Working Papers

From Center for Research in Economics and Statistics
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2011-17: Vertical Integration, Innovation and Foreclosure

Marie-Laure Allain, Claire Chambolle and Patrick Rey

2011-16: Leaving the Door Ajar: Nonlinear Pricing by a Dominant Firm

Philippe Choné and Laurent Linnemer

2011-15: Optimal Redistributive Taxation with both Labor Supply and Labor Demand Responses

Laurence Jacquet, Etienne Lehmann and Bruno Van der Linden

2011-14: Privileged Information Exacerbates Market Volatility

Gabriel Desgranges and Stephane Gauthier

2011-13: High-Dimensional Instrumental Variables Regression and Confidence Sets

Eric Gautier and Alexandre Tsybakov

2011-12: Joint Econometric Modeling of Spot Electricity Prices, Forwards and Options

Alain Monfort and Olivier Féron

2011-11: Joint Estimates of Automatic and Discretionary Fiscal Policy: The OECD 1981-2003

Jacques Melitz and Julia Darby

2011-10: Fuzzy Differences in Differences

Clément de Chaisemartin

2011-09: An Evaluation of the Effect of the 2003 Reform on the Retirement Behavior the Case of Public Secondary-School Teachers

Manuella Baraton, Magali Beffy and Denis Fougere

2011-08: Practical Guidelines for the Estimation and Inference of a Dynamic Logistic Model with Fixed-Effects

Romain Aeberhardt and Laurent Davezies

2011-07: Coordinating Flood Insurance and Collective Prevention Policies: A Fiscal Federalism Perspective

Celine Grislain-Letremy and Sabine Lemoyne de Forges

2011-06: Measuring Segregation when Units are Small: A Parametric Approach

Roland Rathelot

2011-05: Fourth Order Pseudo Maximum Likelihood Methods

Alberto Holly, Alain Monfort and Michael Rockinger

2011-04: Allocating Systematic and Unsystematic Risks in a Regulatory Perspective

Christian Gourieroux and Alain Monfort

2011-03: No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth

Caroline Jardet, Alain Monfort and Fulvio Pegoraro

2011-02: The Possible Shapes of Recoveries in Markov-Switching Models

Frédérique Bec, Othman Bouabdallah and Laurent Ferrara

2011-01: Short and Medium-Run Local Effects of Fixed Speed Enforcement Cameras on Accidents: Evidence from the French Case

Sébastien Roux and Philippe Zamora

2010-56: Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables

Elise Coudin and Jean-Marie Dufour

2010-55: Public-private Wage Gaps: Is Civil-servant Human Capital Sector-specific ?

Magali Beffy and Thierry Kamionka

2010-54: Asset Pricing with Second-Order Esscher Transforms

Alain Monfort and Fulvio Pegoraro

2010-53: Death and Schooling Decisions over the Short and Long Run in Rural Madagascar

Jean-Noël Senne

2010-52: The Identification of Agglomeration Economies

Pierre-Philippe Combes, Gilles Duranton and Laurent Gobillon

2010-51: All you Need is Loan. Credit Market Frictions and the Exit of Firms in Recessions

Sophie Osotimehin and Francesco Pappada

2010-50: On a Characterization of ordered Pivotal Sampling

Guillaume Chauvet

2010-49: An Analysis of the Ultra Long-Term Yields

Simon Dubecq and Christian Gourieroux

2010-48: A Treatment Effect Method for Merger Analysis with an Application to Parking Prices in Paris

Philippe Choné and Laurent Linnemer

2010-47: Assessing the Effects of Local Taxation using Microgeographic Data

Gilles Duranton, Laurent Gobillon and Henry Overman

2010-46: Default, Liquidity and Crises: An Econometric Framework

Alain Monfort and Jean-Paul Renne

2010-45: Do Unemployed Workers Benefit from Enterprise Zones ? The French Experience

Laurent Gobillon, Thierry Magnac and Harris Selod

2010-44: Using Parallel Computation to Improve Independent Metropolis-Hastings Based Estimation

Pierre Jacob, Christian Robert and Murray Smith

2010-43: Regularization in Regression: Comparing Bayesian and Frequentist Methods in a Poorly Informative Situation

Gilles Celeux, Mohammed El Anbari, Jean-Michel Marin and Christian Robert

2010-42: Getting a Job in Finance-The Strength of Collaboration Ties

Olivier Godechot

2010-41: Analyzing the Anticipation of Treatments with Data on Notification Dates

Bruno Crépon, Marc Ferracci, Gregory Jolivet and Gerard van den Berg

2010-40: Pac-Bayesian Bounds for Sparse Regression Estimation with Exponential Weights

Pierre Alquier and Karim Lounici

2010-39: Model Selection for Weakly Dependent Time Series Forecasting

Pierre Alquier and Olivier Wintenberg

2010-38: Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process

Judith Rousseau, Nicolas Chopin and Brunero Liseo

2010-37: About Incoherent Inference

Christian Robert

2010-36: Bayesian Learning of Noisy Markov Decision Processes

Sumeetpal Singh, Nicolas Chopin and Nick Whiteley

2010-35: Oracle Inequalities and Optimal Inference under Group Sparsity

Karim Lounici, Massimiliano Pontil, Alexandre Tsybakov and Sara Van De Geer

2010-34: Free Energy Sequential Monte Carlo Application to Mixture Modelling

Nicolas Chopin and Pierre Jacob

2010-33: Free Energy Methods for Efficient Exploration of Mixture Posterior Densities

Nicolas Chopin, Tony Lelievre and Gabriel Stoltz

2010-32: The Search for Certainty: A Critical Assessment

Christian Robert

2010-31: On Bayesian Data Analysis

Christian Robert and Judith Rousseau

2010-30: Bayesian Inference

Jean-Michel Marin, Christian Robert and Judith Rousseau

2010-29: Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modelling

James Hobert, Christian Robert and Vivekanada Roy

2010-28: Detection Boundary in Sparse Regression

Yu Ingster, Alexandre Tsybakov and N Verzelzn

2010-27: Bayesian Computational Methods

Christian Robert

2010-26: An Attempt at Reading Keynes's Treatise on Probability

Christian Robert

2010-25: Estimation on High-dimensional Low Rank Matrices

Angelika Rohde and Alexandre Tsybakov

2010-24: Adaptive Monte Carlo on Multivariate Binary Sampling Spaces

Nicolas Chopin and Christian Schafer