Working Papers

From Center for Research in Economics and Statistics
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2016-32: Composite Indirect Inference with Application to Corporate Risks

Christian Gourieroux and Alain Monfort

2016-31: Stationary Bubble Equilibria in Rational Expectation Models

Christian Gourieroux, Joann Jasiak and Alain Monfort

2016-30: Greening lifestyles with good intentions: Cross-country evidence on the association between intention to act and environmentally significant actions

Ivaylo Petev and Philippe Coulangeon

2016-29: Frictional spatial equilibrium

Benoit Schmutz and Modibo Sidibé

2016-28: Campaign spending and legislative election outcomes: Exploiting the French political financing reforms of the mid-1990s

Abel François, Michael Visser and Lionel Wilner

2016-27: Frontier Knowledge and the Creation of Ideas: Evidence from the Collapse of International Science in the Wake of World War I

Alessandro Iaria and Fabian Waldinger

2016-26: The Most Cited Articles from the Top-5 Journals (1991-2015)

Laurent Linnemer and Michael Visser

2016-25: The Effects of Parents’ Lifestyle on Their Children’s Status Attainment and Lifestyle in the Netherlands

Ineke Nagel and Yannick Lemel

2016-24: Obfuscation Incentives of a Monopoly in a Dynamic Framework

Arthur Cazaubiel

2016-23: Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection

Jérémy L'Hour

2016-22: Legal Efficiency and Consistency

Luca Anderlini, Leonardo Felli and Alessandro Riboni

2016-21: Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models

Siddharta Chib, Minchul Shin and Anna Simoni

2016-20: Statistical Inference for Independent Component Analysis: Application to Structural VAR Models

Christian Gourieroux, Alain Monfort and Jean-Paul Renne

2016-19: Structural Dynamic Analysis of Systematic Risk

Laurent Calvet, Veronika Czellar and Christian Gourieroux

2016-18: Robust Analysis of the Martingale Hypothesis

Christian Gourieroux and Joann Jasiak

2016-17: The Role of Sickness in the Evaluation of Job Search Assistance and Sanctions

Gerard van den Berg, Barbara Hofmann and Arne Uhlendorff

2016-16: The Micro Origins of International Business Cycle Comovement

Julian Di Giovanni, Andrei Levchenko and Isabelle Mejean

2016-15: Dynamic Bargaining over Redistribution in Legislatures

Facundo Piguillem and Alessandro Riboni

2016-14: Robust Matrix Completion

Olga Klopp, Karim Lounici and Alexandre Tsybakov

2016-13: Oracle inequalities for network models and sparse graphon estimation

Olga Klopp, Alexandre Tsybakov and Nicolas Verzelen

2016-12: An {l1, l2, l-infinity} Regularization Approach to High-Dimensional Errors-in-variables Models

Alexandre Belloni, Mathieu Rosenbaum and Alexandre Tsybakov

2016-11: Estimation of matrices with row sparsity

Olga Klopp and Alexandre Tsybakov

2016-10: Variable selection with Hamming loss

Cristina Butucea, Natalia Stepanova and Alexandre Tsybakov

2016-09: Minimax Estimation of Linear and Quadratic Functionals on Sparsity Classes

Olivier Collier, Laëtitia Comminges and Alexandre Tsybakov

2016-08: Estimation of Low-Rank Covariance Function

Vald Koltchinskii, Karim Lounici and Alexandre Tsybakov

2016-07: Taxes and Technological Determinants of Wage Inequalities: France 1976-2010

Antoine Bozio, Thomas Breda and Malka Guillot

2016-06: Endogenous Procyclicality of Labor Productivity, Employment, Real Wages and Effort in Conditionally Heteroskedastic Sunspots Unemployment Business Cycles with Negishi-Solow Efficiency Wages

Jean-Michel Grandmont

2016-05: Spillover effect of the Minimum Wage in France: An UnconditionalQuantile Regression

Romain Aeberhardt, Pauline Givord and Claire Marbot

2016-04: Jump filtering and efficient drift estimation for Lévy-Driven SDE’S

Arnaud Gloter, Dasha Loukianova and Hilmar Mai

2016-03: Vine-GARCH process: Stationarity and Asymptotic Properties

Benjamin Poignard and Jean-David Fermanian

2016-02: Debt Hangover in the Aftermath of the Great Recession

Stéphane Auray, Aurélien Eyquem and Paul Gomme

2016-01: Episodes of War and Peace in an Estimated Open Economy Model

Stéphane Auray and Aurélien Eyquem

2015-13: Fenêtre sur cour ou Chambre avec vue ? Prix hédoniques de l'immobilier parisien

Mathilde Poulhès

2015-12: Single-index copulae

Jean-David Fermanian and Olivier Lopez

2015-11: Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms

Jean-David Fermanian, Olivier Guéant and Arnaud Rachez

2015-10: Generalized Post-Widder inversion formula with application to statistics

Denis Belomestny, Hilmar Mai and John Schoenmakers

2015-09: Gaussian processes and Bayesian moment estimation

Jean-Pierre Florens and Anna Simoni

2015-08: A Formal Analysis of the Beginnings of Coinage in Antiquity

Jacques Melitz

2015-07: Complementarity or substitutability in networks? Methodology and application to the hospital industry

Philippe Choné and Lionel Wilner

2015-06: Optimal bounds for aggregation of affine estimators

Pierre Bellec

2015-05: Optimal exponenetial bounds for aggregation of density estimators

Pierre Bellec

2015-04: Sharp oracle bounds for monotone and convex regression through aggregation

Pierre Bellec and Alexandre Tsybakov

2015-03: Statistical Inference for Independent Component Analysis

Christian Gourieroux and Alain Monfort

2015-02: Semi-Parametric Estimation of Noncausal Vector Autoregression

Christian Gourieroux and Joann Jasiak

2015-01: Trajectoire des jeunes sur le marché du travail, quartier d’origine et diplôme: une modélisation dynamique

Thierry Kamionka and Xavier Vu Ngoc

2014-50: La fin de l'hypergamie féminine? L’inversion du sens de l'écart entre diplômes des conjoints au fil des cohortes en France

Milan Bouchet-Valat

2014-49: Repenser l’intégration socioéconomique des pieds-noirs en France à l’aide des données de l’Échantillon Démographique Permanent de l’INSEE

Marie-Paule Couto

2014-48: A Long-Term Evaluation of the First Generation of the French Urban Enterprise Zones

Pauline Givord, Simon Quantin and Quantin Trevien

2014-47: Does Endogenous Matching Explain the Family Pay Gap? Evidence from Linked Employer-Employee Data

Lionel Wilner

2014-46: Dynamic Asset Correlations Based on Vines

Benjamin Poignard and Jean-David Fermanian