Vector
Valued Process"Paul DOUKHAN, Gilles TEYSSIERE, Pablo WINANT
| 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008
2008
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
2007-41 "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
2006-35
"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
2005-52
"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
2004-49
"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
2003-50
"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
2002-60 "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
2001-44 "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"
2001-01 "Aggregation of
Heterogenous Beliefs and Asset
Pricing in Complete Financial
Markets"
Laurent CALVET, Jean-Michel GRANDMONT,
Isabelle LEMAIRE
2000-01
"Worker Displacement in France"2000-02
"The Central Limit Theorem in the Space of Nuclear Operators"2000-03
"Mixture Models, Latent Variables and Partitioned Importance Sampling"2000-04 "Spatial Mixture Models Based on Exponential Family Conditional
Distributions"2000-05 "Sensitivity Analysis of Values at
Risk"2000-06 "Coordination in Sender-Receiver
Games with no Common Language"2000-07
"The European Paradox : Do Flexible Contracts Create Rigid Labor Markets ?"2000-08
"Un modèle de régulation du système de santé:la concurrenceentre « opérateurs de soins »"2000-09 "Lower Bounds in Hazard
Estimation"2000-10
"The Impact of Differenctial Payroll Tax Subsidies on Minimum Wage Employment"2000-11 "Large Deviations for Local
Empirical Measures"2000-12
"AStudyof Consumer Behavior Using Laboratory Data"2000-13
"Bayesian Analysis of Poisson Mixtures"2000-14 "The Effects of Welfare Benefits on
the Duration of Welfare Spells : Evidence from a Natural Experiment in Canada"2000-15 "Estimating
Mixture of Regressions"
Merrilee HURN, Ana JUSTEL, Christian
2000-16 "Moduler les cotisations employeurs
à l’assurance chômage : les expériences de bonus-malus aux Etats-Unis"2000-17 "Nonparametric Instrumental
Regression"2000-18 "Kernel Based Nonlinear Canonical
Analysis and Time Reversibility"2000-19
"Latent Variable Models for Stochastic Discount"2000-20
"Social Interactions, Ethnic Minorities and Urban Unemployment"2000-21
"Farmer Education and the Weather : Evidence from Taiwan (1976- 1992)"2000-22
"Effects of Information Sources on Innovation Decisions : Bayesian Analysis of the Sequential Probit Model"2000-23
"A Stability Result for the HARA Class with Stochastic Interest Rates"2000-24
"On Price Competition with Complementary Goods"2000-25 "Using Matching Estimators to
Evaluate Alternative Youth Employment Programs : Evidence from France, 1986-1988"2000-26 "Factor ARMA Representation of a
Markov Process"2000-27
"Horizontal Mergers and Vertical Relationships "2000-28
"Readers’ Attitudes Toward Press Advertising : Are They Ad-Lovers or Ad-Averse ? "2000-29
"Labor Market Institutions and Job Stability. A Firm-Level Analysis of Layoff Risk for High and Low-Seniority Workers"2000-30
"Incentive Effects of Welfare Transfers in Two-Parent Families : An Evaluation Using Experimental Data"2000-31
"A Note on Yardstick Competition under Asymmetric Information"2000-32
"Stationarity of Multivariate Markov-Switching ARMA Models"2000-33 "Efficient GMM Estimation Using
the Empirical Characteristic Function"2000-34 "Chi-square Tests when a Nuisance
Parameter is Present only under the Alternative"2000-35
"Optimality of Neighbour-Balanced Designs for Total Effects"2000-36
"Quantifying Sensitivity to Initial Conditions for One-dimensional Dynamical Systems"2000-37
"Quality Signaling of a Durable Experience Good in Presence of informed Consumers"2000-38
"Weak Convergence for the Covariance Operators of a Hilbertian Linear Process"2000-39
"Testing Hypotheses in the Functional Linear Model"2000-40 "Empirical Local Time for Processes
Observed on a Grid"2000-41 "Screening Risk-Averse Agents
Under Moral Hazard"2000-42 "When
Backward Integration by a Dominant
Firm Improves Welfare"
Laurent LINNEMER
2000-43 "Explaining the
Perfect Sampler"
George CASELLA, Michael LAVINE, Christian
P. ROBERT
2000-44 "Rao-Blackwellization
of Generalized Accept-Reject
Schemes"
George CASELLA, Christian P.
