D. M. TITTERINGTON 9804 "Wage Concessions and Debt Forgiveness as Strategic Responses to Financial Distress"
David N. MARGOLIS, Pascale VIALA 9803 "Statistical Estimation of the Embedding Dimension of a Dynamic System"
Denis BOSQ, Dominique GUEGAN, Guillaume LEORAT 9802 "Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions"
Dominique GUEGAN, Rolf TSCHERNIG 9801 "Les salariés de la chimie face à la réduction du temps de travail"
Jean-Yves BOULIN, Gilbert CETTE, Daniel VERGER -------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------
1997
-------------------------------------------------------------------------------------------------------- 9760 "Statistical Inference for Random Variance Option Pricing" S. PASTORELLO, E. RENAULT, N. TOUZI. 9759 "Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction"
L. CARASSUS, E. JOUINI 9758 "Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée"
L. CARASSUS, E. JOUINI 9757 "Arbitrage and Super-Replication Cost with Convex Constraints"
L. CARASSUS, H. PHAM, N. TOUZI 9756 "Nonparametric Estimation of a Diffusion Equation from Tick Observations"
E. BURGAYRAN, S. DAROLLES 9755 "The Efficiency of Collective Bargaining in Public School"
D. S. HOSKEN, D. N. MARGOLIS 9754 "Approximating Payoffs and Approximating Pricing Formulas"
S. DAROLLES, J.-P. LAURENT 9753 "Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity"
M. HENRY 9752 "Sublinear Price Functionals under Portfolio Constraints"
P.-F. KOEHL, H. PHAM 9751 "Pricing of Non-redundant Derivatives in a Complete Market"
A. BIZID, E. JOUINI, P.-F. KOEHL 9750 "Multiregime Term Structure Models"
C. GOURIEROUX, O. SCAILLET 9749 "Predictive Dimension : An Alternative Definition of the Embedding Dimension"
D. GUEGAN, F. LISI 9748 "The Demand for Food Products : An Analysis of Interpurchase Times and Purchased Quantities"
C. BOIZOT, J.-M. ROBIN and M. VISSER 9747 "State Dependence and Heterogeity in youth Employment Histories"
T. MAGNAC 9746 "Stochastic Volatility Duration Models"
E. GHYSELS, C. GOURIEROUX and J. JASIAK 9745 "An Econometric Analysis of Household Portfolio Allocation"
D. FOUGERE, C. GOURIEROUX, A. TIOMO and A. TROGNON 9744 "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay"
E. JOUINI, P.-F. KOEHL and N. TOUZI 9743 "How to Stabilize Financial Markets before EMU ?"
A. FRACHOT 9742 "Design Adaptive Pointwise Nearest Neighbor Regression"
E. GUERRE 9741 "Pricing in Incomplete Markets : An Equilibrium Approach"
A. BIZID, E. JOUINI, P.-F. KOEHL 9740 "Estimating Weak Garch Representations"
C. FRANCQ, J.-M. ZAKOIAN 9739 "Estimating Preferences under Risk : The Case of Racetrack Bettors"
B. JULLIEN, B. SALANIE 9738 "Economic Structure and Local Growth : An Econometric Study on France, 1984- 1993"
P.-Ph. COMBES 9737 "Optimal Antitrust Policy Under Different Regimes of Fines"
S. SOUAM 9736 "Truncated Dynamics and Estimation of DiffusionEquations"
S. DAROLLES, C. GOURIEROUX 9735 "Moment Estimation with Attrition"
J. A. ABOWD, B. CREPON, F. KRAMARZ 9734 "Modèles de comptage semi-paramétriques"
C. GOURIEROUX, A. MONFORT 9733 "Econometric Specification of the Risk Neutral Valuation Model"
E. CLEMENT, C. GOURIEROUX, A. MONFORT 9732 "Une analyse économique des "signes de qualité" : labels collectifs et certification des produits"
L. LINNEMER, A. PERROT 9731 "Implicit Prices and Recursivity of Agricultural Household's Decisions"
S. LAMBERT, T. MAGNAC 9730 "Production Functions : The Search for Identification"
Z. GRILICHES, J. MAIRESSE 9729 "Multiple Steady States and Endogenous Fluctuations with Increasing Returns to Scale in Production"
G. CAZZAVILLAN, T. LLOYD-BRAGA, P. A. PINTUS 9728 "Capital-Labor Substitution and Competitive Nonlinear Endogenous Business Cycles"
J. M. GRANDMONT, P. PINTUS, R. De VILDER 9727 "Expectations Formation and Stability of Large Socioeconomic Systems
J. M. GRANDMONT 9726 "Eaton's Markov Chain, its Conjugate Partner and P-admissibility"
J. P. HOBERT, C. P. ROBERT 9725 "New Technologies, Wages and Worker Selection"
H. ENTORF, M. GOLLAC, F. KRAMARZ 9724 "Les modèles de transmission intergénérationnelle"
A. LAFERRERE 9723 "Intergenerational Transmission Models :A Survey"
A. LAFERRERE 9722 "Equilibrium Urban Unemployment"
E. WASMER, Y. ZENOU 9721 "Methods of Pay, Worker Selection, and Minimum Wage"
L. P. PELE 9720 "Asymptotic Properties of HPD Regions in the Discrete Case"
J. ROUSSEAU 9719 "Covariance Matrix Estimation for Estimators of Mixing Wold's Arma"
C. FRANCQ, J. M. ZAKOIAN 9718 "Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors"
J. ROUSSEAU 9717 "Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections"
J. A. DUPUIS, C. P. ROBERT 9716 "Insurance Contracts with Imprecise Probabilities and Adverse Selection"
M. JELEVA, B. VILLENEUVE 9715 "Competition for Jobs in a Growing Economy and the Emergence of Dualism"
E. WASMER 9714 "Imperfect Estimation of the Loss and Non-Linear Costs : The Optimal Design of Insurance Contracts"
S. SPAETER 9713 "Optimal Insurance Policies when Prudence and Non-Linear Costs are Jointly Considered"
S. SPAETER 9712 "Intermodal Competition, Firms' Location and Asymmetries in Regional surpluses"
P. -Ph. COMBES, L. LINNEMER 9711 "Testing for Asymmetric Information in Insurance Markets"
P.-A. CHIAPPORI, B. SALANIE 9710 "Inégalités et cycles de vie les liens entre consommation, patrimoine et revenu permanent"
S. LOLLIVIER, D. VERGER 9709 "Equilibrium Search with Productivity Dispersion : Theory and Estimation"
C. BONTEMPS, J.-M. ROBIN, G. VAN DEN BERG 9708 "Estimation in Large and Dissagregated Demand Systems : An Estimator for Conditionally Linear Systems"
R. BLUNDELL, J.-M. ROBIN 9707 "Viability and Equilibrium in Securities Markets with Frictions"
E. JOUINI, H. KALLAL 9706 "The Portfolio Composition of Households : A Scoring Analysis from French Data"
C. GOURIEROUX, A. TIOMO, A. TROGNON 9705 "Price Functionals with Bid-Ask Spreads : An Axiomatic Approach"
E. JOUINI" 9704 "Dynamiques tronquées et estimation de modèles de diffusion"
S. DAROLLES, C. GOURIEROUX 9703 "Contemporaneous Asymmetry in GARCH Processes"
M. EL BABSIRI, J.-M. ZAKOIAN 9702 "One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction"
F. LISI 9701 "The Informational Content of Household Decisions"
G. DIONNE, C. GOURIEROUX, C. VANASSE --------------------------------------------------------------------------------------------------------
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