CIRANO Working Papers

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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

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 Long and Antoine Soubeyran

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

Ngo Long and Antoine Soubeyran

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

Peter Christoffersen, Hyunchul Chung and Vihang Errunza

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

René Garcia, Eric Renault and Andrei Semenov

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

Jerome 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

2003s-08: Iterative and Recursive Estimation in Structural Non-Adaptive Models

Sergio Pastorello, Valentin Patilea and Eric Renault

2003s-07: Determinants of Physicians' Decisions to Specialize

Robert Gagné and Pierre Leger

2003s-06: Company Flexibility, the Value of Management and Managerial Compensation

Peter Christoffersen and Andrey Pavlov

2003s-05: Backtesting Value-at-Risk: A Duration-Based Approach

Peter Christoffersen and Denis Pelletier

2003s-04: Towards the Measurement of Process Integration

Benoit Aubert, Betty Vandenbosch and Muriel Mignerat

2003s-03: Informational Regulation of Industrial Safety - An Examination of the U.S. "Local Emergency Planning Committees"""

Bernard Sinclair-Desgagné, Ingrid Peignier and Nathalie de Marcellis-Warin

2003s-02: Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Eric Ghysels, Jean-Pierre Florens, Mikhail Chernov and Marine Carrasco

2003s-01: The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Athanasios Orphanides and Simon van Norden

2002s-93: ARMA Representation of Integrated and Realized Variances

Nour Meddahi

2002s-92: ARMA Representation of Two-Factor Models

Nour Meddahi

2002s-91: Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

Torben Andersen, Tim Bollerslev and Nour Meddahi

2002s-90: Analytic Evaluation of Volatility Forecasts

Torben Andersen, Tim Bollerslev and Nour Meddahi

2002s-89: Les enjeux de l'économie souterraine

Bernard Fortin

2002s-88: Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

Benoit Perron

2002s-87: How Large is Your Reference Group

Claude Montmarquette and François Gardes

2002s-86: Redesigning Teams and Incentives: A Real Effort Experiment with Managers of a Merged Company

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

2002s-85: Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach

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

2002s-84: Models for Bundle Trading in Financial Markets

Jawad Abrache, Teodor Gabriel Crainic and Michel Gendreau

2002s-83: How cost-effective are Canadian IPO markets?

Jean-Marc Suret and Maher Kooli

2002s-82: Species Preservation and Biodiversity Value: A Real Options Approach

Ilhem Kassar and Pierre Lasserre

2002s-81: The Effect of Noise Barriers on the Market Value of Adjacent Residential Properties

Benoit Julien and Paul Lanoie

2002s-80: Comparing the Innovation Performance of Canadian Firms and those of Selected European Countries: An Econometric Analysis

Pierre Mohnen and Pierre Therrien

2002s-79: Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827

Shirley Chenny, Pascal St-Amour and Désiré Vencatachellum

2002s-78: Banks as Insurance Referral Agents? The Convergence of Financial Services: Evidence from the Title Insurance Industry

M. Martin Boyer and Charles M. Nyce

2002s-77: Working Hours of the World Unite? New International Evidence on Worktime, 1870-1900

Michael Huberman

2002s-76: Enforcing Contracts: Should Courts Seek the Truth?

Claude Fluet