ROBERT, Martin T. WELLS
2000-45 "A Sequential
Particle Filter Method for Static
Models"
Nicolas CHOPIN
2000-46 "Direct
Estimation of the Index Coefficient
in a Single-Index"
Marian HRISTACHE, Anatoli JUDITSKY,
Vladimir SPOKOINY
2000-47 "Estimating
Stochastic Volatility Models : A
New Approach Based on ARMA Representations"
Christian FRANCQ, Jean-Michel ZAKOIAN
2000-48 "Why are
Technological Spillovers Spatially
Bounded ? A Theoretical Approach"
Edmond BARANES, Jean-Philippe
TROPEANO
2000-49 "Firm Level
Investment and R&D in France
and the United States : A Comparison"
Benoit MULKAY, Bronwyn H. HALL, Jacques
MAIRESSE
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
2000-51 "The Age and
Gender Components of Social Status
in France First Results"
Yannick LEMEL, Lee RAINWATER
2000-52 "Stratégies de
revente à perte et réglementation"
Claire CHAMBOLLE
2000-53 "Stochastic
targets with Mixed Diffusion
Processes and Viscosity Solutions"
Bruno BOUCHARD
2000-54 "A Note on the
Utility Based Option Pricing with
Proportional Transaction Cost under
Large Risk Aversion"
Bruno BOUCHARD
2000-55 "Exponential
Hedging and Pricing under
Proportional Transaction Costs"
Bruno BOUCHARD
2000-56 "Empirical
Assessment of an Intertemporal
Option Pricing Model with Latent
Variables"
René GARCIA, Richard LUGER, Eric RENAULT
2000-57 "Asymmetric Smiles, Leverage Effects and
Structural Parameters"
René GARCIA, Richard LUGER, Eric RENAULT
2000-58 "La
Modélisation des Données Haute
Fréquence"
Thierry KAMIONKA
2000-59 "An Empirical
Investigation in Credit Spread
Indices"
Jean-Luc PRIGENT, Olivier RENAULT, Olivier
SCAILLET
2000-60 "Reversed
Score and Likelihood Ratio
Tests"
Geert DHAENE, Olivier SCAILLET
2000-61 "Child Labor
and Economic Growth"
Pierre-Emmanuel COURALET
2000-62 "Minima Sociaux
et Revenus du Travail en
France"
Marc GURGAND, David MARGOLIS
9901
"Functional Indirect Inference"9902 "Fixed-term Contracts and the
Dynamics of Labour Demand"9903 "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the
Parameter of a Stationary, Gaussian, Strongly Dependent Process"9904 "Part-Year Employment, Slow
Reemployment and Earnings Losses : The Case of Worker Displacement in France"9905
"Altruism and International Labour Migration"9906
"Conditional Dominance Criteria : Definition and Application to Risk-Management"9907 "Variance Optimal Cap Pricing
Models"9908
"Dynamic Factor Models"9909 "Building a Consistent Pricing Model
from Observed Option Prices"9910 "Bayesian Inference in Hidden Markov
Models through Jump Markov Chain Monte Carlo"9911
"Normalité asymptotique de l’estimateur empirique de l’opérateur d’autocorrélation d’un processus ARH(1)"9912
"Working 40 hours or Not-Working 39 : Lessons from the 1981 Mandatory Reduction of Weekly Working Hours"9913
"Distributions implicites anormales des taux de change"9914 "Computational and Inferential
Difficulties with Mixture Posterior Distributions"9915 "On the Maximal and Minimal
Excursion Endpoints of the Partial Sum Process"9916 "Identifying Dynamic Discrete Choice
Models : An Application to School-Leaving in France"9917 "The Balance of Power Between
Producers and Retailers : A Differentiation Model"9918
"First-Price Auctions when the Ranking of Valuations is Common Knowledge"9919
"Selection in the Educational System and in Social Elites : A Comparison between France and the United States"9920
"Female Labor Supply in the Course of Taiwans’s Development, 1979-1994"9921 "Fast Development with a Stable
Income Distribution : Taiwan, 1979-1994"9922 "Housing, Land Prices, and the Link
