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Content
1999
- 99-49 The Unbiased Estimation Theory and the Multidimensional Bhattacharyya Bounds
by Denys Pommeret
- 99-48 A Characterization of Functions by their First Moments in Natural Exponential Families
by Denys Pommeret
- 99-47 Asynchronized Multiperiod Commitments and Cycles
by Pierre Cahuc & Hubert Kempf
- 99-46 Orthogonality of the Sheffer Polynomials Associated to a Lévy Process
by Denys Pommeret
- 99-45 Orthogonal and Pseudo-orthogonal multidimensional Appell Polynomials
by Denys Pommeret
- 99-44 Nonlinear Innovations and Impulse Response
by Christian Gourieroux & Joanna Jasiak
- 99-43 Two Adaptive Rates of Convergence in Pointwise Density Estimation
by Cristina Butucea
- 99-42 Exact Asymptotics for Nonparametric Density Estimation from Dependent Data
by Cristina Butucea & Michael H, Neumann
- 99-41 b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models
by Marine Carrasco & Xiaohong Chen
- 99-40 Coordinating Agents’ Actions : The Influence of Macroeconomic Information on Firm-Level Expectations
by Stéphane Grégoir & Fabrice Lenglart
- 99-39 Is it Harmful to Allow partial Cooperation ?
by Paul Beaudry & Pierre Cahuc & Hubert Kempf
- 99-38 Job Protection, Minimum Wage and Unemployment
by Pierre Cahuc & André Zylberberg
- 99-37 Small-Sample Likelihood-Based Inference in the ARFIMA Model
by Offer Lieberman & Judith Rousseau & David M, Zucker
- 99-36 The Impact of Information on Wine Auction Prices : Results of an Experiment
by Sébastien Lecocq & Thierry Magnac & Marie-Laure Pichery & Michael Visser
- 99-35 Small Sample Asymptotics for the Sample Autocorrelation Function under Long Range Dependence
by Offer Lieberman & Judith Rousseau & David M, Zucker
- 99-34 Spatial Statistics Applied to Environmental Problems in the Life and Medical Sciences
by Noel Cressie
- 99-33 Monopole Télévisuel et Publiphobie
by Nathalie Sonnac
- 99-32 Bartlett Identities Tests
by Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet
- 99-31 Breaking Down Married Female Non-Employment in France
by Guy Laroque & Bernard Salanié
- 99-30 Moral Hazard, Land Fertility and Sharecropping in a Rural Area of the Philippines
by Pierre Dubois
- 99-29 Model Selection for (Auto-) Regression with Dependent Data
by Yannick Baraud & Fabienne Comte & Gabrielle Viennet
- 99-28 Output Dynamics and the Workweek of Capital
by Fabrice Collard & Martial Dupaigne
- 99-27 Estimation and Applications of Gegenbauer Processes
by Laurent Ferrara & Dominique Guegan
- 99-26 Collusion et politique de la concurrence en information asymétrique
by Thierry Penard & Saïd Souam
- 99-25 Labor Force Participation and Unemployment
by Pascal Belan & Philippe Michel
- 99-24 An a -Level Adaptive Test for Regression Models via Regressogram Selection
by Emmanuel Guerre & Offer Lieberman
- 99-23 Guide pratique des séries non stationnaires
by Bernard Salanié
- 99-22 Housing, Land Prices, and the Link between Growth and Saving
by Angus Deaton & Guy Laroque
- 99-21 Fast Development with a Stable Income Distribution : Taiwan, 1979-1994
by François Bourguignon & Martin Fournier & Marc Gurgand
- 99-20 Female Labor Supply in the Course of Taiwans’s Development, 1979-1994
by François Bourguignon & Martin Fournier & Marc Gurgand
- 99-19 Selection in the Educational System and in Social Elites : A Comparison between France and the United States
by Dominique Goux & Eric Maurin
- 99-18 First-Price Auctions when the Ranking of Valuations is Common Knowledge
