CIRANO Working Papers

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2004s-04: The Econometrics of Option Pricing

René Garcia, Eric Ghysels and Eric Renault

2004s-03: The Living Arrangement Dynamics of Sick, Elderly Individuals

Benoit Dostie and Pierre Leger

2004s-02: The Protection of Innovations

Gamal Atallah

2004s-01: The Allocation of Resources to Cooperative and Noncooperative R&D

Gamal Atallah

2003s-70: Merging Automobile Insurance Regulatory Bodies: The Case of Atlantic Canada

M. Martin Boyer and Joerg Schiller

2003s-69: Redesigning Teams and Incentives in a Merger: An Experiment with Managers and Students

Claude Montmarquette, Jean-Louis Rullière, Marie Claire Villeval and Romain Zeiliger

2003s-68: Econometric Models of Student Loan Repayment in Canada

Marie Connolly, Claude Montmarquette and Ali Béjaoui

2003s-67: Auction versus Dealership Markets

Moez Bennouri

2003s-66: Competition and Performance: The Different Roles of Capital and Labor

Pierre Mohnen and Thijs ten Raa

2003s-65: The Integrated Product Policy and the Innovation Process: An Overview

Bernard Sinclair-Desgagné, Dina Feigenbaum and Émilie Pawlak

2003s-64: Directors' and Officers' Insurance and Shareholders' Protection

M. Martin Boyer

2003s-63: The Paradox of Precaution

Pauline Barrieu and Bernard Sinclair-Desgagné

2003s-62: Assessing the Impact of Non-Response on the Treatment Effect in the Canadian Self-Sufficiency Experiment

Thierry Kamionka and Guy Lacroix

2003s-61: Short Run and Long Run Causality in Time Series: Inference

Jean-Marie Dufour, Denis Pelletier and Eric Renault

2003s-60: Complementarities in Innovation Policy

Pierre Mohnen and Lars-Hendrick Röller

2003s-59: The Role of Country and the Effectiveness of Compensation Strategies in Technology-Intensive Firms

Michel Tremblay and Denis Chênevert

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 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 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 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 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 Maheu and Thomas 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

David 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 Paarsch and Jacques Robert

2003s-31: Implementing the Optimal Auction

Bernard Caillaud and Jacques Robert

2003s-30: Advertising Restrictions and Competition in the Children's Breakfast Cereal Industry

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

Robert Clark and Désiré Vencatachellum