between Growth and Saving"9923
"Guide pratique des séries non stationnaires"9924
"An a -Level Adaptive Test for Regression Models via Regressogram Selection"9925
"Labor Force Participation and Unemployment"9926
"Collusion et politique de la concurrence en information asymétrique"9927
"Estimation and Applications of Gegenbauer Processes"9928 "Output Dynamics and the Workweek of Capital"
9929
"Model Selection for (Auto-) Regression with Dependent Data"9930 "Moral Hazard, Land Fertility and
Sharecropping in a Rural Area of the Philippines"9931
"Breaking Down Married Female Non-Employment in France"9932
"Bartlett Identities Tests"9933 "Monopole Télévisuel et Publiphobie"
9934
"Spatial Statistics Applied to Environmental Problems in the Life and Medical Sciences"9935
"Small Sample Asymptotics for the Sample Autocorrelation Function under Long Range Dependence"9936 "The Impact of Information on Wine
Auction Prices : Results of an Experiment"9937
"Small-Sample Likelihood-Based Inference in the ARFIMA Model"9938 "Job Protection, Minimum Wage and
Unemployment"9939 "Is it Harmful to Allow partial
Cooperation ? "9940 "Coordinating Agents’ Actions : The
Influence of Macroeconomic Information on Firm-Level Expectations"9941 "
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models "9942
"Exact Asymptotics for Nonparametric Density Estimation from Dependent Data"9943 "Two Adaptive Rates of Convergence
in Pointwise Density Estimation"9944
"Nonlinear Innovations and Impulse Response"9945
"Orthogonal and Pseudo-orthogonal multidimensional Appell Polynomials"9946
"Orthogonality of the Sheffer Polynomials Associated to a Lévy Process"9947
"Asynchronized Multiperiod Commitments and Cycles"9948
"A Characterization of Functions by their First Moments in Natural Exponential Families"9949
"The Unbiased Estimation Theory and the Multidimensional Bhattacharyya Bounds"9950
"A Construction of Lancaster Probabilities with Margins in the Multidimensional Meixner Class"9951
"Mixed Laguerre-Hermite and Mixed Charlier-Laguerre Polynomials"9952
"Optimal Smoothing in Semiparametric Index Approximation of Regression Functions"9953
"Stochasticité des Systèmes Dynamiques et Implications Statistiques"9954
"Nonparametric Density Estimation for Deterministic Dynamical Systems"9955
"Allocating and Funding Universal Service Obligations in a Competitive Network Market"9956 "Efficient Use of High Order
Autocorrelations for Estimating Autoregressive Processes"9957 "Linear-Representations Based
Estimation of Switching-Regime GARCH Models"9958 "Perfect Slice Samplers for Mixtures of
Distributions"9959 "Adaptative Estimation of the Spectrum
of a Stationary Gaussian Sequence"9960 "Les offres non compétitives dans les
enchères du Trésor"9961
"Option Pricing with Discrete Rebalancing"9962 "Monetary Union : A Welfare Based
Approach"9963
"Nonlinear Persistence and Copersistence"9964 "Financial Factors and Investment in Belgium, France, Germany and the UK : A
Comparison using Company Panel Data"9965 "An Autoregressive Conditional
Binomial Option Pricing Model"9966 "Location and Education in South
African Cities under and after Apartheid"9967
"Inférence Bayésienne pour des Processus de Vie et de Mort à Croissance Linéaire"9968
"La publication d’articles de recherche en économie en France"9969
"The Impact of Parental Income on Early Schooling Transitions : A Re-examination Using Data over Three Generations"9970
"Principal Component Analysis in Hilbert Space : A perturbation Approach"9971 "Optimal Contract with Random