by Michael Landsberger & Jacob Rubinstein & Elmar Wolfstetter & Shmuel Zamir
- 99-17 The Balance of Power Between Producers and Retailers : A Differentiation Model
by Marie-Laure Allain
- 99-16 Identifying Dynamic Discrete Choice Models : An Application to School-Leaving in France
by Thierry Magnac & David Thesmar
- 99-15 On the Maximal and Minimal Excursion Endpoints of the Partial Sum Process
by Alexandre M, Berred
- 99-14 Computational and Inferential Difficulties with Mixture Posterior Distributions
by Gilles Celeux & Merrilee Hurn & Christian P, Robert
- 99-13 Distributions implicites anormales des taux de change
by Antoine Frachot & Jean-Paul Laurent & Olivier Pichot
- 99-12 Working 40 hours or Not-Working 39 : Lessons from the 1981 Mandatory Reduction of Weekly Working Hours
by Bruno Crépon & Francis Kramarz
- 99-11 Normalité asymptotique de l’estimateur empirique de l’opérateur d’autocorrélation d’un processus ARH(1)
by André Mas
- 99-10 Bayesian Inference in Hidden Markov Models through Jump Markov Chain Monte Carlo
by Christian P, Robert & Tobias Ryden & David M, Titterington
- 99-09 Building a Consistent Pricing Model from Observed Option Prices
by Jean-Paul Laurent & Dietmar PJ. Leisen
- 99-08 Dynamic Factor Models
by Christian Gourieroux & Joanna Jasiak
- 99-07 Variance Optimal Cap Pricing Models
by Jean-Paul Laurent & Olivier Scaillet
- 99-06 Conditional Dominance Criteria : Definition and Application to Risk-Management
by Griselda Deelstra & Martino Grasselli & Pierre-François Koehl
- 99-05 Altruism and International Labour Migration
by Damien Gaumont & Alice Mesnard
- 99-04 Part-Year Employment, Slow Reemployment and Earnings Losses : The Case of Worker Displacement in France
by David Margolis
- 99-03 Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process
by Offer Lieberman & Judith Rousseau & David M, Zucker
- 99-02 Fixed-term Contracts and the Dynamics of Labour Demand
by Dominique Goux & Eric Maurin & Marianne Pauchet
- 99-01 Functional Indirect Inference
by Monica Billio & Alain Monfort
1998
- 98-58 Combining Micro and Macro Unemployment Duration Data
by Gerard J, Van den Berg & Bas Van der Klmaauw
- 98-57 Modelization and Nonparametric Estimation for a Dynamical System with Noise
by Delphine Blanke & Denis Bosq & Dominique Guegan
- 98-56 Optimality of Neighbour Balanced Designs
by Pierre Druilhet
- 98-55 Kernel Based Nonlinear Canonical Analysis
by Serge Darolles & Jean-Pierre Florens & Christian Gourieroux
- 98-54 On the Transition from Local Regular to Global Irregular Fluctuations
by Patrick Pintus & Ducan Sands & Robin De Vilder
- 98-53 The Decline in Demand for Unskilled Labor : An Empirical Analysis Method and its Application to France
by Dominique Goux & Eric Maurin
- 98-52 Background Risk, Demand for Insurance and Choquet Expected Utility Preferences
by Meglena Jeleva
- 98-51 Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates
by Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet
- 98-50 Nonlinear Panel Data Models with Dynamic Heterogeneity
by Christian Gourieroux & Joanna Jasiak
- 98-49 Evidence and Theory on Asymmetries in US Aggregate Job Flows
by Fabrice Collard & Patrick Feve & François Langot & Corinne Perraudin
- 98-48 Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model
by Stéphane Grégoir & Fabrice Lenglart
- 98-47 Optimal Insurance Under Random Auditing
by Marie-Cécile Fagart & Pierre Picard
