Annals of Economics and Statistics

1986 - 2025

Current editor(s): Laurent Linnemer

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2017, issue 128

Introduction to the Special Issue on Inverse Problems in Econometrics pp. 1-3

Jean-Pierre Florens and Anna Simoni

Adaptive Non-Parametric Instrumental Regression in the Presence of Dependence pp. 5-66

Nicolas Asin and Jan Johannes

Cross-Validation Selection of Regularisation Parameter(s) for Semiparametric Transformation Models pp. 67-108

Senay Sokullu and Sami Stouli

Efficient Estimation Using Regularized Jackknife IV Estimator pp. 109-149

Marine Carrasco and Mohamed Doukali

A Specification Test for Nonparametric Instrumental Variable Regression pp. 151-202

Patrick Gagliardini and Olivier Scaillet

Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems pp. 203-228

Jean-Pierre Florens, Joel L. Horowitz and Ingrid Van Keilegom

An Inverse Problem: Recovery of a Distribution Using Wasserstein Barycenter pp. 229-259

Eustasio DEL Barrio, Jean-Michel Loubes and Bruno Pelletier

Semiparametric Varying Coefficient Models with Endogenous Covariates pp. 261-295

Samuele Centorrino and Jeffrey Racine

2017, issue 127

Editorial: On the Road Again (with New Tyres) pp. 1-7

Laurent Linnemer

Measuring Consumer Behavior Using Experimental Data pp. 9-31

Philippe Février and Michael Visser

Mobile Access Charges and Collusion under Asymmetry pp. 33-60

Edmond Baranes, Stefan Behringer and Jean-Christophe Poudou

Fixed Cost, Variable Cost, Markups and Returns to Scale pp. 61-94

Xi Chen and Bertrand Koebel

The Size and Evolution of the Government Spending Multiplier in France pp. 95-122

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

Rasha Ahmed, Mark Stater and Michael S. Visser

Joint Design of Emission Tax and Trading Systems pp. 163-201

Bernard Caillaud and Gabrielle Demange

2017, issue 125-126

Introduction pp. 1-7

Jacques Mairesse, Alain Monfort, Pierre Picard and Alain Trognon

Aversions to Impatience, Uncertainty and Illiquidity pp. 9-39

Marie Allard, Camille Bronsard and Christian Gourieroux

Edmond Malinvaud's Contributions to Microeconomics pp. 41-56

Guy Laroque and Bernard Salanié

Some Thoughts on Capital Accumulation, Innovation, and Growth pp. 57-78

Philippe Aghion and Peter Howitt

Edmond Malinvaud and the Problem of Statistical Induction pp. 79-111

Michel Armatte, Annie L. Cot, Jacques Mairesse and Matthieu Renault

Fragmentation and Wage Inequality: Insights from a Simple Model pp. 113-134

Juan Carluccio, Ivar Ekeland and Roger Guesnerie

Edmond Malinvaud - an Economist's Econometrician pp. 135-151

Peter Phillips

Malinvaud on Macroeconomic Policy pp. 153-164

Henri Sneessens

Managing Natural Capital in Line with Malinvaud's Approach to Efficient Allocation of Capital pp. 165-168

Claude Henry

Mr Malinvaud and Econometrics pp. 169-185

Pascal Mazodier

Consistent Pseudo-Maximum Likelihood Estimators pp. 187-218

Christian Gourieroux, Alain Monfort and Eric Renault

2016, issue 123-124

Introduction pp. 7-8

Serge Darolles, Christian Gourieroux and Sébastien Laurent

Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels pp. 9-28

Christian Francq and Jean-Michel Zakoian

Systemic Tail Risk Distribution pp. 29-52

Alexis Bienvenüe and Christian Y. Robert

Currency Risk: Comovements and Intraday Cojumps pp. 53-76

Jérôme Lahaye

Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models pp. 77-101

Anne Péguin-Feissolle and Bilel Sanhaji

Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices pp. 103-134

Luc Bauwens, Manuela Braione and Giuseppe Storti

Do We Need High Frequency Data to Forecast Variances? pp. 135-174

Denisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon and Sébastien Laurent

Spread Term Structure and Default Correlation pp. 175-223

Patrick Gagliardini and Christian Gourieroux

Intrinsic Liquidity in Conditional Volatility Models pp. 225-245

Serge Darolles, Gaelle Le Fol, Christian Francq and Jean-Michel Zakoian

Gauging Liquidity Risk in Emerging Market Bond Index Funds pp. 247-269

Serge Darolles, Jérémy Dudek and Gaelle Le Fol

Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options pp. 271-306

Alexandru Badescu, Joan del Castillo and Juan-Pablo Ortega

Identification of Mixed Causal-Noncausal Models in Finite Samples pp. 307-331

Alain Hecq, Lenard Lieb and Sean Telg

Sparse Graphical Vector Autoregression: A Bayesian Approach pp. 333-361

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

Immigration Policy and Macroeconomic Performance in France: Corrigendum pp. 363-364

Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly

2016, issue 121-122

The Repairman Problem Revisited pp. 7-24

Claude Crampes and Jérôme Renault

Dual Sourcing under Risky Public Procurement pp. 25-44

Vanessa Valero

Hawks and Doves in Segmented Markets: Profit Maximization with Varying Competitive Aggressiveness pp. 45-66

Claude d'Aspremont, Rodolphe Dos Santos Ferreira and Jacques Thépot

Health Prevention and Savings: How to Deal with Fatalism? pp. 67-90

Johanna Etner and Meglena Jeleva

Aggregation with Cournot Competition: An Empirical Investigation pp. 91-119

Bertrand Koebel and Francois Laisney

?One Muslim is Enough!? Evidence from a Field Experiment in France pp. 121-160

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

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

Olivier Beaumais, Anne Casabianca, Xavier Pieri and Dominique Prunetti

Spatial Competition in the French Supermarket Industry pp. 213-259

Stéphane Turolla

Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England pp. 261-277

Stéphane Auray, Aurélien Eyquem and Frédéric Jouneau-Sion

Immigration Policy and Macroeconomic Performance in France pp. 279-308

Hippolyte d'Albis, Ekrame Boubtane and Dramane Coulibaly

Strong Sustainability, Rent and Value-Added Sharing pp. 309-358

Jean-François Fagnart, Marc Germain and Alphonse Magnus

The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S pp. 359-384

Alban Moura

Should Low-Wage Workers Care About Where They Work? Assessing the Impact of Employer Characteristics on Low-Wage Mobility pp. 385-413

Nicole Guertzgen and Anja Heinze