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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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- Centre de recherche en économie et statistique (Paris, France)

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- b-mixing and moment properties of various GARCH, stochastic volatility and ACD models
- A Laplace approximation to the moments of a ratio of quadratic forms in normal variables
- A P D E approach to Asian options : analytical and numerical evidence
- A bootstrap test for single index models
- A characterization of functions by their first moments in natural exponential families
- A classical model of involuntary unemployment : efficiency wages and macroeconomic policy
- A construction of Lancaster probabilities with margins in the multidimensional Meixner class
- A dynamic model of choice between wage-work and self-employment with liquidity constraints
- A dynamic model of the liquidity premium
- A fast subsampling method for nonlinear dynamic models
- A fresh look at testing hypotheses on dimensionality in the Manova model
- A general framework for factor models
- A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
- A look at productivity at the firm level in eight French service industries
- A multilateral approach to the theory of optimal currency areas
- A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
- A nonparametric simulated maximum likelihood estimation method
- A nonparametrique point of view stochastic versus deterministic approach
- A note on the behavior of long zero coupon rates in a no arbitrage framework
- A note on the confidence properties of reference priors for the calibration model
- A note on the utility based option pricing with proportional transaction costs under large risk aversion
- A note on yardstick competition under asymmetric information
- A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques
- A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
- A reappraisal of misspecified econometric models
- A review of nonparametric time series analysis
- A review on techniques of estimation in long-memory processes : application to intra-day data
- A root n bandwidth selector in hazard estimation
- A sequential particle filter method for static models
- A stability result for the HARA class with stochastic interest rates
- A structural model of transition from unemployment with multiple issues
- A study of consumer behavior using laboratory data
- A test of negotiation and incentive compensation models using longitudinal French enterprise data
- Actifs financiers et theorie de la consommation
- Adaptative estimation of the spectrum of a stationary Gaussian sequence
- Adaptive estimation in an autoregression and a geometrical B-mixing regression framework
- Adjustment costs and adjustment "speed"
- Aggregation of non-stationary demand systems
- Ajustements des prix bid et ask en presence d'information privee
- Allocating and funding universal service obligations in a competitive network market
- Altruism and international labour migration
- American options exercise boundary when the volatility changes randomly
- An a-level adaptive test for regression models via regressogram selection
- An aggregation problem : the demand for unskilled labour
- An autoregressive conditional binomial option pricing model
- An econometric analysis of a real-time pricing of electricity experiment
- An econometric analysis of household portfolio allocation
- An econometric analysis of labour market transitions using discrete and tenure data
- An empirical analysis of technical cooperation at the firm level in the 80s
- An empirical investigation in credit spread indices
- An iterated moment estimator for conditionally linear equation systems : a note
- Analyse d'intervention et previsions : problematique et application a des donnees de la RATP
- Analyse microeconomique de la demande d'energie : Application aux industries laitieres
- Analysing incomplete individual employment histories using indirect inference
- Analysis of labour market histories with panel data
- Analysis of order queues
- Approximating payoffs and approximating pricing formulas
- Approximation des valeur propres de la matrice de covariance d'un processus stationnaire
- Approximation en temps continu d'un modele arch a seuil
- Arbitrage and investment opportunities
- Arbitrage and super-replication cost with convex constraints
- Arbitrage in securities markets with short sales constraints
- Arbitrage pricing of derivatives with bounds on the underlying securities
- Arbitrage-based pricing when volatility is stochastic
- Association measures for durations in bivariate hazard rate models
- Asymmetric smiles, leverage effects and structural parameters
- Asymptotic properties of HPD Regions in the Discrete Case
- Asynchronized multiperiod commitments and cycles
- Attitude towards information and non-expected utility preferences : a characterization by choice functions
- Attrition in panel data and the estimation of dynamic labor market models
- Background risk, demand for insurance and choquet expected utility preferences
- Bartlett identities tests
- Bayesian analysis of poisson mixtures
- Bayesian estimation of switching ARMA models
- Bayesian hidden Markov analysis of the information content of the Yield curve about inflation
- Bayesian inference in hidden Markov models through jump Markov chain Monte Carlo
- Bayesian modelling of a pharmaceutical experiment with heterogeneous responses
- Bayesian test of homogeneity for Markov chains with missing data by Kullback proximity
- Bayesian variable selection in qualitative models by Kullback-Laiebler Projections
- Bliss and the permanent income hypothesis
- Breaking down married female non-employment in France
- Building a consistent pricing model from observed option prices
- Buy or wait, that is the option : the buyer's option in sequential laboratory auctions
- Calibration by simulation for small sample bias correction
- Capital income taxation, wealth distribution and borrowing constraints
- Capital-labor substitution and competitive nonlinear endogenous business cycles
- Causality between returns and trated volumes
- Certification by a monopolist
- Change in the functional structure of firms and the demand for skill
- Changes in job stability and their causes : [an empirical analysis method applied to France 1982-2000.]