- 98-46 Quarante années de mobilité sociale en France. L’évolution de la fluidité sociale à la lumière de modèles récents
by Louis-André Vallet
- 98-45 Conditional Heteroskedasticity Driven by Hidden Markov Chains
by Christian Francq & Michel Roussignol & Jean-Michel Zakoïan
- 98-44 Riemann Sums for MCMC Estimation and Convergence Monitoring
by Anne Philippe & Christian P, Robert
- 98-43 Formation continue et carrières salariales. Une évaluation sur données individuelles
by Denis Fougère & Dominique Goux & Eric Maurin
- 98-42 Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP
by Laurent Ferrara & Dominique Guegan
- 98-41 Nonlinear Autocorrelograms : An Application to Intra-Trade Durations
by Christian Gourieroux & Joanna Jasiak
- 98-40 Causality Between Returns and Trated Volumes
by Eric Ghysels & Christian Gourieroux & Joanna Jasiak
- 98-39 The Multivariate Threshold Model -An Alternative to Detect Breaks and Hidden Cycles on Real Data
by Dominique Guegan & Jean-Marc Nguyen
- 98-38 Random or Balanced Matching : An Equilibrium Search Model with Endogenous Capital and Two-Sided Search
by Jean-Marc Robin & Sébastien Roux_
- 98-37 Structural Change Tests for Simulated Method of Moments
by Eric Ghysels & Alain Guay
- 98-36 The Influence of the State Employment Service on the Search Effort and on the Probability of Leaving Unemployment
by Denis Fougère & Jacqueline Pradel & Muriel Roger
- 98-35 One Perfect Simulation for some Mixture of Distributions
by James P, Hobert & Christian P, Robert & David M, Titterington
- 98-34 The Econometrics of Efficient Frontiers
by Christian Gourieroux & Alain Monfort
- 98-33 Research, Innovation and Productivity : An Econometric Analysis at the Firm Level
by Bruno Crépon & Emmanuel Duguet & Jacques Mairesse
- 98-32 English -Language Dominance Literature and Welfare
by Jacques Melitz
- 98-31 Efficient Trading Strategies in the Presence of Market Frictions
by Elyès Jouini & Hédi Kallal
- 98-30 Contiuous Time Equilibrium Pricing of Nonredundant Assets
by Elyès Jouini & Clotilde Napp
- 98-29 Arbitrage and Investment Opportunities
by Elyès Jouini & Clotilde Napp
- 98-28 Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
by Elyès Jouini & Hédi Kallal & Clotilde Napp
- 98-27 Social Capital in Everyday Life
by Alain Degenne & Marie-Odile Lebeaux & Yannick Lemel
- 98-26 Occupational, Educational and Economic Position Status Consistency Trends in France, Germany and the USA
by Michel Forse & Yannick Lemel
- 98-25 Truncated Maximum Likelihood and Nonparametric Tail Analysis
by Christian Gourieroux & Joanna Jasiak
- 98-24 Evidence of Adverse Selection in Automobile Insurance Markets
by Georges Dionne & Christian Gourieroux & Charles Vanasse
- 98-23 Non-stationary Cox Regression
by Odile Pons & Michael Visser
- 98-22 Transition Models with Measurement Errors
by Thierry Magnac & Michael Visser
- 98-21 The Simulated Likelihood Ratio (SLR) Method
by Monica Billio & Alain Monfort & Christian P, Robert
- 98-20 A New Method for Proving Weak Convergence Results Applied to Hjort’s Nonparametric Bayes Estimators
by Jean-Yves Dauxois
- 98-19 The Adaptive Rate of Convergence in a Problem of Pointwise Density Estimation
by Christina Butucea
- 98-18 Exact Adaptive Pointwise Estimation on Sobolev Classes of Densities
by Christina Butucea
- 98-17 MCMC Specifics of Latent Variable Models
by Christian P, Robert
- 98-16 MCMC Convergence Diagnostics : A « Reviewww »
by Chantal Guihenneuc-Jouyaux & Kerrie L, Mengersen & Christian P, Robert