Auditing"9972
"TV-Broadcasting Competition and Advertising"9801
"Les salariés de la chimie face à la réduction du temps de travail"9802 "Prédiction of Chaotic Time Series in
the Presence of Measurement Error : The Importance of Initial Conditions"9803 "Statistical Estimation of the
Embedding Dimension of a Dynamic System"9804 "Wage Concessions and Debt
Forgiveness as Strategic Responses to Financial Distress"9805
"Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains"9806 "Optimal Rate for Nonparametric
Estimation in Deterministic Dynamical Systems"9807
"Adaptive Estimation in an Autoregression and a Geometrical b -Mixing Regression Framework"9808 "MCMC Control Spreadsheets for
Exponentiel Mixture Estimation"9809 "Social Learning, Delays, and Multiple
Equilibria"9810
"Risk Aversion, Intertemporal Substitution, and Option Pricing"9811
"Capital Income Taxation, Wealth Distribution and Borrowing Constraints"9812
"Should More Risk-Averse Agents Exert More Effort"9813 "Functional Law of the Iterated
Logarithm for Kiefer Processes"9814
"Temps Aléatoire et Dynamique du Carnet d’ordres"9815
"Matching Procedures and Market Characteristics"9816 "MCMC Convergence Diagnostics : A
« Reviewww »"9817
"MCMC Specifics of Latent Variable Models"9818
"Exact Adaptive Pointwise Estimation on Sobolev Classes of Densities"9819
"The Adaptive Rate of Convergence in a Problem of Pointwise Density Estimation"9820
"A New Method for Proving Weak Convergence Results Applied to Hjort’s Nonparametric Bayes Estimators"9821
"The Simulated Likelihood Ratio (SLR) Method"9822 "Transition Models with Measurement
Errors"9823
"Non-stationary Cox Regression"9824
"Evidence of Adverse Selection in Automobile Insurance Markets"9825 "Truncated Maximum Likelihood and
Nonparametric Tail Analysis"9826 "Occupational, Educational and
Economic Position Status Consistency Trends in France, Germany and the USA"9827
"Social Capital in Everyday Life"9828 "Arbitrage Pricing of Derivatives with
Bounds on the Underlying Securities"9829 "Arbitrage and Investment
Opportunities"9830 "Contiuous
Time Equilibrium Pricing of Nonredundant
Assets"
Elyès JOUINI, Clotilde NAPP
9831 "Efficient Trading
Strategies in the Presence of
Market Frictions"
Elyès JOUINI, Hédi KALLAL
9832 "English -Language
Dominance Literature and Welfare"
Jacques MELITZ
9833 "Research,
Innovation and Productivity : An
Econometric Analysis at the Firm Level"
Bruno CREPON, Emmanuel DUGUET, Jacques
MAIRESSE
9834 "The Econometrics
of Efficient Frontiers"
Christian GOURIEROUX, Alain
MONFORT
9835 "One Perfect
Simulation for some Mixture of
Distributions"
James P. HOBERT, Christian
P. ROBERT, David M.
TITTERINGTON
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
9837 "Structural Change
Tests for Simulated Method of
Moments"
Eric GHYSELS, Alain GUAY
9838 "Random or
Balanced Matching : An Equilibrium
Search Model with Endogenous Capital
and Two-Sided Search"
Jean-Marc ROBIN, Sébastien ROUX
9839 "The Multivariate
Threshold Model -An Alternative to
Detect Breaks and Hidden Cycles on
Real Data"
Dominique GUEGAN, Jean-Marc NGUYEN
9840 "Causality Between
Returns and Trated Volumes"
Eric GHYSELS, Christian GOURIEROUX,
Joanna JASIAK
9841 "Nonlinear
Autocorrelograms : An Application
to Intra-Trade Durations"
Christian GOURIEROUX, Joanna
JASIAK
9842 "Analyse d’Intervention
et Prévisions. Problématique et
Application à des données de la
RATP"
Laurent FERRARA, Dominique GUEGAN
9843 "Formation
continue et carrières salariales.
