CIRANO Working Papers

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2003s-58: Rôle des pratiques d'empowerment et de rémunération sur la performance des ressources humaines: un enjeu méthodologique

Denis Chênevert and Michel Tremblay

2003s-57: Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline

Robert Gagné, Simon van Norden and Bruno Versaevel

2003s-56: L'impact des regroupements municipaux sur le fardeau fiscal et la valeur des propriétés résidentielles au Québec, 1992-1999

Guy Lacroix and Gino Santarossa

2003s-55: Career Starts and the Male-Female Wage Gap

Nathalie Havet and Guy Lacroix

2003s-54: Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes

Jean-Marie Dufour and Malika Neifar

2003s-53: Analyse multicritère: Étude de comparaison des méthodes existantes en vue d'une application en analyse de cycle de vie

Renaud Caillet

2003s-52: The Importance of the Loss Function in Option Valuation

Peter F. Christoffersen and Kris Jacobs

2003s-51: Modeling the Dynamics of Credit Spreads with Stochastic Volatility

Kris Jacobs and Xiaofei Li

2003s-50: Option Valuation with Conditional Skewness

Peter F. Christoffersen, Steve Heston and Kris Jacobs

2003s-49: Identification, Weak Instruments and Statistical Inference in Econometrics

Jean-Marie Dufour

2003s-48: Piece Rates, Fixed Wages and Incentives: Evidence from a Field Experiment

Bruce S. Shearer

2003s-47: Évaluation du risque en gestion de projets

Simon Bourdeau, Suzanne Rivard and Henri Barki

2003s-46: Propagation des risques biotechnologiques: Le cas du maïs StarLink

Caroline Debuissy

2003s-45: Compensation Policy and Worker Performance: Identifying Incentive Effects from Field Experiments

Bruce S. Shearer

2003s-44: Education and Smoking: Were Vietnam War Draft Avoiders Also More Likely to Avoid Smoking?

Franque Grimard and Daniel Parent

2003s-43: A Communication Framework Towards Flexible Associations of Business Entities Within Evolving Environments

Hendrik Ludolph, Gilbert Babin and Peter Kropf

2003s-42: Is the Demand for Corporate Insurance a Habit? Evidence from Directors' and Officers' Insurance

M. Martin Boyer

2003s-41: On the Distribution of the Residual Cross-Correlations between Two Uncorrelated Infinite Order Vector Autoregressive Series

Chafik Bouhaddioui and Roch Roy

2003s-40: Performance of Software Agents in Non-Transferable Payoff Group Buying

Frederick Asselin and Brahim Chaib-draa

2003s-39: Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

Jean-Marie Dufour and Mohamed Taamouti

2003s-38: News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns

John M. Maheu and Tom McCurdy

2003s-37: Pertinence de l'utilisation d'internet comme canal de distribution: cas du secteur des assurances

Malika Aboubekr and Suzanne Rivard

2003s-36: Design for Optimized Multi-Lateral Multi-Commodity Markets

Benoît Bourbeau, Teodor Gabriel Crainic, Michel Gendreau and Jacques Robert

2003s-35: L'analyse de l'influence de la pression des pairs dans les équipes de travail

Masclet

2003s-34: Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

Jean-Marie Dufour, Lynda Khalaf and Marie-Claude Beaulieu

2003s-33: Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models

Jean-Marie Dufour, Lynda Khalaf and Marie-Claude Beaulieu

2003s-32: Testing Equilibrium Behaviour At First-Price, Sealed-Bid Auctions With Discrete Bid Increments

Harry J Paarsch and Jacques Robert

2003s-31: Implementing the Optimal Auction

Bernard J.-M. Caillaud and Jacques Robert

2003s-30: Advertising Restrictions and Competition in the Children's Breakfast Cereal Industry / Restrictions et compétition publicitaire dans l’industrie des céréales pour enfants

C. Robert Clark

2003s-29: Environmental Impact Assessment and Investment under Uncertainty: An Application to Power Grid Interconnection

Jean-Daniel Saphores, Éric Gravel and Jean-Thomas Bernard

2003s-28: Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity

Silvia Goncalves and Lutz Kilian

2003s-27: On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation

Eric Ghysels and João Pereira

2003s-26: There is a Risk-Return Tradeoff After All

Eric Ghysels, Pedro Santa-Clara and Rossen Valkanov

2003s-25: Economic Development and HIV/AIDS Prevalence

C. Robert Clark and Désiré Vencatachellum

2003s-24: Metric-Based Model Selection For Time-Series Forecasting

Yoshua Bengio and Nicolas Chapados

2003s-23: Stochastic Gradient Descent on a Portfolio Management Training Criterion Using the IPA Gradient Estimator

Christian Dorion and Yoshua Bengio

2003s-22: No unbiased Estimator of the Variance of K-Fold Cross-Validation

Yoshua Bengio and Yves Grandvalet

2003s-21: SAFIR: A Simple API for Financial Information Requests

Nicolas Chapados

2003s-20: Comment améliorer la capacité de généralisation des algorithmes d'apprentissage pour la prise de décisions financières

Nicolas Chapados and Yoshua Bengio

2003s-19: Spectral Clustering and Kernel PCA are Learning Eigenfunctions

Yoshua Bengio, Pascal Vincent and Jean-François Paiement

2003s-18: Inequity Aversion in Tournament

Dominique Demougin and Claude Fluet

2003s-17: Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Silvia Goncalves and Lutz Kilian

2003s-16: Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market

Maher Kooli, Jean-François L'Her and Jean-Marc Suret

2003s-15: A Theory of Favoritism under International Oligopoly

Ngo Van Long and Antoine Soubeyran

2003s-14: Favoritism in Vertical Relationship: Input Prices and Access Quality

Ngo Van Long and Antoine Soubeyran

2003s-13: Size Matters: The Impact of Capital Market Liberalization on Individual Firms

Peter F. Christoffersen, Hyunchul Chung and Vihang Errunza

2003s-12: Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level

René Garcia, Éric Renault and Andrei Semenov

2003s-11: Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes

Jérôme B. Detemple, René Garcia and Marcel Rindisbacher

2003s-10: Group vs. Individual Performance Pay When Workers Are Envious

Dominique Demougin and Claude Fluet

2003s-09: Asset Returns and State-Dependent Risk Preferences

Stephen Gordon and Pascal St-Amour