- 98-15 Matching Procedures and Market Characteristics
by Christian Gourieroux & Gaëlle Le Fol
- 98-14 Temps Aléatoire et Dynamique du Carnet d’ordres
by Cécile Boyer & Gaëlle Le Fol
- 98-13 Functional Law of the Iterated Logarithm for Kiefer Processes
by Ludovic Menneteau
- 98-12 Should More Risk-Averse Agents Exert More Effort
by Bruno Jullien & Bernard Salanié & François Salanié
- 98-11 Capital Income Taxation, Wealth Distribution and Borrowing Constraints
by Christophe Chamley
- 98-10 Risk Aversion, Intertemporal Substitution, and Option Pricing
by René Garcia & Eric Renault
- 98-09 Social Learning, Delays, and Multiple Equilibria
by Christophe Chamley
- 98-08 MCMC Control Spreadsheets for Exponentiel Mixture Estimation
by Marie-Anne Gruet & Anne Philippe & Christian P, Robert
- 98-07 Adaptive Estimation in an Autoregression and a Geometrical b -Mixing Regression Framework
by Yannick Baraud & Fabienne Comte & Gabrielle Viennet
- 98-06 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems
by Emmanuel Guerre & Jules Maes
- 98-05 Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains
by Christian P, Robert & Tobias Ryden & David M, Titterington
- 98-04 Wage Concessions and Debt Forgiveness as Strategic Responses to Financial Distress
by David Margolis & Pascale Viala
- 98-03 Statistical Estimation of the Embedding Dimension of a Dynamic System
by Denis Bosq & Dominique Guegan & Guillaume Leorat
- 98-02 Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions
by Dominique Guegan & Rolf Tschernig
- 98-01 Les salariés de la chimie face à la réduction du temps de travail
by Jean-Yves Boulin & Gilbert Cette & Daniel Verger
1997
- 97-60 Statistical Inference for Random Variance Option Pricing
by S, Pastorello & E, Renault & N, Touzi
- 97-59 Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction
by L, Carassus & E, Jouini
- 97-58 Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
by L, Carassus & E, Jouini
- 97-57 Arbitrage and Super-Replication Cost with Convex Constraints
by L, Carassus & H, Pham & E, Jouini
- 97-56 Nonparametric Estimation of a Diffusion Equation from Tick Observations
by E, Burgayran & Serge Darolles
- 97-55 The Efficiency of Collective Bargaining in Public School
by Daniel S. Hosken & David Margolis
- 97-54 Approximating Payoffs and Approximating Pricing Formulas
by Serge Darolles & Jean-Paul Laurent
- 97-53 Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity
by M, Henry
- 97-52 Sublinear Price Functionals under Portfolio Constraints
by Pf. Koehl & H, Pham
- 97-51 Pricing of Non-redundant Derivatives in a Complete Market
by A, Bizid & Elyès Jouini & Pf. Koehl
- 97-50 Multiregime Term Structure Models
by Christian Gourieroux & Olivier Scaillet
- 97-49 Predictive Dimension : An Alternative Definition of the Embedding Dimension
by Dominique Guegan & F, Lisi
- 97-48 The Demand for Food Products : An Analysis of Interpurchase Times and Purchased Quantities
by C, Boizot & Jean-Marc Robin & Michael Visser
- 97-47 State Dependence and Heterogeity in youth Employment Histories
by Thierry Magnac
- 97-46 Stochastic Volatility Duration Models
by Eric Ghysels & Christian Gourieroux & Joanna Jasiak
- 97-45 An Econometric Analysis of Household Portfolio Allocation
by Denis Fougère & Christian Gourieroux & A, Tiomo & Alain Trognon
- 97-44 Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay
by Elyès Jouini & Pf. Koehl & Nizar Touzi
- 97-43 How to Stabilize Financial Markets before EMU ?
