Working Papers

From Center for Research in Economics and Statistics
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2002-18: Panel Binary Variables and Individual Effects: Generalizing Conditional Logit

Thierry Magnac

2002-17: Asymmetry of Information, Market Liquidity and the Activity of the Specialist on the NYSE

Thierry Kamionka

2002-16: Optimal Speed Nonparametric Density Estimation for One-Dimensional Dynamical Systems

Salim Lardjane

2002-15: Wealth Effects, Moral Hazard and Adverse Selection in a Principal-Agent Model

Marie-Cecile Fagart

2002-14: Auditing Policies and Information Systems in a Principal-Agent Model

Marie-Cecile Fagart and Bernard Sinclair-Desgagné

2002-13: Laplace Expansions in MCMC Algorithms for Latent Variable Models

Chantal Guihenneuc and Judith Rousseau

2002-12: A Mixture Approach to Bayesian Goodness of Fit

Christian P, Robert and Judith Rousseau

2002-11: Testing Contract Theory: A Survey of Some Recent Work

Pierre Chiappori and Bernard Salanié

2002-10: Salaire minimum et emploi en presence de négociations salariales

Guy Laroque and Bernard Salanié

2002-09: Econometrics of Share Auctions

Philippe Février, Raphaële Préget and Michael Visser

2002-08: Testing for the Mean of Random Curves: from Penalization to Dimension Selection

André Mas

2002-07: Structure verticale d’un réseau de distribution de drogues illicites et politique répressive optimale

Sylvaine Poret

2002-06: Weak Convergence of Empirical Copula Processes

Jean-David Fermanian, Dragan Radulovic and Marten Wegkamp

2002-05: Why did the Term Structure of Interest Rates Lose its Predictive Power ?

Caroline Jardet

2002-04: Selection Bias Correction Based on the Multinomial Logit Model

François Bourguignon, Martin Fournier and Marc Gurgand

2002-03: Nonparametric Bayesian Estimation of Level Sets

Ghislaine Gayraud and Judith Rousseau

2002-02: Panel and Pseudo-Panel Estimation of Cross-Sectional and Time Series Elasticities of Food Consumption: The Case of American and Polish Data

François Gardes, Greg Duncan, Patrice Gaubert and Christophe Starzec

2002-01: Knut Wicksell and the Challenges Faced by Capital Theory

Edmond Malinvaud

2001-44: Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation

Nicolas Chopin and Florian Pelgrin

2001-43: Density Estimation in a Separable Metric Space

Sophie Niang

2001-42: Prises de participations et expropriation des actionnaires minoritaires

Patricia Charlety, Marie-Cecile Fagart and Saïd Souam

2001-41: Perturbation Approach Applied to the Asymptotic Study of Random Operators

André Mas and Ludovic Menneteau

2001-40: Attitude Towards Information and Non-Expected Utility Preferences: A Characterization by Choice Functions

Marc-Arthur Diaye and Jean-Max Koskievic

2001-39: A Fast Subsampling Method for Nonlinear Dynamic Models

Han Hong, Olivier Scaillet and Elie Tamer

2001-38: Estimation in Discrete Parameter Models

Christine Choirat and Raffaello Seri

2001-37: Unemployment Compensation Finance and Labor Market Rigidity

Pierre Cahuc and Franck Malherbet

2001-36: Job Protection and Aggregate Employment Fluctuations: A Reappraisal

Olivier L'Haridon and Franck Malherbet

2001-35: Weak Dependence: Models and Applications

Patrick Ango Nze and Paul Doukhan

2001-34: Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering

Nicolas Chopin

2001-33: Controlled MCMC for Optimal Sampling

Christophe Andrieu and Christian P, Robert

2001-32: Collective Labor Supply: Heterogeneity and Nonparticipation

Richard Blundell, Pierre Chiappori, Thierry Magnac and Costas Meghir

2001-31: Local Likelihood Density Estimation and Value at Risk

Christian Gourieroux and Joann Jasiak

2001-30: Buy or Wait, That is the Option. The Buyer’s Option in Sequential Laboratory Auctions

Philippe Fevrier, Laurent Linnemer and Michael Visser

2001-29: Reversible Jump MCMC Converging to Birth-and-Death MCMC and More General Continuous Time Samplers

Olivier Cappe, Christian P, Robert and Tobias Ryden

2001-28: Tails and Extremal Behaviour of Stochastic Unit Root Models

Christian Gourieroux and Christian Yann Robert

2001-27: The World According to GARP: Non-parametric Tests of Demand Theory and Rational Behavior

Marc-Arthur Diaye, François Gardes and Christophe Starzec

2001-26: Optimal Incentives for Labor Force Participation

Philippe Choné and Guy Laroque

2001-25: Ajustement des prix bid et ask en présence d'information privée

Cécile Boyer, Christian Gourieroux and Gaelle Le Fol

2001-24: Risk Mutualization and Competition in Insurance Market

Marie-Cecile Fagart, Nathalie Fombaron and Meglena Jeleva

2001-23: An Aggregation Problem: The Demand for Unskilled Labour

Edmond Malinvaud

2001-22: Structure Adaptative Approach for Dimension Reduction

Myriam Hristache, Anatole Juditsky, Jörg Polzehl and Vladimir Spokoiny

2001-21: Compound Autoregressive Models

Serge Darolles, Christian Gourieroux and Joann Jasiak

2001-20: Conditions for Optimality in Experimental Designs

Pierre Druilhet

2001-19: On the (Intradaily) Seasonality and Dynamics of a Financial Point Process: A Semiparametric Approach

David Veredas, Juan Rodriguez-Poo and Antoni Espasa

2001-18: Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems

Laurence Lescourret and Thierry Foucault

2001-17: Sur l’agrégation de la demande de travail non-qualifié

Edmond Malinvaud

2001-16: Do Firms Really Share Rents with their Workers

David Margolis and Kjell G Salvanes

2001-15: The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men

Lucie Gilbert, Thierry Kamionka and Guy Lacroix

2001-14: The Governance of Subsidiaries: Separation of Ownership and Control

David Thesmar

2001-13: A Nonparametric Simulated Maximum Likelihood Estimation Method

Jean-David Fermanian and Bernard Salanié