- Character recognition through Bayes theorem
- Chi-square tests when a nuisance parameter is present only under the alternative
- Child labor and economic growth
- Choix de portefeuille dans un environnement d'investissement desagrege : le cadre statique
- Classification d'actifs financiers selon leurs performances
- Collective labor supply : heterogeneity and nonparticipation
- Collusion et politique de la concurrence en information asymetrique
- Combining micro and macro unemployment duration data
- Common market with regulated firms
- Comparative advantage, redistribution and the political process : a perspective on social dumping
- Competing vertical structures : precommitment and renegotiation
- Competing vertical structures : precommitment and renegotiation
- Competition for jobs in a growing economy and the emergence of dualism
- Competitive storage and commodity price dynamics
- Comportements, croyances et lois causales : l'exemple du marche a terme du brut
- Compound autoregressive models
- Computation of multipliers in multivariate rational expectations models
- Computational and inferential difficulties with mixture posterior distributions
- Conditional dominance criteria : definition and application to risk-management
- Conditional heteroskedasticity driven by hidden Markov chains
- Conditions for optimality in experimental designs
- Consistent tests for the encompassing hypothesis
- Constructing leading indicators from non-balanced sectoral business survey series
- Contemporaneous asymmetry in GARCH processes
- Contingent claims and market completeness in a stochastic volatility model
- Continuous time equilibrium pricing of nonredundant assets
- Contrainte de capacite et developpment des marques de distributeur : une anlalyse de la loi Raffarin
- Contrats d'assurance chomage sur prets immobiliers : etude descriptive et valorisation de portfeuille
- Controlled MCMC for optimal sampling
- Convergence assessments for Markov chain Monte-Carlo methods
- Convergence controls for MCMC algorithms with applications to hidden Markov chains
- Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
- Convergence of discrete time option pricing models under stochastic interest rates
- Cooperative production : a comparison of individual rationality constraints
- Coordinating agents' actions : the influence of macroeconomic information on firm-level expectations
- Coordination games with incomplete information
- Coordination in sender-receiver games with no common language
- Corporate insurance with optimal financial contracting
- Courbes de performance et de discrimination
- Couts de transaction, contraintes de vente a decouvert et taxes : une approche unifiee
- Covariance matrix estimation for estimators of mixing wold's arma
- Coverage properties of one-sided intervals in the discrete case and application to matching priors
- Cultural reproduction in France and the Netherlands : a cross-national comparison
- Density estimation in a separable metric space
- Density estimation in infinite dimensional space : application to processes of diffusion type
- Design adaptive pointwise nearest neighbor regression
- Detecting deterministic chaos from observational data
- Determinating Lyapunov exponents in deterministic dynamical systems
- Developpement limite d'une diffusion en temps petit : estimation du prix d'une option sur maxima proche de la maturite
- Diffusion et effet de vague
- Diplome feminin et carriere masculine : Le sens d'une correlation
- Direct estimation of the index coefficient in a single-index
- Discrete and continuous time cointegration
- Discretizations of continuous state space Markov chains for MCMC convergence assessment
- Distributions implicites anormales des taux de change
- Do aggregate measures of mismatch measure mismatch : a time series analysis of existing concepts
- Do firms really share rents with their workers?