by Antoine Frachot
- 97-42 Design Adaptive Pointwise Nearest Neighbor Regression
by Emmanuel Guerre
- 97-41 Pricing in Incomplete Markets : An Equilibrium Approach
by A, Bizid & Elyès Jouini & Pf. Koehl
- 97-40 Estimating Weak Garch Representations
by Christian Francq & Jean-Michel Zakoïan
- 97-39 Estimating Preferences under Risk : The Case of Racetrack Bettors
by Bruno Jullien & Bernard Salanié
- 97-38 Economic Structure and Local Growth : An Econometric Study on France, 1984- 1993
by Pierre-Philippe Combes
- 97-37 Optimal Antitrust Policy Under Different Regimes of Fines
by Saïd Souam
- 97-36 Truncated Dynamics and Estimation of DiffusionEquations
by Serge Darolles & Christian Gourieroux
- 97-35 Moment Estimation with Attrition
by JM Abowd & Bruno Crépon & Francis Kramarz
- 97-34 Modèles de comptage semi-paramétriques
by Christian Gourieroux & Alain Monfort
- 97-33 Econometric Specification of the Risk Neutral Valuation Model
by E, Clement & Christian Gourieroux & Alain Monfort
- 97-32 Une analyse économique des signes de qualité" : labels collectifs et certification des produits"
by Laurent Linnemer & Anne Perrot
- 97-31 Implicit Prices and Recursivity of Agricultural Household's Decisions
by Serge Lambert & Thierry Magnac
- 97-30 Production Functions : The Search for Identification
by Z, Griliches & Jacques Mairesse
- 97-29 Multiple Steady States and Endogenous Fluctuations with Increasing Returns to Scale in Production
by G, Cazzavillan & T, Lloyd-Braga & PA. Pintus
- 97-28 Capital-Labor Substitution and Competitive Nonlinear Endogenous Business Cycles
by Jean-Michel Grandmont & P. Pintus & R, De Vilder
- 97-27 Expectations Formation and Stability of Large Socioeconomic Systems
by Jean-Michel Grandmont
- 97-26 Eaton's Markov Chain, its Conjugate Partner and P-admissibility
by James P, Hobert & Christian P, Robert
- 97-25 New Technologies, Wages and Worker Selection
by H, Entorf & Michel Gollac & Francis Kramarz
- 97-24 Les modèles de transmission intergénérationnelle
by Anne Laferrere
- 97-23 Intergenerational Transmission Models :A Survey
by Anne Laferrere
- 97-22 Equilibrium Urban Unemployment
by Etienne Wasmer & Yves Zenou
- 97-21 Methods of Pay, Worker Selection, and Minimum Wage
by LP. Pele
- 97-20 Asymptotic Properties of HPD Regions in the Discrete Case
by Judith Rousseau
- 97-19 Covariance Matrix Estimation for Estimators of Mixing Wold's Arma
by Christian Francq & Jean-Michel Zakoïan
- 97-18 Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors
by Judith Rousseau
- 97-17 Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections
by JA Dupuis & Christian P, Robert
- 97-16 Insurance Contracts with Imprecise Probabilities and Adverse Selection
by Meglena Jeleva & Bertrand Villeneuve
- 97-15 Competition for Jobs in a Growing Economy and the Emergence of Dualism
by Etienne Wasmer
- 97-14 Imperfect Estimation of the Loss and Non-Linear Costs : The Optimal Design of Insurance Contracts
by S, Spaeter
- 97-13 Optimal Insurance Policies when Prudence and Non-Linear Costs are Jointly Considered
by S, Spaeter
- 97-12 Intermodal Competition, Firms' Location and Asymmetries in Regional surpluses
by Pierre-Philippe Combes & Laurent Linnemer
- 97-11 Testing for Asymmetric Information in Insurance Markets
by Pierre-André Chiappori & Bernard Salanié
- 97-10 Inégalités et cycles de vie les liens entre consommation, patrimoine et revenu permanent
by Stéfan Lollivier & D, Verger
- 97-09 Equilibrium Search with Productivity Dispersion : Theory and Estimation
by C, Bontemps & Jean-Marc Robin & G, Van Den Berg
- 97-08 Estimation in Large and Dissagregated Demand Systems : An Estimator for Conditionally Linear Systems
by R, Blundell & Jean-Marc Robin
- 97-07 Viability and Equilibrium in Securities Markets with Frictions
by Elyès Jouini & Hédi Kallal
- 97-06 The Portfolio Composition of Households : A Scoring Analysis from French Data
by Christian Gourieroux & A, Tiomo & Alain Trognon
- 97-05 Price Functionals with Bid-Ask Spreads : An Axiomatic Approach
by Elyès Jouini
- 97-04 Dynamiques tronquées et estimation de modèles de diffusion
by Serge Darolles & Christian Gourieroux
- 97-03 Contemporaneous Asymmetry in GARCH Processes
by M, El Babsiri & Jean-Michel Zakoïan
- 97-02 One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction
by F, Lisi
- 97-01 The Informational Content of Household Decisions
by Georges Dionne & Christian Gourieroux & Charles Vanasse
Undated
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