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Annals of Economics and Statistics

1986 - 2018

Current editor(s): Laurent Linnemer

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2018, issue 129

Sorting Between and Within Industries: A Testable Model of Assortative Matching pp. 1-32 Downloads
John Abowd, Francis Kramarz, Sébastien Pérez-Duarte and Ian M. Schmutte
Environmental Tax Reform under Debt Constraint pp. 33-52 Downloads
Mouez Fodha, Thomas Seegmuller and Hiroaki Yamagami
Natural Disasters: Exposure and Underinsurance pp. 53-83 Downloads
Céline Grislain-Letrémy
Legal Wage Constraints and Capital Accumulation pp. 85-102 Downloads
Damien Gaumont and Daniel Leonard
Does Formal Child Care Availability for 0?3 Year Olds Boost Mothers' Employment Rate? Panel Data Based Evidence from Belgium pp. 103-126 Downloads
Claire Dujardin, Muriel Fonder and Bernard Lejeune
Risk and Unraveling in Labor Markets pp. 127-144 Downloads
Olivier Bos and Martin Ranger

2017, issue 128

Introduction to the Special Issue on Inverse Problems in Econometrics pp. 1-3 Downloads
Jean-Pierre Florens and Anna Simoni
Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence pp. 5-66 Downloads
Nicolas Asin and Jan Johannes
Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models pp. 67-108 Downloads
Senay Sokullu and Sami Stouli
Efficient Estimation Using Regularized Jackknife IV Estimator pp. 109-149 Downloads
Marine Carrasco and Mohamed Doukali
A Specification Test for Nonparametric Instrumental Variable Regression pp. 151-202 Downloads
Patrick Gagliardini and Olivier Scaillet
Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems pp. 203-228 Downloads
Jean-Pierre Florens, Joel L. Horowitz and Ingrid van Keilegom
An Inverse Problem: Recovery of a Distribution Using Wasserstein Barycenter pp. 229-259 Downloads
Eustasio DEL Barrio, Jean-Michel Loubes and Bruno Pelletier
Semiparametric Varying Coefficient Models with Endogenous Covariates pp. 261-295 Downloads
Samuele Centorrino and Jeffrey Racine

2017, issue 127

Editorial: On the Road Again (with New Tyres) pp. 1-7 Downloads
Laurent Linnemer
Measuring Consumer Behavior Using Experimental Data pp. 9-31 Downloads
Philippe Février and Michael Visser
Mobile Access Charges and Collusion under Asymmetry pp. 33-60 Downloads
Edmond Baranes, Stefan Behringer and Jean-Christophe Poudou
Fixed Cost, Variable Cost, Markups and Returns to Scale pp. 61-94 Downloads
Xi Chen and Bertrand Koebel
The Size and Evolution of the Government Spending Multiplier in France pp. 95-122 Downloads
Guillaume Cléaud, Matthieu Lemoine and Pierre-Alain Pionnier
Market and Welfare Effects of Big Box Retail Entry in a Linear City Model with Oligopolistic Competition pp. 123-161 Downloads
Rasha Ahmed, Mark Stater and Michael S. Visser
Joint Design of Emission Tax and Trading Systems pp. 163-201 Downloads
Bernard Caillaud and Gabrielle Demange

2017, issue 125-126

Introduction pp. 1-7 Downloads
Jacques Mairesse, Alain Monfort, Pierre Picard and Alain Trognon
Aversions to Impatience, Uncertainty and Illiquidity pp. 9-39 Downloads
Marie Allard, Camille Bronsard and Christian Gouriéroux
Edmond Malinvaud's Contributions to Microeconomics pp. 41-56 Downloads
Guy Laroque and Bernard Salanié
Some Thoughts on Capital Accumulation, Innovation, and Growth pp. 57-78 Downloads
Philippe Aghion and Peter Howitt
Edmond Malinvaud and the Problem of Statistical Induction pp. 79-111 Downloads
Michel Armatte, Annie L. Cot, Jacques Mairesse and Matthieu Renault
Fragmentation and Wage Inequality: Insights from a Simple Model pp. 113-134 Downloads
Juan Carluccio, Ivar Ekeland and Roger Guesnerie
Edmond Malinvaud - an Economist's Econometrician pp. 135-151 Downloads
Peter Phillips
Malinvaud on Macroeconomic Policy pp. 153-164 Downloads
Henri Sneessens
Managing Natural Capital in Line with Malinvaud's Approach to Efficient Allocation of Capital pp. 165-168 Downloads
Claude Henry
Mr Malinvaud and Econometrics pp. 169-185 Downloads
Pascal Mazodier
Consistent Pseudo-Maximum Likelihood Estimators pp. 187-218 Downloads
Christian Gouriéroux, Alain Monfort and Eric Renault