- Does entry regulation hinder job creation? : evidence from the French retail industry
- Duration of youth unemployment in France
- Dynamic duopoly with learning through market experimentation
- Dynamic factor models
- Dynamic focal-points in N-person coordination games
- Dynamiques tronquees et estimation de modeles de diffusion
- Early starters versus late beginners
- Eating, working and saving in an unstable work : consumers in nineteenth century France
- Eaton's Markov chain, its conjugate partner and P-admissibility
- Econometric analysis of the short-run fluctuations of households' purchases
- Econometric specification of the risk neutral valuation model
- Econometrics of count data : the A.L.D.P. model
- Econometrics of share auctions
- Economic structure and local growth : an econometric study on France, 1984-1993
- Effects of information sources on innovation decisions : Bayesian analysis of the sequential probit model
- Efficient GMM estimation using the empirical characteristic function
- Efficient fitted portfolios
- Efficient semiparametric estimation in a class of single-index models
- Efficient trading strategies in the presence of market frictions
- Efficient trading strategies in the presence of market frictions
- Efficient use of high order autocorrelations for estimating autoregressive processes
- Empirical assessment of an intertemporal option pricing model with latent variables
- Empirical contract theory : the case of insurance data
- Empirical local time for processes observed on a grid
- English-language dominance, literature and welfare
- Entry deterrence, product quality : price and advertising as signals
- Environmental policy under oligopoly with endogenous market structure
- Equilibres conjuncturaux chherents et coordinations des politiques economiques
- Equilibrium search with productivity dispersion : theory and estimation
- Equilibrium urban unemployment
- Estimating a nonlinear rational expectations model with unobservable state variables
- Estimating linear representations of nonlinear processes
- Estimating mixtures of regressions
- Estimating preferences under risk : the case of racetrack bettors
- Estimating stochastic volatility models : a new approach based on ARMA representations
- Estimating the canonical disequilibrium model : asymptomic theory and finite sample properties
- Estimating the commodity price model
- Estimating the innovation function from patent numbers : GMM on count panel data
- Estimating weak garch representations
- Estimation and applications of Gegenbauer processes
- Estimation bayesienne de probabilities de mouvement en capture-recapture
- Estimation d'un modele de sortie de chomage a destinations multiples
- Estimation de la duree du chomage en France en 1966
- Estimation de processus de diffusion par methodes simulees
- Estimation in descrete parameter model
- Estimation in large and dissagregated demand systems : an estimator for conditionally linear systems
- Estimation non parametrique de l'entropie et de l'information de Kullback
- Estimation of a dynamic hedge
- Estimation of a non-centrality parameter under Stein type like losses
- Estimation of functionals of density support
- Estimation of quadratic functions : noninformative priors for noncentrality parameters
- Estimation of record values
- Estimation of the embedding dimension of a dynamical system
- Estimation of the marginal density of a continuous time stochastic process by wavelets and an application to diffusion processes
- Estimation of the term structure from bond data
- Evaluating the impact of French employment policies on individual labour market histories
- Evidence and theory on asymmetries in US aggregate job flows
- Evidence of adverse selection in automobile insurance markets
- Evidence on corporate private debt finance and the term structure of interest rates
- Exact adaptive pointwise estimation on Sobolev classes of densities
- Exact asymptotics for nonparametric density estimation from dependent data
- Exit, voice and the dual labor market
- Expansions of penalized likelihood ratio statistics and consequences on matching priors for HPD regions
- Expectations formation and stability of large socioeconomic systems
- Explaining the perfect sampler
- Exploring the productivity of research and development in French manfacturing firms
- Exponential hedging and pricing under proportional transaction costs
- Factor ARMA representation of a Markov process
- Factor analysis of matrices with applications to multivariate analysis of variance
- Fair allocation with unequal production skills : the no-envy approach to compensation
- Farmer education and the weather : evidence from Taiwan (1976-1992)
- Fast development with a stable income distribution : Taiwan, 1979-1994
- Female labor supply in the course of Taiwan's development, 1979-1994
- Financial factors and investment in Belgium, France, Germany and the UK : a comparison using company panel data
- First-price auctions when the ranking of valuations is common knowledge
- Fixed-term contracts and the dynamics of labour demand
- Forecast intervals in ARCH exponential smoothing
- Formation continue et carrieres salariales : une evaluation sur donnees individuelles
- Frequency of purchase and the estimation of demand systems
- From a Hicks-Grandmont temporary equilibrium to a rational expectations equilibrium and conversely
- Functional indirect inference
- Functional law of the iterated logarithm for Kiefer processes
- Geometric versus arithmetic Random walk : the case of trendes variables
- German reunification and exchange rate policy in the EMS
- Guide pratique des series non-stationnaires
- High-wage workers and high-wage firms
- Horizontal mergers and vertical relationships
- Housing benefit and the labour supply : evidence from the French minimum income program
- Housing, land prices and the link between growth and saving
- How agents plan their actions in games : a model of players' reasoning with bounded rationality
- How agents plan their actions in games : a model of players' reasoning with common knowledge of rationality
- How to stabilize financial markets before EMU?
