Centre de recherche en économie et statistique (Paris, France)
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Centre de recherche en économie et statistique (Paris, France)
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Centre de recherche en économie et statistique (Paris, France)
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Incoming Resources
- Expectations formation and stability of large socioeconomic systems
- Exact adaptive pointwise estimation on Sobolev classes of densities
- Reliability of the translog cost function, some theory and an application to the demand of energy in French manufacturing
- Bayesian hidden Markov analysis of the information content of the Yield curve about inflation
- Efficient trading strategies in the presence of market frictions
- Optimality of neighbour-balanced designs for total effects
- An econometric analysis of a real-time pricing of electricity experiment
- Stochastic dominance in bandit decision problems
- The European paradox, do flexible contracts create rigid labor markets?
- Non-stationary Cox regression
- Evidence and theory on asymmetries in US aggregate job flows
- An econometric analysis of labour market transitions using discrete and tenure data
- Selection in the educational system and in social elites, a comparison between France and the United States
- Testing for asymmetric information in insurance markets
- A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
- Exploring the productivity of research and development in French manfacturing firms
- Comportements, croyances et lois causales, l'exemple du marche a terme du brut
- The effects of welfare benefits on the duration of welfare spells, evidence from a natural experiment in Canada
- Kernel based nonlinear canonical analysis and time reversibility
- On variance noncausality and cointegration
- Geometric versus arithmetic Random walk, the case of trendes variables
- Simulation-based estimation of models with lagged latent variables
- Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
- Option pricing with discrete rebalancing
- Determinating Lyapunov exponents in deterministic dynamical systems
- Optimal stopping, free boundary and American option in a jump diffusion model
- From a Hicks-Grandmont temporary equilibrium to a rational expectations equilibrium and conversely
- Exact asymptotics for nonparametric density estimation from dependent data
- A characterization of functions by their first moments in natural exponential families
- Imperfect estimation of the loss and non-linear costs, the optimal design of insurance contracts
- Density estimation in a separable metric space
- Collective labor supply, heterogeneity and nonparticipation
- Quasi indirect inference for diffusion processes
- Transition models with measurement errors
- Information, stabilite des prix et bien-etre
- Probabilistic foundations of a causal analysis in a stationary vectorial autoregressive model
- State dependence and heterogeneity in youth employment histories
- Modelization and nonparametric estimation for a dynamical system with noise
- Arbitrage pricing of derivatives with bounds on the underlying securities
- Rank tests for unit roots
- Orthogonality of the Sheffer polynomials associated to a Levy process
- Relations verticales, integration et barrieres a l'entree
- National vs European industrial policies, bargaining, information and coordination of incentives
- Multiple risks and asymmetric information
- Random walks with drift, simultaneous equation errors, and small samples, simulating the bird's eye view
- Evidence on corporate private debt finance and the term structure of interest rates
- Dynamic factor models
- An autoregressive conditional binomial option pricing model
- The unbiased estimation theory and the multidimensional Bhattacharyya bounds
- Aggregation of non-stationary demand systems
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