Working Papers

From Center for Research in Economics and Statistics
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2018-01: About Kendall's regression

Alexis Derumigny and Jean-David Fermanian

2017-92: Homogeneous Besov and Triebel–Lizorkin spaces associated tonon-negative self-adjoint operators

Athanasios G. Georgiadis, Gérard Kerkyacharian,, Georges Kyriazis and Pencho Petrushev

2017-91: Hardy spaces associated with non-negative self-adjoint operators

Shia Dekel, Gérard Kerkyacharian,, Georges Kyriazis and Pencho Petrushev

2017-90: Regularity of Gaussian Processes on Dirichlet spaces

Gérard Kerkyacharian,, Shigeyoshi Ogawa, Pencho Petrushev and Dominique Picard

2017-89: Insurance Between Firms: The Role of Internal Labor Markets

Giacinta Cestone, Chiara Fumagalli, Francis Kramarz and Giovanni Pica

2017-88: Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale

Bastien Alonzo, Philippe Drobinski, Riwal Plougonven and Peter Tankov

2017-87: Optimal management of a wind power plant with storage capacity

Jérôme Collet, Olivier Féron and Peter Tankov

2017-86: Computational Optimal Transport

Gabriel Peyré and Marco Cuturi

2017-85: Log-PCA versus Geodesic PCA of histograms in the Wasserstein space

Elsa Cazelles, Vivien Seguy, Jérémie Bigot, Marco Cuturi and Nicolas Papadakis

2017-84: Wasserstein Dictionary Learning: Optimal Transport-based unsupervised non-linear dictionary learning

Morgan A. Schmitz, Matthieu Heitz, Nicolas Bonneel, Fred Ngolè and David Coeurjolly

2017-83: Learning Generative Models with Sinkhorn Divergences

Aude Geneway, Gabriel Peyré and Marco Cuturi

2017-82: Sliced Wasserstein Kernel for Persistence Diagrams

Mathieu Carrière, Marco Cuturi and Steve Oudot

2017-81: Soft-DTW: a Differentiable Loss Function for Time-Series

Marco Cuturi and Mathieu Blondel

2017-80: Nation-Building, Nationalism, and Wars

Alberto Alesina, Bryony Reich and Alessandro Riboni

2017-79: Measuring individual risk-attitudes: an experimental comparison between Holt & Laury measure and an insurance-choices-based procedure

Anne Corcos, François Pannequin and Claude Montmarquette

2017-78: Compulsory insurance and voluntary self-insurance: substitutes or complements? A matter of risk attitudes

François Pannequin and Anne Corcos

2017-77: Shapes of implied volatility with positive mass at zero

Stefano De Marco, Caroline Hillairet and Antoine Jacquier

2017-76: Trading against disorderly liquidation of a large position under asymmetric information and market impact

Caroline Hillairet, Cody Hyndman, Ying Jiao and Renjie Wang

2017-75: Pricing formulae for derivatives in insurance using the Malliavin calculus

Caroline Hillairet and Ying Jiao

2017-74: Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint

Nicole El Karoui, Caroline Hillairet and Mohamed Mrad

2017-73: Decentralized leadership in a federation and competition for mobile firms: Does economic integration matter?

Thierry Madiès and Emmanuelle Taugourdeau

2017-72: Nonparametric imputation by data depth

Pavlo Mozharovskyi, Julie Josse and François Husson

2017-71: Fast computation of Tukey trimmed regions and median in dimension p > 2

Xiaohui Liu, Karl Mosler and Pavlo Mozharovskyi

2017-70: Linear wavelet estimation of the derivatives of a regression function based on biased data

Yogendra P. Chaubey, Christophe Chesneau and Fabien Navarro

2017-69: A note on the adaptive estimation of the di?erential entropy by wavelet methods

Christophe Chesneau, Fabien Navarro and Oana Silvia Serea

2017-68: On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator

Christophe Chesneau and Fabien Navarro

2017-67: Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

Fabien Navarro and Adrien Saumard

2017-66: Parametric estimation of hidden Markov models by least squares type estimation and deconvolution

Christophe Chesneau, Salima El Kolei and Fabien Navarro

2017-65: E?ciency of the V-fold model selection for localized bases

Fabien Navarro and Adrien Saumard

2017-64: Heterogeneity, Convergence and Imbalances in the Euro Area

Stéphane Auray and Aurélien Eyquem

2017-63: Unemployment, Borrowing Constraints and Stabilization Policies

Stéphane Auray and Aurélien Eyquem

2017-62: Ramsey-optimal Tax Reforms and Real Exchange Rate Dynamics

Stéphane Auray, Aurélien Eyquem and Paul Gomme

2017-61: Debt Hangover in the Aftermath of the Great Recession

Stéphane Auray, Aurélien Eyquem and Paul Gomme

2017-60: Banks, Sovereign Risk and Unconventional Monetary Policies

Stéphane Auray, Aurélien Eyquem and Mairesse Xiaofei

2017-59: Dynamic Comparative Advantage, Directed Mobility Across Sectors, and Wages

Stéphane Auray, David Fuller, Damba Lkhagvasuren and Antoine Terracol

2017-58: Unemployment Insurance Take-up Rates in an Equilibrium Search Model

Stéphane Auray, David Fuller and Damba Lkhagvasuren

2017-57: Employment protection legislation impacts on capital and skill composition

Gilbert Cette, Jimmy Lopez and Jacques Mairesse

2017-56: A general model of price competition with soft capacity constraints

Marie-Laure Cabon-Dhersin and Nicolas Drouhin

2017-55: Financing innovative green projects with asymmetric information and costly public funds

Guy Meunier and Jean-Pierre Ponssard

2017-54: Uninsured Unemployment Risk and Optimal Monetary Policy

Edouard Challe

2017-53: Improved bounds for Square-Root Lasso and Square-Root Slope

Alexis Derumigny

2017-52: Preferences under ignorance

Olivier Gossner and Christoph Kuzmics

2017-51: A normalized value for information purchases

Antonio Cabrales, Olivier Gossner and Roberto Serrano

2017-50: Optimal Illusion of Control and Related Perception Biases

Olivier Gossner and Jakub Steiner

2017-49: An instrumental approach to the value of information

Michel De Lara and Olivier Gossner

2017-48: Frictional Labor Mobility

Benoit Schmutz and Modibo Sidibé

2017-47: Are Inclusionary Housing Programs Color-blind? The Case of Montgomery County MPDU Program

Adji Fatou Diagne, Haydar Kurban and Benoit Schmutz

2017-46: The Interconnections Between Services and Goods Trade at the Firm-Level

Andrea Ariu, Holger Breinlich, Gregory Corcos and Giordano Mion

2017-45: Platform Price Parity Clauses with Direct Sales

Bjørn Olav Johansen and Thibaud Vergé

2017-44: Secret contracting in multilateral relations

Patrick Rey and Thibaud Vergé