- Identifying dynamic discrete choice models : an application to school-leaving in France
- Imperfect estimation of the loss and non-linear costs : the optimal design of insurance contracts
- Implicit prices and recursivity of agricultural households' decision
- Incentive effects of welfare transfers in two-parent families : an evaluation using experimental data
- Incomplete markets, transaction costs and liquidity effects
- Indirect inference
- Indirect inference for stochastic differential equations
- Individual heterogeneity in duration models with segmentation
- Inegalites et cycles de vie : les liens entre consommation, patrimoine et revenue permanent
- Inference Bayesienne pour des processus de vie et de mort a croissance leneaire
- Inference statistique des processus de diffusion
- Information sharing, liquidity and transaction costs in floor-based trading systems
- Information, stabilite des prix et bien-etre
- Insurance contracts with imprecise probabilities and adverse selection
- Intergenerational transmission models : a survey
- Interim efficiency in a public goods problem
- Intermodal competition, firms' location and asymmetries in regional surpluses
- Intertemporal equilibrium risk premia in a stochastic volatility model
- Intra-day market activity
- Intrinsic losses
- Intrinsic losses for empirical Bayes estimation : a note on normal and Poisson cases
- Investissement et politique monetaire dans le court terme : Une presentation du modele IS-LM
- Investment opportunities, short sales constraints and arbitrage opportunity
- Is it harmful to allow partial cooperation?
- Job protection and aggregate employment fluctuations : a reappraisal
- Job protection, minimum wage and unemployment
- Joint limiting behaviour of spacing and order statistics processes
- K-record values and the extreme-value index
- Kernel M-estimators and functional residual plots
- Kernel autocorrelogram for time deformed processes
- Kernel based nonlinear canonical analysis
- Kernel based nonlinear canonical analysis and time reversibility
- Knut Wicksell and the challenges faced by capital theory
- L'evolution du marche du travail dans les annees 1980
- La courbe de Beveridge : Une comparaison internationale
- La methode des moments generalises et ses extentions : theorie et applications en macroeconomie
- La modelisation des donnees haute frequence
- La publication d'articles de recherche en economie en France
- Labor demand for heterogeneous workers with non linear asymmetric adjustment costs
- Labor force participation and unemployment
- Labor market institutions and job stability : a firm-level analysis of layoff risk for high and low-seniority workers
- Lagrange multiplier test for contigous hypothesis
- Large and moderate deviations principles for infinite dimensional autoregressive processes
- Large deviations for local empirical measures
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Latent separability : grouping goods without weak separability
- Latent variable models for stochastic discount factors
- Le bootstrap : une revue de la litterature
- Le comportement d'activite des femmes : quelques resultats sur donnees de Panel
- Le partage des profits agreges
- Les axes de developpements des methodes macroeconometriques
- Les eleves etrangers ou issus de l'immigration dans l'ecole et le college francais
- Les modeles de transmission intergenerationnelle
- Les offres non competitives dans les encheres du tresor
- Les salaries de la chimie face a la reduction du temps de travail : quelques enseignements fournis par une enquete
- Les transitions en economie : Les changements de prix en Russie dans les annees vingt
- Likelihood ratio specification tests
- Linear factor models and the term structure of interest rates
- Linear-representations based estimation of switching-regime GARCH models
- Local likelihood density estimation and value at risk
- Location and education in South African cities under and after apartheid
- Long memory continuous time models
- Long memory in continuous time : stochastic volatility models
- Long-term, short-term and renegotiation : on the value commitment with asymmetric information
- Looking for labor demand heterogeneity
- Lower bounds in hazard estimation
- M-estimateurs ponderes ou comment corriger des biais de sondage
