Working Papers

From Center for Research in Economics and Statistics
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2007-22: Nonparametric Identification and Estimation of a Common Value Auction Model

Philippe Février

2007-21: Identification and Estimation of Incentive Problems: Adverse Selection

Xavier D'Haultfoeuille and Philippe Février

2007-20: Using Empirical Likelihood to Combine Data: Application to Food Risk Assessment

Amélie Crepet, Hugo Harari-Kermadec and Jessica Tressou

2007-19: Switching VARMA Term Structure Models - Extended Version

Alain Monfort and Fulvio Pegoraro

2007-18: Econometric Asset Pricing Modelling

Henri Bertholon, Alain Monfort and Fulvio Pegoraro

2007-17: On the Optimality of a Minimum Wage: New Insights from Optimal Tax Theory"

Mathis Hungerbühler and Etienne Lehmann

2007-16: A Search Model of Unemployment and Inflation"

Etienne Lehmann

2007-15: National Origin Wage Differentials in France. Evidence from Matched Employer-Employee Data"

Romain Aeberhardt and Julien Pouget

2007-14: The Structural Change and the Endogeneity Bias of the College Premium in the United States 1968-2001"

Fabrice Murtin

2007-13: La dimension maritale du processus d’intégration des immigrés en France: Inter-mariage et emploi

Mirna Safi

2007-12: One for All and All for One: Regression Checks with Many Regressors"

Pascal Lavergne and Valentin Patilea

2007-11: On the Estimation of the Joint Distribution in Regression Models with Censored Responses

Olivier Lopez

2007-10: Quatre Observations sur la mobilité résidentielle en France métropolitaine

Jean-François Royer

2007-09: Assessing the Stability of the Collective Labour Supply Model: The Russian Financial Crisis as a Natural Experiment

Natalia Radtchenko and Guy Lacroix

2007-08: Intra-household Welfare Distribution by a New Method of the Sharing Rule Identification

Natalia Radtchenko

2007-07: How do Spouses Share their Full Income?: Identification of the Sharing Rule Using Self-reported Income

Ekaterina Kalugina, Natalia Radtchenko and Catherine Sofer

2007-06: Education in France during World War II and Subsequent Mortality

Laurent Lequien

2007-05: The Effect of Location on Finding a Job in the Paris Region

Laurent Gobillon, Thierry Magnac and Harris Selod

2007-04: The Effects of Segregation and Spatial Mismatch on Unemployment: Evidence from France

Laurent Gobillon and Harris Selod

2007-03: National Origin Wage Differentials in France

Romain Aeberhardt and Julien Pouget

2007-02: Innovation and Skill Upgrading: The Role of External vs Internal Labour Markets

Luc Behagel, Eve Caroli and Emmanuelle Walkowiak

2007-01: Nonparametric Lack-of-fit Tests for Parametric Mean-Regression Model with Censored Data

Olivier Lopez and Valentin Patilea

2006-35: La dynamique des inégalités de revenu en France rural et urbaine (1984-2002)

Luc Behagel

2006-34: Occupation, Gender and Social Status. Questioning the Gender-Neutrality of Status Scales in Contemporary France

Anne-Sophie Cousteaux

2006-33: Sensitivity Analysis of Distortion Risk Measures

Christian Gourieroux and Wei Liu

2006-32: On the Completeness Condition in Nonparametric Instrumental Problems

Xavier D'Haultfoeuille

2006-31: (Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution

Christian Gourieroux and Alain Monfort

2006-30: A Degeneracy in the Analysis of Volatility and Covolatility Effects

Christian Gourieroux and Joann Jasiak

2006-29: Multi-Lag Term Structure Models with Stochastic Risk Premia

Alain Monfort and Fulvio Pegoraro

2006-28: Pricing and Inference with Mixtures of Conditionally Normal Processes

Henri Bertholon, Alain Monfort and Fulvio Pegoraro

2006-27: Temporary Equilibrium

Jean-Michel Grandmont

2006-26: Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation

Denis Fougere, Hervé Le Bihan and Patrick Sevestre

2006-25: On the Extent of Re-entitlement Effects in Unemployment Compensation"

Javier Ortega and Laurence Rioux

2006-24: Breaking the Curse of Dimensionality in Nonparametric Testing

Pascal Lavergne and Valentin Patilea

2006-23: Slotting Allowances and Conditional Payments

Patrick Rey, Jeanine Miklós-Thal and Thibaud Vergé

2006-22: Delivered Pricing and the Effect of Horizontal Differentiation on Optimal Collusion

Jeanine Miklós-Thal

2006-21: Product Variety and Retail Structure

Marie-Laure Allain and Patrick Waelbroeck

2006-20: A Storage Model with Random Release Rate for Modeling Exposure to Food Contaminants

Patrice Bertail, Stéphan Clémençon and Jessica Tressou

2006-19: Approximate Regenerative-block Bootstrap for Markov Chains: Some Simulation Studies

Patrice Bertail and Stéphan Clémençon

2006-18: Stochastic Nonlinear Schrödinger Equations Driven by a Fractional Noise Well Posedness, Large Deviations and Support

Eric Gautier

2006-17: Efficient Portfolio Analysis Using Distortion Risk Measures

Christian Gourieroux and Wei Liu

2006-16: Negishi-Solow Efficiency Wages, Unemployment Insurance and Dynamic Deterministic Indeterminacy

Jean-Michel Grandmont

2006-15: Innovativity: A Comparison Across Seven European Countries

Pierre Mohen, Jacques Mairesse and Marcel Dagenais

2006-14: The Social Positionning of the French According to the EPCV Survey

Yannick Lemel

2006-13: Dinner in France: An Enduring Dietary Synchronism

Thibault De Saint Pol

2006-12: Technology, Information and the Decentralization of the Firm

Daron Acemoglu, Philippe Aghion, Claire Lelarge, John van Reenen and Fabrizzio Zilibotti

2006-11: Measuring the Evolution of Complex Indicators Theory and Application to the Poverty Rate in France

Fabien Dell and Xavier D'Haultfoeuille

2006-10: Nonlinear Censored Regression Using Synthetic Data

Michel Delecroix, Olivier Lopez and Patilea Patilea

2006-09: Does Patenting Increase the Private Incentives to Innovates ? A Microeconometric Analysis

Emmanuel Duguet and Claire Lelarge

2006-08: Should Low Skilled Work be Subsidized ?

Philippe Choné and Guy Laroque