Une évaluation sur données individuelles"
Denis FOUGERE, Dominique GOUX, Eric
MAURIN
9844 "Riemann Sums for
MCMC Estimation and Convergence
Monitoring"
Anne PHILIPPE, Christian P. ROBERT
9845 "Conditional
Heteroskedasticity Driven by Hidden
Markov Chains"
Christian FRANCQ, Michel
ROUSSIGNOL, Jean-Michel
ZAKOIAN
9846 "Quarante années
de mobilité sociale en France. L’évolution
de la fluidité sociale à la lumière
de modèles récents"
Louis-André VALLET
9847 "Optimal Insurance
Under Random Auditing"
Marie-Cécile FAGART, Pierre PICARD
9848 "Measuring the
Probability of a Business Cycle
Turning Point by Using a Multivariate
Qualitative Hidden Markov Model"
Stéphane GREGOIR, Fabrice LENGLART
9849 "Evidence and
Theory on Asymmetries in US
Aggregate Job Flows"
Fabrice COLLARD, Patrick FEVE,
François LANGOT, Corinne PERRAUDIN
9850 "Nonlinear Panel
Data Models with Dynamic
Heterogeneity"
C. GOURIEROUX, Joanna JASIAK
9851 "Convergence of
Discrete Time Option Pricing Models
Under Stochastic Interest Rates"
Jean-Philippe LESNE, Jean-Luc PRIGENT,
Olivier SCAILLET
9852 "Background Risk,
Demand for Insurance and Choquet
Expected Utility Preferences"
Meglena JELEVA
9853 "The Decline in
Demand for Unskilled Labor : An
Empirical Analysis Method and its
Application to France"
Dominique GOUX, Eric MAURIN
9854 "On the Transition
from Local Regular to Global
Irregular Fluctuations"
Patrick PINTUS, Ducan SANDS, Robin de
VILDER
9855 "Kernel Based
Nonlinear Canonical Analysis"
Serge DAROLLES, Jean-Pierre
FLORENS, Christian
GOURIEROUX
9856 "Optimality of
Neighbour Balanced Designs"
Pierre DRUILHET
9857 "Modelization and
Nonparametric Estimation for a
Dynamical System with Noise"
Delphine BLANKE, Denis BOSQ, Dominique
GUEGAN
9858 "Combining Micro
and Macro Unemployment Duration
Data"
Gerard J. van den BERG, Bas
van der KLMAAUW
9701
"The Informational Content of Household Decisions"9702 "One-Step Prediction of Chaotic Time
Series by Multivariate Reconstruction"9703
"Contemporaneous Asymmetry in GARCH Processes"9704
"Dynamiques tronquées et estimation de modèles de diffusion"9705
"Price Functionals with Bid-Ask Spreads : An Axiomatic Approach"9706
"The Portfolio Composition of Households : A Scoring Analysis from French Data"9707
"Viability and Equilibrium in Securities Markets with Frictions"9708
"Estimation in Large and Dissagregated Demand Systems : An Estimator for Conditionally Linear Systems"9709
"Equilibrium Search with Productivity Dispersion : Theory and Estimation"9710 "Inégalités et cycles de vie les liens
entre consommation, patrimoine et revenu permanent"9711
"Testing for Asymmetric Information in Insurance Markets"9712
"Intermodal Competition, Firms' Location and Asymmetries in Regional surpluses"9713
"Optimal Insurance Policies when Prudence and Non-Linear Costs are Jointly Considered"9714 "Imperfect Estimation of the Loss and
Non-Linear Costs : The Optimal Design of Insurance Contracts"9715 "Competition for Jobs in a Growing
Economy and the Emergence of Dualism"9716 "Insurance Contracts with Imprecise
Probabilities and Adverse Selection"9717
"Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections"9718
"Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors"9719
"Covariance Matrix Estimation for Estimators of Mixing Wold's Arma"9720 "Asymptotic Properties of HPD
Regions in the Discrete Case"9721
"Methods of Pay, Worker Selection, and Minimum Wage"9722 "Equilibrium Urban Unemployment"
9723
"Intergenerational Transmission Models :A Survey"9724
"Les modèles de transmission intergénérationnelle"9725
"New Technologies, Wages and Worker Selection"9726
"Eaton's Markov Chain, its Conjugate Partner and P-admissibility"9727
"Expectations Formation and Stability of Large Socioeconomic Systems9728
"Capital-Labor Substitution and Competitive Nonlinear Endogenous Business Cycles"9729 "Multiple Steady States and
Endogenous Fluctuations with Increasing Returns to Scale in Production"9730 "Production Functions : The Search for
Identification"9731
"Implicit Prices and Recursivity of Agricultural Household's Decisions"9732
"Une analyse économique des "signes de qualité" : labels collectifs et certification des produits"9733
"Econometric Specification of the Risk Neutral Valuation Model"9734 "Modèles
de comptage semi-paramétriques"
C. GOURIEROUX, A. MONFORT
9735 "Moment Estimation
with Attrition"