- M-estimateurs semi-parametriques dans les modeles a direction revelatrice unique
- MCMC control spreadsheets for exponentiel mixture estimation
- MCMC convergence diagnostics : a "reviewww"
- MCMC specifics of latent variable models
- Macroeconometric disequilibrium models
- Managerial incentives based on insider information
- Mandatory insurance and intensity of adverse selection
- Martingales and arbitrage in securities markets with transaction costs
- Matching procedures and market characteristics
- Maximum likelihood estimation of order restricted parameters : a Bayesian approach
- Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
- Methods of pay worker selection and minimun wage
- Minima sociaux et revenus du travail en France
- Minimax hypothesis testing
- Minimum Hellinger distance estimates for general bilinear time series models
- Minimum wages and youth employment in france and the United States
- Mixed Laguerre-Hermite and mixed Charlier-Laguerre polynomials
- Mixture models, latent variables and partitioned importance sampling
- Mixtures of distributions : inference and estimation
- Model choice in generalized linear models : a Bayesian approach via Kullback-Leibler projections
- Model selection for 9auto-0 regression with dependent data
- Modele autoregressif a un seuil
- Modeles ARCH : une revue de la litterature
- Modeles de comptage semi-parametriques
- Modeles de duree et effets de generation
- Modeles heteroscedastiques
- Modeles statistiques de valorisation par arbitrage
- Modelization and nonparametric estimation for a dynamical system with noise
- Moduler les cotisations employeurs a l'Assurance Chomage : les experiences de bonus-malus aux Etats-Unis
- Moment estimation with attrition
- Monetary policy in France
- Monetary union : a welfare based approach
- Monopole televisuel et publiphobie
- Moral hazard, land fertility and sharecropping in a rural area of the Philippines
- Multiple risks and asymmetric information
- Multiple steady states and endogenous fluctuations with increasing returns to scale in production
- Multiregime term structure models
- Multivariate ARMA models with generalized autoregressive linear innovation
- Multivariate hazard rates under Random censorship
- Multivariate time series : a general error correction representation theorem
- National insurance against unevenly distributed shocks in a European Money Union
- National vs European industrial policies : bargaining, information and coordination of incentives
- Neoclassical input-output analysis
- New empirical evidence on the costs of European Monetary Union
- New perspectives on linear calibration
- New technologies, wages and worker selection
- Non causality in continuous time Varma models
- Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
- Non-nested hypotheses and instrumental models
- Non-stationary Cox regression
- Nonlinear autocorrelograms : an application to intra-trade durations
- Nonlinear innovations and impulse responses
- Nonlinear panel data models with dynamic heterogeneity
- Nonlinear persistence and copersistence
- Nonparametric bayesian estimation of level sets
- Nonparametric density estimation for deterministic dynamical systems
- Nonparametric estimation of a diffusion equation from tick observations
- Nonparametric estimation of competing risks models with covariates
- Nonparametric instrumental regression
- Normalite asymptotique de l'estimateur empirique de l'estimateur empirique de l'operateur d'autocorrelation d'un processus ARH(1)
- Occupational, educational and economic position status consistency trends in France, Germany and the USA
- Offre et demande d'investissement : Le role des profits
- On nonparametric estimation of the Schumpeterian link between innovation and firm size : evidence from Belgium, France and Germany
- On price competition with complementary goods
- On seasonal effects in duration models
- On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
- On the estimation of the Pareto tail-index using K-record values
- On the maximal and minimal excursion endpoints of the partial sum process
- On the transition from local regular to global irregualr fluctuations
- On variance noncausality and cointegration
- One perfect simulation for some mixtures of distributions
