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Institut National de la Statistique et des Etudes Economiques- Papers Contact information of
Institut National de la Statistique et des Etudes Economiques-: Postal: INSTITUT NATIONAL DE LA STATISTIQUE ET DES ETUDES ECONOMIQUES, UNITE DE RECHERCHE, BUREAU 1150 18 BD ADOLPH PINARD 75675 PARIS CEDEX 14 FRANCE. Phone: 01 41 17 66 11 Fax: 01 53 17 88 09 Web page: http://www.insee.fr/ More information through EDIRC
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(Thomas Krichel) Series handle: repec:fth:inseep
More pages of listings: 0 |1 |2
1998
9806 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems by Guerre, E. & Maes, J.
9805 Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains by Robert, C.P. & Ryden, T. & Titterington, D.M.
9804 Wage Concessions and Debt Forgiveness as Strategic Responses to Financial Distress by Margolis, D.N. & Viala, P.
9803 Statistical Estimation of the Embedding Dimension of a Dynamic System by Guegan, D. & Bosq, D. & Leorat, G.
9802 Prediction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions by Guegan, D. & Tschernig, R.
9801 Les salaries de la chimie face a la reduction du temps de travail. Quelques enseignements fournis par une enquete by Boulin, J.-Y. & Cette, G. & Verger, D.
1997 9760 Statistical Inference for Random Variance Option Pricing by Pastorello, S. & Renault, E. & Touzi, N.
9756 Nonparametric Estimation of a Diffusion Equation from Tick Observations by Burgayran, E. & Darolles, S.
9740 Estimating Weak Garch Representations by Francq, C. & Zakoian, J.-M.
9739 Estimating Preferences under Risk: The Case of Racetrack Bettors by Jullien, B. & Salanie, B.
9738 Economic Structure and Local Growth: An Econometric Study on France, 1984-1993 by Combes, P.-Ph.
9737 Optimal Antitrust Policy Under Different Regimes of Fines by Souam, S.
9736 Truncated Dynamics and Estimation of Diffusion Equations by Darolles, S. & Gourieroux, C.
9735 Moment Estimation with Attrition by Abowd, J.M. & Crepon, B. & Kramarz, F.
9734 Modeles de comptage Semi-parametriques by Gourieroux, C. & Monfort, A.
9733 Econometric Specification of the Risk Neutral Valuation Model by Clement, E. & Gourieroux, C. & Monfort, A.
9732 Une analyse economique des "signes se qualite": labels collectifs et certification des produits by Linnemer, L. & Perrot. A.
9731 Implicit Prices and Recursivity of Agricultural Households' Decision by Lambert, S. & Magnac, T.
9730 Production Functions: The Search for Identification by Griliches, Z. & Mairesse, J.
9729 Multiple Steady States and Endogenous Fluctuations with Increasing Returns to Scale in Production by Cazzavillan, G. & Lloyd-Braga, T. & Pintus, P.A.
9728 Capital-Labor Substitution and competitive Nonlinear Endogenous Business Cycles by Grandmont, J.M. & Pintus, P. & De Vilder, R.
9727 Expectations Formation and Stability of Large Socioeconomic Systems by Grandmont, J.M.
9726 Eaton's Markov Chain, its Conjugate Partner and P-admissibility by Hobert, J.-P. & Robert, C.-P.
9725 New Technologies, Wages and Worker Selection by Entorf, H. & Gollac, M. & Kramarz, F.
9724 Les Modeles de Transmission Intergenerationnelle by Laferrere, A.
9723 Intergenerational Transmission Models: A Survey by Laferrere, A.
9722 Equilibrium Urban Unemployment by Wasmer, E. & Zenou, Y.
9721 Methods of Pay, Worker Selection, and Mnimum Wage by Pele, L.P.
9720 Asymptotic Properties of HPD Regions in the Discrete Case by Rousseau, J.
9719 Covariance Matrix Estimation for Estimators of Mixing World's Arma by Francq, C. & Zakoian, J.M.
9718 Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors by Rousseau, J.
9717 Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections by Dupuis,J.A. & Robert, C.P.