J. A. ABOWD, B. CREPON, F.
KRAMARZ
9736 "Truncated
Dynamics and Estimation of DiffusionEquations"
S. DAROLLES, C. GOURIEROUX
9737 "Optimal Antitrust
Policy Under Different Regimes of
Fines"
S. SOUAM
9738 "Economic
Structure and Local Growth : An
Econometric Study on France, 1984- 1993"
P.-Ph. COMBES
9739 "Estimating
Preferences under Risk : The Case
of Racetrack Bettors"
B. JULLIEN, B. SALANIE
9740 "Estimating Weak
Garch Representations"
C. FRANCQ, J.-M. ZAKOIAN
9741 "Pricing in
Incomplete Markets : An Equilibrium
Approach"
A. BIZID, E. JOUINI, P.-F. KOEHL
9742 "Design Adaptive
Pointwise Nearest Neighbor
Regression"
E. GUERRE
9743 "How to Stabilize
Financial Markets before EMU
?"
A. FRACHOT
9744 "Optimal
Investment with Taxes : An Optimal
Control Problem with Endogenous Delay"
E. JOUINI, P.-F. KOEHL and N. TOUZI
9745 "An Econometric
Analysis of Household Portfolio
Allocation"
D. FOUGERE, C. GOURIEROUX, A. TIOMO and A. TROGNON
9746 "Stochastic
Volatility Duration Models"
E. GHYSELS, C. GOURIEROUX and J. JASIAK
9747 "State Dependence
and Heterogeity in youth Employment Histories"
T. MAGNAC
9748 "The Demand for
Food Products : An Analysis of
Interpurchase Times and Purchased
Quantities"
C. BOIZOT, J.-M. ROBIN and M.
VISSER
9749 "Predictive
Dimension : An Alternative Definition
of the Embedding Dimension"
D. GUEGAN, F. LISI
9750 "Multiregime Term
Structure Models"
C. GOURIEROUX, O. SCAILLET
9751 "Pricing of
Non-redundant Derivatives in a
Complete Market"
A. BIZID, E. JOUINI, P.-F. KOEHL
9752 "Sublinear Price
Functionals under Portfolio
Constraints"
P.-F. KOEHL, H. PHAM
9753 "Semiparametric
Frequency Domain Estimation for
Time Series with Conditional Heteroscedasticity"
M. HENRY
9754 "Approximating
Payoffs and Approximating Pricing
Formulas"
S. DAROLLES, J.-P. LAURENT
9755 "The Efficiency of
Collective Bargaining in Public
School"
D. S. HOSKEN, D. N. MARGOLIS
9756 "Nonparametric
Estimation of a Diffusion Equation
from Tick Observations"
E. BURGAYRAN, S. DAROLLES
9757 "Arbitrage and
Super-Replication Cost with Convex
Constraints"
L. CARASSUS, H. PHAM, N. TOUZI
9758 "Coûts de
transaction, contraintes de vente
à découvert et taxes : une approche unifiée"
L. CARASSUS, E. JOUINI
9759 "Un modèle
discret et stochastique d’investissement
avec une application aux coûts de
transaction"
L. CARASSUS, E. JOUINI
9760 "Statistical
Inference for Random Variance
Option Pricing"
S. PASTORELLO, E. RENAULT, N.
TOUZI.