- One-step prediction of chaotic time series by multivariate reconstruction
- Optimal antitrust policy under different regimes of fines
- Optimal contract with Random auditing
- Optimal firm response to incremental tax credits
- Optimal growth and transfers between generations
- Optimal hedging in continuous time with futures and forward contracts in a stochastic interest rate environment
- Optimal incentives for labor force participation
- Optimal insurance policies when prudence and non-linear costs are jointly considered
- Optimal insurance under random auditing
- Optimal investment with taxes : an optimal control problem with endogenous delay
- Optimal rate for nonparametric estimation in deterministic dynamical systems
- Optimal smoothing in semiparametric index approximation of regression functions
- Optimal stopping, free boundary and American option in a jump diffusion model
- Optimality of incomplete markets
- Optimality of neighbour balanced designs
- Optimality of neighbour-balanced designs for total effects
- Option hedging and implicit volatilities in a stochastic volatility model
- Option pricing under transation costs : a Martingale approach
- Option pricing with discrete rebalancing
- Orthogonal and pseudo-orthogonal multidimensional appell polynomials
- Orthogonality of the Sheffer polynomials associated to a Levy process
- Output dynamics and the workweek of capital
- Panel and pseudo-panel estimation of cross-sectional and time series elasticities
- Parameter of interest, nuisance parameter and orthogonality conditions : an application to autoregressive error component models
- Parental income and school attendance in a law-income country : a semi-parametric analysis
- Part-year employment, slow reemployment and earnings losses : the case of worker displacement in France
- Participation constraints in adverse selection models
- Path dependent options on yields in the affine term structure model
- Perfect slice samplers for mixtures of distributions
- Persistence, asymmetries and interrelation in manufacturing structures, equipment and labour demand
- Perturbation approach applied to the asymptotic study of random operators
- Post-processing accept-reject samples : recycling and rescaling
- Prediction in chaotic time series : methods and comparisons using simulations
- Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
- Prediction of contingent price measures
- Predictive dimension : an alternative definition of the embedding dimension
- Price functionals with bid-ask spreads : an axiomatic approach
- Pricing in incomplete markets : an equilibrium approach
- Pricing of non-redundant derivatives in a complete market
- Pricing regulation under bypass competiton
- Principal component analysis in Hilbert space : a perturbation approach
- Prior feedback : Bayesian tools for maximum likelihood estimation
- Prises de participations et expropriation des actionnaires minoritaires
- Private information and the design of securities
- Probabilistic foundations of a causal analysis in a stationary vectorial autoregressive model
- Product quality and worker quality
- Production functions : the search for identification
- Productivite et accumultion du capital en France depuis 1896
- Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
- Pseudo-likelihood methods
- Quadratic hedging and numeraire
- Qualitative threshold ARCH models
- Quality signaling of a durable experience good in presence of informed consumers
- Quantitying sensitivity to initial conditions for one-dimensional dynamical systems
- Quarante annees de mobilite sociale en France : l'evolution de la fluidite sociale a la lumiere de modeles recents
- Quasi indirect inference for diffusion processes
- Random or balanced matching : an equilibrium search model with endogenous capital and two-sided search
- Random walks with drift, simultaneous equation errors, and small samples : simulating the bird's eye view
- Rank tests for unit roots
- Rao-Blackwellization of generalized accept-reject schemes
- Rao-Blackwellization of sampling schemes
- Rapport d'activite, Annee 1997
- Rapport d'activite, Annee 2000
- Rapport d'activite, Annee 2002
- Rapport d'activite, Annee 2003
- Readers' attitudes toward press advertising : are they ad-lovers or ad-averse?
