Working Papers

From Center for Research in Economics and Statistics
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2013-46: On the jeffreys-Lindley's Paradox

Christian P. Robert

2013-45: Bayesian Computational Tools

Christian P. Robert

2013-44: Objective bayesian Hypothesis Testing in Binomial Regression Models with Integral Prior Distributions

Diego Salmeron, Juan Antonio Cano and Christian Robert

2013-43: Two discussions of the paper "Bayesian Measures of Model Complexity and Fit" by D. Spiegelhalter et al

Elias Moreno, Francisco-José Vazquez-Polo and Christian Robert

2013-42: Imortance Sampling Schemes for Evidence Approximation in Mixture Models

Jeong Eun Lee and Christian Robert

2013-41: On the Particle Gibbs Sampler

Nicolas Chopin and Sumeetpal Singh

2013-40: Pivotal Estimation in High-Dimensional Regression via Linear Programming

Eric Gautier and Alexandre Tsybakov

2013-39: Optimal Exponential Bounds on the Accuracy of Classification

Gerard Kerkyacharian, Alexandre Tsybakov, Vladimir Templyakov, Dominique Picard and Vladimir Koltchinskii

2013-38: Empirical Entropy, Minimax Regret and Minimax Risk

Alexander Rakhlin, Karthik Sridharan and Alexandre Tsybakov

2013-37: Upstream Product Market Regulations, ICT, R&D and Productivity

Gilbert Cette, Jimmy Lopez and Jacques Mairesse

2013-36: Information acquisition and the value of bad news

Alessandro Ispano

2013-35: Procyclité des Régulations des Marchés Financiers

Stéphane Auray and Christian Gourieroux

2013-34: Minimax Rates in Permutation Estimation for Feature Matching

Olivier Collier and Arnak Dalalyan

2013-33: Curve registration by Nonparametric goodness-of-fit Testing

Olivier Collier and Arnak Dalalyan

2013-32: On Clustering Procedures and Nonparametric Mixture Estimation

Stéphane Auray, Nicolas Klutchnikoff and Laurent Rouvière

2013-31: Adaptive Density Estimation in Deconvolution Problems with Unknown Error Distribution

Johanna Kappus and Gwennaelle Mabon

2013-30: Sparse High-dimensional Varying Coefficient Model: Non-asymptotic Minimax Study

Olga Klopp and Marianna Pensky

2013-29: Oil Price: The nature of the Shocks and the Impact on the French Economy

Jean-Baptiste Bernard and Guillaume Cleaud

2013-28: The Frontier of indeterminacy in a Neo-Keynesian Model with Staggered Prices and Wages

Alexis Blasselle and Aurélien Poissonnier

2013-27: The Limits of Granularity Adjustments

Jean-David Fermanian

2013-26: On the Stationarity of Dynamic Conditional Correlation Models

Jean-David Fermanian and Hassan Malongo

2013-25: A Asymptotic Total Variation Test for Copulas

Jean-David Fermanian, Dragan Radulovic and Marten Wegkamp

2013-24: The Implementation of Stabilization Policy

Olivier Loisel

2013-23: The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme

Serge Darolles and Christian Gourieroux

2013-22: The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The High Water Mark Scheme

Serge Darolles and Christian Gourieroux

2013-21: Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations ?

Frédérique Bec and Matteo Mogliani

2013-20: Funding Liquidity Risk from A Regulatory Perspective

Christian Gourieroux and Jean-Cyprien Héam

2013-19: Bayesian Optimal Adaptive Estimation Using a Sieve prior

Julyan Arbel, Ghislaine Gayraud and Judith Rousseau

2013-18: The Impact of Retail Mergers on Food Prices: Evidence from France

Marie-Laure Allain, Claire Chambolle, Stéphane Turolla and Sofia Villas-Boas

2013-17: Endogenous Attrition in Panels

Laurent Davezies and Xavier D'Haultfoeuille

2013-16: Long Term Care and Longevity

Christian Gourieroux and Yang Lu

2013-15: Natural Disters: Exposure and Underinsurance

Celine Grislain-Letremy

2013-14: The Effect of Public Policies on Consumers' Preferences: Lessons from the French Automobile Market

Xavier D'Haultfoeuille, Isis Durrmeyer and Philippe Février

2013-13: Does Job Insecurity Deteriorate Health ? A Causal Approach for Europe

Eve Caroli and Mathilde Godard

2013-12: Unemployment Insurance Take-up Rate"s in an Equilibrium Search Model

Stéphane Auray, David Fuller and Damba Lkhagvasuren

2013-11: Inference in Non Stationary Asymmetric Garch Models

Christian Francq and Jean-Michel Zakoian

2013-10: Will Sooner Be Better ? The Impact of Early Preschool Enrollment on Cognitive and Noncognitive Achievement of Children

Olivier Filatriau, Denis Fougere and Maxime To

2013-09: Love and Death: A Freund Model with Frailty

Christian Gourieroux and Yang Lu

2013-08: Les propriétés sociales des conducteurs de 4X4: Style de vie et rapport à l'espace

Yoann Demoli

2013-07: Was there a "Greenspan conundrum" in the Euro Area ?

Gildas Lame

2013-06: Liquidation Equilibrium with Seniority and Hidden CDO

Christian Gourieroux, Jean-Cyprien Héam and Alain Monfort

2013-05: Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives

Christian Gourieroux, Joann Jasiak and Peng Xu

2013-04: Explosive Bubble Modelling by Noncausal Process

Christian Gourieroux and Jean-Michel Zakoian

2013-03: Pricing Default Events: Surprise, Exogeneity and Contagion

Christian Gourieroux, Alain Monfort and Jean-Paul Renne

2013-02: The Productive Government Spending Multiplier, In and Out of The Zero Lower Bound

Jordan Roulleau-Pasdeloup

2013-01: Is Counseling Welfare Recipients Cost-Effective ? Lessons from a Random Experiment

Bruno Crépon, Marc Gurgand, Thierry Kamionka and Laurent Lequien

2012-36: Survival of Hedge Funds: Frailty vs Contagion

Serge Darolles, Patrick Gagliardini and Christian Gourieroux

2012-35: Robust Portfolio Allocation with Systematic Risk Contribution Restrictions

Serge Darolles, Christian Gourieroux and Emmanuelle Jay

2012-34: Optimal Monetary and Prudential Policies

Fabrice Collard, Harris Dellas, Behzad Diba and Olivier Loisel

2012-33: Welfare Reversal in Monetary Union

Stéphane Auray and Aurélien Eyquem