Working Papers

From Center for Research in Economics and Statistics
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2001-12: Does Entry Regulation Hinder Job Creation ? Evidence from the French Retail Industry

Marianne Bertrand and Francis Kramarz

2001-11: Contrainte de capacité et développement des marques de distributeur: Une analyse de la loi Raffarin

Marie-Laure Allain and Laurent Flochel

2001-10: Nonparametric Estimation of Competing Risks Models with Covariates

Jean-David Fermanian

2001-09: Change in the Functional Structure of Firms and the Demand for Skill

Eric Maurin and David Thesmar

2001-08: Parental Income and School Attendance in a Low-Income Country: A Semi-parametric Analysis

Denis Cogneau and Eric Maurin

2001-07: Changes in Job Stability and their Causes: An Empirical Analysis Method applied to France, 1982-2000

Pauline Givord and Eric Maurin

2001-06: Large and Moderate Deviations Principles for Infinite Dimensional Autoregressive Processes

André Mas and Ludovic Menneteau

2001-05: Density Estimation in Infinite Dimensional Space: Application to Processes of Diffusion Type

Sophie Dabo-Niang

2001-04: Housing Benefic and the Labour Supply. Evidence from the French Minimum Income Program

Cédric Afsa Essafi

2001-03: Testing the Proportional Odds Model under Random Censoring

Jean-Yves Dauxois and Syed Kirmani

2001-02: The Illicit Drug Market: Paradoxical Effects of Law Enforcement Policies

Sylvaine Poret

2001-01: Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets

Laurent Calvet, Jean-Michel Grandmont and Isabelle Lemaire

2000-62: Minima Sociaux et Revenus du Travail en France

Marc Gurgand and David Margolis

2000-61: Child Labor and Economic Growth

Pierre-Emmanuel Couralet

2000-60: Reversed Score and Likelihood Ratio Tests

Geert Dhaene and Olivier Scaillet

2000-59: An Empirical Investigation in Credit Spread Indices

Jean-Luc Prigent, Olivier Renault and Olivier Scaillet

2000-58: La Modélisation des Données Haute Fréquence

Thierry Kamionka

2000-57: Asymmetric Smiles, Leverage Effects and Structural Parameters

René Garcia, Richard Luger and Eric Renault

2000-56: Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

René Garcia, Richard Luger and Eric Renault

2000-55: Exponential Hedging and Pricing under Proportional Transaction Costs

Bruno Bouchard

2000-54: A Note on the Utility Based Option Pricing with Proportional Transaction Cost under Large Risk Aversion

Bruno Bouchard

2000-53: Stochastic targets with Mixed Diffusion Processes and Viscosity Solutions

Bruno Bouchard

2000-52: Stratégies de revente à perte et réglementation

Claire Chambolle

2000-51: The Age and Gender Components of Social Status in France First Results

Yannick Lemel and Lee Rainwater

2000-50: Information Technology and Research and Development Impacts on Productivity and Skills: Looking for Correlations on French Firm Panel Data

Nathalie Greenan, Jacques Mairesse and Agnès Topiol-Bensaid

2000-49: Firm Level Investment and R&D in France and the United States: A Comparison

Benoît Mulkay, Bronwyn Hall and Jacques Mairesse

2000-48: Why are Technological Spillovers Spatially Bounded ? A Theoretical Approach

Edmond Baranes and Jean-Philippe Tropeano

2000-47: Estimating Stochastic Volatility Models: A New Approach Based on ARMA Representations

Christian Francq and Jean-Michel Zakoian

2000-46: Direct Estimation of the Index Coefficient in a Single-Index

Marian Hristache, Anatoli Juditsky and Vladimir Spokoiny

2000-45: A Sequential Particle Filter Method for Static Models

Nicolas Chopin

2000-44: Rao-Blackwellization of Generalized Accept-Reject Schemes

George Casella, Christian P, Robert and Martin T, Wells

2000-43: Explaining the Perfect Sampler

George Casella, Michael Lavine and Christian P, Robert

2000-42: When Backward Integration by a Dominant Firm Improves Welfare

Laurent Linnemer

2000-41: Screening Risk-Averse Agents Under Moral Hazard

Bruno Jullien, Bernard Salanié and François Salanié

2000-40: Empirical Local Time for Processes Observed on a Grid

Serge Darolles and Isabelle Serot

2000-39: Testing Hypotheses in the Functional Linear Model

Hervé Cardot, Frédéric Ferraty, André Mas and Pascal Sarda

2000-38: Weak Convergence for the Covariance Operators of a Hilbertian Linear Process

André Mas

2000-37: Quality Signaling of a Durable Experience Good in Presence of informed Consumers

Laurent Linnemer

2000-36: Quantifying Sensitivity to Initial Conditions for One-dimensional Dynamical Systems

Salim Lardjane

2000-35: Optimality of Neighbour-Balanced Designs for Total Effects

Pierre Druilhet and Ra. Bailey

2000-34: Chi-square Tests when a Nuisance Parameter is Present only under the Alternative

Marine Carrasco

2000-33: Efficient GMM Estimation Using the Empirical Characteristic Function

Marine Carrasco and Jean-Pierre Florens

2000-32: Stationarity of Multivariate Markov-Switching ARMA Models

Christian Francq and Jean-Michel Zakoian

2000-31: A Note on Yardstick Competition under Asymmetric Information

Philippe Choné and Romain Lesur

2000-30: Incentive Effects of Welfare Transfers in Two-Parent Families: An Evaluation Using Experimental Data

Alisa C, Lewin and Eric Maurin

2000-29: Labor Market Institutions and Job Stability. A Firm-Level Analysis of Layoff Risk for High and Low-Seniority Workers

Dominique Goux and Eric Maurin

2000-28: Readers’ Attitudes Toward Press Advertising: Are They Ad-Lovers or Ad-Averse ?

Nathalie Sonnac

2000-27: Horizontal Mergers and Vertical Relationships

Marie-Laure Allain and Saïd Souam

2000-26: Factor ARMA Representation of a Markov Process

Serge Darolles, Jean-Pierre Florens and Christian Gourieroux

2000-25: Using Matching Estimators to Evaluate Alternative Youth Employment Programs: Evidence from France, 1986-1988

Thomas Brodaty, Bruno Crépon and Denis Fougere