2016, issue 123-124

Introduction pp. 7-8 Downloads
Serge Darolles, Christian Gourieroux and Sébastien Laurent
Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels pp. 9-28 Downloads
Christian Francq and Jean-Michel Zakoian
Systemic Tail Risk Distribution pp. 29-52 Downloads
Alexis Bienvenüe and Christian Y. Robert
Currency Risk: Comovements and Intraday Cojumps pp. 53-76 Downloads
Jérôme Lahaye
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models pp. 77-101 Downloads
Anne Peguin-Feissolle and Bilel Sanhaji
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices pp. 103-134 Downloads
Luc Bauwens, Manuela Braione and Giuseppe Storti
Do We Need High Frequency Data to Forecast Variances? pp. 135-174 Downloads
Denisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon and Sébastien Laurent
Spread Term Structure and Default Correlation pp. 175-223 Downloads
Patrick Gagliardini and Christian Gourieroux
Intrinsic Liquidity in Conditional Volatility Models pp. 225-245 Downloads
Serge Darolles, Gaelle Le Fol, Christian Francq and Jean-Michel Zakoian
Gauging Liquidity Risk in Emerging Market Bond Index Funds pp. 247-269 Downloads
Serge Darolles, Jérémy Dudek and Gaelle Le Fol
Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options pp. 271-306 Downloads
Alexandru Badescu, Joan del Castillo and Juan-Pablo Ortega
Identification of Mixed Causal-Noncausal Models in Finite Samples pp. 307-331 Downloads
Alain Hecq, Lenard Lieb and Sean Telg
Sparse Graphical Vector Autoregression: A Bayesian Approach pp. 333-361 Downloads
Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin
Immigration Policy and Macroeconomic Performance in France: Corrigendum pp. 363-364 Downloads
Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly

2016, issue 121-122

The Repairman Problem Revisited pp. 7-24 Downloads
Claude Crampes and Jérôme Renault
Dual Sourcing under Risky Public Procurement pp. 25-44 Downloads
Vanessa Valero
Hawks and Doves in Segmented Markets: Profit Maximization with Varying Competitive Aggressiveness pp. 45-66 Downloads
Claude d'Aspremont, Rodolphe Dos Santos Ferreira and Jacques Thépot
Health Prevention and Savings: How to Deal with Fatalism? pp. 67-90 Downloads
Johanna Etner and Meglena Jeleva
Aggregation with Cournot Competition: An Empirical Investigation pp. 91-119 Downloads
Bertrand Koebel and Francois Laisney
?One Muslim is Enough!? Evidence from a Field Experiment in France pp. 121-160 Downloads
Claire L. Adida, David D. Laitin and Marie-Anne Valfort
Evaluating the Effect of Ownership Status on Hospital Quality: The Key Role of Innovative Procedures pp. 161-186 Downloads
Laurent Gobillon and Carine Milcent
Why Not Allow Individuals to Rank Freely? A Scaled Rank-Ordered Logit Approach Applied to Waste Management in Corsica pp. 187-212 Downloads
Olivier Beaumais, Anne Casabianca, Xavier Pieri and Dominique Prunetti
Spatial Competition in the French Supermarket Industry pp. 213-259 Downloads
Stéphane Turolla
Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England pp. 261-277 Downloads
Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion
Immigration Policy and Macroeconomic Performance in France pp. 279-308 Downloads
Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly
Strong Sustainability, Rent and Value-Added Sharing pp. 309-358 Downloads
Jean-François Fagnart, Marc Germain and Alphonse Magnus
The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S pp. 359-384 Downloads
Alban Moura
Should Low-Wage Workers Care About Where They Work? Assessing the Impact of Employer Characteristics on Low-Wage Mobility pp. 385-413 Downloads
Nicole Guertzgen and Anja Heinze
Page updated 2018-06-25