- Redistribution and compensation
- Reference and time generate tacit cooperation in hierarchical relationship
- Reflections on the emergence of a single market for bank reserves in a European Monetary Union
- Regional industry localization under Cournot competition
- Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
- Regression on log-regularized periodogram for fractional models at low frequencies
- Regression on log-regularized periodogram under assumption on bounded spectral densities : the non franctional and the fractional cases
- Relations verticales, integration et barrieres a l'entree
- Reliability of the translog cost function : some theory and an application to the demand of energy in French manufacturing
- Renegotiation design with unverifiable information
- Reparameterisation issues in mixture modelling and their bearing on the Gibbs sampler
- Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
- Research, innovation and productivity : an econometric analysis at the firm level
- Reversed score and likelihood ratio tests
- Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers
- Reward patterns of fair division
- Riemann sums for MCMC estimation and convergence monitoring
- Risk Mutualization and competition in insurance market
- Risk aversion, intertemporal substitution and option pricing
- Risk-taking behavior with limited liability and risk aversion
- Savings and labour market transitions
- Schumpeterian conjectures : a moderate support from various innovation measures
- Screening risk-averse agents under moral hazard
- Selection bias correction based on the multinomial logit model
- Selection in the educational system and in social elites : a comparison between France and the United States
- Self-employment and intergenerational transfers : liquidity constraints or family environment?
- Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
- Sensitivity analysis of values at risk
- Sequential inference and state number determination for discrete state-space models through particle filtering
- Series codependantes : Application a l'hypothese de parite du pouvoir d'achat
- Short-term contracts as a monitoring device
- Should more risk-eaverse agents exert more effort
- Simulation and estimation of long memory continuous time models
- Simulation based inference : a survey with special reference to panel data models
- Simulation of indirect tax reforms using pooled micro and macro French data
- Simulation of truncated gamma distributions
- Simulation-based estimation of models with lagged latent variables
- Small sample asymptotics for the sample autocorrelation function under long range dependence
- Small-sample likelihood-based inference in the ARFIMA model
- Social capital in everyday life
- Social interactions, ethnic minorities and urban unemployment
- Social learning, delays and multiple equilibria
- Spatial mixture models based on exponential family conditional distributions
- Spatial statistics applied to environmental problems in the life and medical sciences
- Speculation, prix et bien-etre
- State dependence and heterogeneity in youth employment histories
- Stationarity of multivariate Markov-switching ARMA models
- Statistical estimation of the embedding dimension of a dynamic system
- Statistical inference for Random variance option pricing
- Stochastic dominance in bandit decision problems
- Stochastic targets with mixed diffusion processes and viscosity solutions
- Stochastic versus deterministic chaos
- Stochastic volatility duration models
- Stochasticite des systemes dynamiques et implications statistiques
- Strategic aspects of delegation
- Strategies de revente a perte et reglementation
- Structural change tests for simulated method of moments
- Structure adaptive approach for dimension reduction
- Structure verticale d'un réseau de distribution de drogues illicites et politique répressive optimale
- Sublinear price functionals under portfolio constraints
- Sums of K-record values and the exponent of regular variation
- Sur l'agregation de la demande de travail non-qualifie
- Survey de theorie des jeux : Connaissance et rationalite
- Switching state space models likelihood function, filtering and smoothing
- TV-broadcasting competition and advertising
- Tails and extremal behaviour of stochastic unit root models
- Tarification, discrimination et contournement
- Temps aleatoire et dynamique du carnet d'ordres
- Test sur le noyau, l'image et le rang de la matrice des coefficients d'un modele lineare multivarie
- Testing for asymmetric information in insurance markets
- Testing for continuous-time models of the short term interest rate
- Testing for embeddability by stationary reversible continuous-time Markov processes
- Testing for mixtures : a Bayesian entropic approach
- Testing for the existence of a long-run relationship
- Testing for the mean of random curves : from penalization to dimension selection
- Testing hypotheses in the functional linear model
- Testing non nested hypotheses
- Testing the proportional odds model under random censoring
- Testing, encompassing and stimulating dynamic econometric models
- Tests d'hypotheses dans le cadre des modeles semi-parametriques
- Tests of rank
- Tests of rank
- The European paradox : do flexible contracts create rigid labor markets?
