Working Papers

From Center for Research in Economics and Statistics
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99-46: Orthogonality of the Sheffer Polynomials Associated to a Lévy Process

Denys Pommeret

99-45: Orthogonal and Pseudo-orthogonal multidimensional Appell Polynomials

Denys Pommeret

99-44: Nonlinear Innovations and Impulse Response

Christian Gourieroux and Joann Jasiak

99-43: Two Adaptive Rates of Convergence in Pointwise Density Estimation

Cristina Butucea

99-42: Exact Asymptotics for Nonparametric Density Estimation from Dependent Data

Cristina Butucea and Michael H, Neumann

99-41: b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models

Marine Carrasco and Xiaohong Chen

99-40: Coordinating Agents’ Actions: The Influence of Macroeconomic Information on Firm-Level Expectations

Stéphane Gregoir and Fabrice Lenglart

99-39: Is it Harmful to Allow partial Cooperation ?

Paul Beaudry, Pierre Cahuc and Hubert Kempf

99-38: Job Protection, Minimum Wage and Unemployment

Pierre Cahuc and Andre Zylberberg

99-37: Small-Sample Likelihood-Based Inference in the ARFIMA Model

Offer Lieberman, Judith Rousseau and David M, Zucker

99-36: The Impact of Information on Wine Auction Prices: Results of an Experiment

Sébastien Lecocq, Thierry Magnac, Marie-Laure Pichery and Michael Visser

99-35: Small Sample Asymptotics for the Sample Autocorrelation Function under Long Range Dependence

Offer Lieberman, Judith Rousseau and David M, Zucker

99-34: Spatial Statistics Applied to Environmental Problems in the Life and Medical Sciences

Noel Cressie

99-33: Monopole Télévisuel et Publiphobie

Nathalie Sonnac

99-32: Bartlett Identities Tests

Andrew Chesher, Geert Dhaene, Christian Gourieroux and Olivier Scaillet

99-31: Breaking Down Married Female Non-Employment in France

Guy Laroque and Bernard Salanié

99-30: Moral Hazard, Land Fertility and Sharecropping in a Rural Area of the Philippines

Pierre Dubois

99-29: Model Selection for (Auto-) Regression with Dependent Data

Yannick Baraud, Fabienne Comte and Gabrielle Viennet

99-28: Output Dynamics and the Workweek of Capital

Fabrice Collard and Martial Dupaigne

99-27: Estimation and Applications of Gegenbauer Processes

Laurent Ferrara and Dominique Guegan

99-26: Collusion et politique de la concurrence en information asymétrique

Thierry Pénard and Saïd Souam

99-25: Labor Force Participation and Unemployment

Pascal Belan and Philippe Michel

99-24: An a -Level Adaptive Test for Regression Models via Regressogram Selection

Emmanuel Guerre and Offer Lieberman

99-23: Guide pratique des séries non stationnaires

Bernard Salanié

99-22: Housing, Land Prices, and the Link between Growth and Saving

Angus Deaton and Guy Laroque

99-21: Fast Development with a Stable Income Distribution: Taiwan, 1979-1994

François Bourguignon, Martin Fournier and Marc Gurgand

99-20: Female Labor Supply in the Course of Taiwans’s Development, 1979-1994

François Bourguignon, Martin Fournier and Marc Gurgand

99-19: Selection in the Educational System and in Social Elites: A Comparison between France and the United States

Dominique Goux and Eric Maurin

99-18: First-Price Auctions when the Ranking of Valuations is Common Knowledge

Michael Landsberger, Jacob Rubinstein, Elmar Wolfstetter and Shmuel Zamir

99-17: The Balance of Power Between Producers and Retailers: A Differentiation Model

Marie-Laure Allain

99-16: Identifying Dynamic Discrete Choice Models: An Application to School-Leaving in France

Thierry Magnac and David Thesmar

99-15: On the Maximal and Minimal Excursion Endpoints of the Partial Sum Process

Alexandre M, Berred

99-14: Computational and Inferential Difficulties with Mixture Posterior Distributions

Gilles Celeux, Merrilee Hurn and Christian P, Robert

99-13: Distributions implicites anormales des taux de change

Antoine Frachot, Jean-Paul Laurent and Olivier Pichot

99-12: Working 40 hours or Not-Working 39: Lessons from the 1981 Mandatory Reduction of Weekly Working Hours

Bruno Crépon and Francis Kramarz

99-11: Normalité asymptotique de l’estimateur empirique de l’opérateur d’autocorrélation d’un processus ARH(1)

André Mas

99-10: Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo

Christian P, Robert, Tobias Ryden and David M, Titterington

99-09: Building a Consistent Pricing Model from Observed Option Prices

Jean-Paul Laurent and Dietmar PJ. Leisen

99-08: Dynamic Factor Models

Christian Gourieroux and Joann Jasiak

99-07: Variance Optimal Cap Pricing Models

Jean-Paul Laurent and Olivier Scaillet

99-06: Conditional Dominance Criteria: Definition and Application to Risk-Management

Griselda Deelstra, Martino Grasselli and Pierre-François Koehl

99-05: Altruism and International Labour Migration

Damien Gaumont and Alice Mesnard

99-04: Part-Year Employment, Slow Reemployment and Earnings Losses: The Case of Worker Displacement in France

David Margolis

99-03: Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process

Offer Lieberman, Judith Rousseau and David M, Zucker

99-02: Fixed-term Contracts and the Dynamics of Labour Demand

Dominique Goux, Eric Maurin and Marianne Pauchet

99-01: Functional Indirect Inference

Monica Billio and Alain Monfort

98-58: Combining Micro and Macro Unemployment Duration Data

Gerard van den Berg and Bas Van der Klmaauw

98-57: Modelization and Nonparametric Estimation for a Dynamical System with Noise

Delphine Blanke, Denis Bosq and Dominique Guegan

98-56: Optimality of Neighbour Balanced Designs

Pierre Druilhet

98-55: Kernel Based Nonlinear Canonical Analysis

Serge Darolles, Jean-Pierre Florens and Christian Gourieroux