- The RBC models through statistical inference : an application with French data
- The adaptive rate of convergence in a problem of pointwise density estimation
- The age and gender components of social status in France first results
- The anatomy of unemployment dynamics
- The balance of power between producers and retailers : a differentiation model
- The central limit theorem in the space of nuclear operators
- The cost of hiring and separations
- The decline in demand for unskilled labor : an empirical analysis method and its application to France
- The demand for food products : an analysis of interpurchase time and purchased quantities
- The econometrics of efficient frontiers
- The effect of normality
- The effects of welfare benefits on the duration of welfare spells : evidence from a natural experiment in Canada
- The efficiency of collective bargaining in public schools
- The entry and exit of workers and the growth of employment : an analysis of French establishments
- The general asymptotic behavior of estimators of the Box-Cox model for integrated time series
- The governance of subsidiridies : how piramidal ownership magnifies the separation of ownership and control
- The hiring difficulties of French enterprises : an empirical analysis on a panel of firms using simulation techniques
- The illicit drug market : paradoxical effects of law enforcement policies
- The impact of differential payroll tax subsidies on minimum wage employment
- The impact of government-sponsored training programs on the labor market transitions of disavantaged men
- The impact of information on wine auction prices : results of an experiment
- The impact of new technologies on wages : lessons from matching panels on employees and on their firms
- The impact of parental income on early schooling transitions : a re-examination using data over three generations
- The influence of the state employment service on the search effort and on the probability of leaving unemployment
- The informational content of household decisions : with application to insurance under adverse selection
- The inventory cycle : from theory to empirical evidence
- The limit distribution of level crossings of a random walk and a simple unit root test
- The microeconomic theory of union negotiations : an introduction and an application to government extension of collective agreements
- The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
- The portfolio composition of households : a scoring analysis from French data
- The producer and the real balance effect
- The requisities of equal opportunity
- The role of exclusive in producers' competition
- The role of government aid to firms during the transition to a market economy : Russia 1992-1994
- The simulated likelihood ratio (SLR) method
- The theory of optimum currency areas, trade adjustment and trade
- The unbiased estimation theory and the multidimensional Bhattacharyya bounds
- The world according to GARP : non-parametric tests of demand theory and rational behavior
- Three solutions for the compensation problem
- Trading patterns, time defromation and stochastic volatility in foreign exchange markets
- Transition models with measurement errors
- Truncated dynamics and estimation of diffusion equations
- Truncated maximum likelihood and nonparametric tail analysis
- Two adaptive rates of convergence in pointwise density estimation
- Two stage generalized moment method with applications to regressions with heteroscedasticity of unknown form
- Un modele de regulation du systeme de sante : la concurrence entre "operateurs de soins"
- Un modele discret et stochastique d'investissement avec une application aux couts de transaction
- Un test bootstrap dans un modele AR(1)
- Un test non parametrique pour un modele bilineaire diagonal d'ordre 1 : Partie I - Une premiere demarche
- Un test non parametrique pour un modele bilineaire diagonal d'ordre 1 : Partie II - Une deuxieme demarche
- Undersampling continuous random fields and a Bernstein inequality
- Une analyse economique des "signes de qualite" : labels collectifs et certification des produits
- Une application de bootstrap dans un modele lineaire avec autocorrelation des residus
- Une application du modele de Hamilton a l'estimation des cycles economiques
- Une approche unifiee pour une forme exacte du prix d'une option dans les differents modeles a volatilite stochastique
- Une bibliotheque de macro-commandes pour l'econometrie des variables qualitatives et de comptage
- Unemployment and the business cycle in a small open economy
- Unemployment compensation finance and labor market rigidity
- Unemployment insurance and mortgages
- Unification and the policy predicament in Germany
- Using matching estimators to evaluate alternative youth employment programs : evidence from France, 1986-1988
- Valeurs propres de la matrice de covariance d'un processus stationnaire : une etude numerique
- Valid asymptotic expansions for the maximum likelihood estimor of the parameter of a stationary, Gaussian, strongly dependent process
- Variance optimal cap pricing models
- Vertical restraints and the market power of large distributors
- Viability and equilibrium in securities markets with frictions