9716 Insurance Contracts with Imprecise Probabilities and Adverse Selection by Jeleva, M & Villeneuve, B
9715 Competition for Jobs in a Growing Economy and the Emergence of Dualism by Wasmer, E
9714 Imperfect Estimation of the Loss and Non-Linear Costs : The Optimal Design of Insurance Contracts by Spaeter, S
9713 Optimal Insurance Policies when Prudence and Non-Linear Costs are Jointly Considered by Spaeter, S
9712 Intermodal Competition, Firms' Location and Asymmetries in Regional Surpluses by Combes, P-Ph & Linnemer, L
9711 Testing for Asymmetric Information in Insurance Markets by Chiappori, P-A & Salanie, B
9710 Inegalites et cycles de vie; les liens entre consommation, patrimoine et revenu permanent by Lollivier, S & Verger, D
9709 Equilibrium Search with Productivity Dispersion : Theory and Estimation by Bontemps, C & Robin, J-M & van den Berg, G
9708 Estimation in Large and Dissagregated Demand Systems : An Estimator for Conditionally Linear Systems by Blundell, R & Robin, J-M
9707 Viability and Equilibrium in Securities Markets with Frictions by Jouini, E & Kallal, H
9706 The Portfolio Composition of Households : A Scoring Analysis from French Data by Gourieroux, C & Tiomo, A & Trognon, A
9705 Price Functionals with Bid-Ask Spreads: An Axiomatic Approach by Jouini, E.
9704 Dynamiques tronquees et estimation de modeles de diffusion by Darolles, S. & Gourieroux, C.
9703 Contemporaneous Asymmetry in Garch Processes by El Babsiri, M. & Zakoian, J.M.
9702 One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction by Lisi, F.
9701 The Informational Content of Household Decisions by Dionne, G. & Gourieroux, C. & Vanasse, C.
1996 9659 Multiple Risks and Asymmetric Information by Koehl, P.F. & Villeneuve, B.
9658 Bliss and the Permanent Income Hypothesis by Laroque, G. & Lemaire, I.
9657 Optimal Firm Response to Incremental Tax Credits by Lemaire, I.
9656 Estimation of a Non-Centrality Parameter Under Stein Type Like Losses by Fourdrinier, D. & Philippe, A. & Robert, C.P.
9655 Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets by Ghysels, E. & Gourieroux, C. & Jasiak, J.
9654 Actifs financiers et theorie de la consommation by Allard, M. & Bronsard, C. & Gourieroux, C.
9653 Analysis of Order Queues by Gourieroux, C. & Le Fol, G. & Meyer, B.
9652 Minimum Wages and Youth Employment in France and the United States by Abowd, J.M. & Kramarz, F. & Lemieux, T. & Margolis, D.N.
9651 A Review on Techniques of Estimation in Long-Memory Processes: Application to Intra-Day Data by Bisaglia, L. & Guegan, D.
9650 Bayesian Estimation of Switching ARMA Models by Billio, M. & Monfort, A. & Robert, C.P.
9649 Cultural Reproduction in France and the Netherlands: A Cross-National Comparison by Niehof, J. & Ganzeboom, H.
9648 Estimation of a Dynamic Hedge by Gourieroux, C. & Laurent, J-P.
9647 Option Pricing Under Transaction Costs: A Martingale Approach by Koehl, P.F. & Pham, H. & Touzi, N.
9646 Large Deviations in Estimation of an Ornstein-Uhlenbeck Model by Florens-Landais, D. & Pham, H.
9645 Testing for the Existence of a Long-Run Relationship by Pesaran, M.H. & Shin, Y. & Smith, R.J.
9644 Corporate Insurance with Optimal Financial Contracting by Caillaud, B. & Dionne, G. & Jullien, B.
9643 Voice and Loyalty as a Delegation of Authority: a Model and a Test on Matched Worker Firm Panels by Cahuc, P. & Kramarz, F.
9642 Rank Tests for Unit Roots by Breitung, J. & Gourieroux, C.
9641 Arbitrage-Based Pricing When Volatility is Stochastic by Bossaerts, P. & Ghysels, E. & Gourieroux, C.
9639 Empirical Contract Theory: the Case of Insurance Data by Chiappori, P.A. & Salanie, B.
9638 A Root n Bandwidth Selector in Hazard Estimation by fermanian, J.D.,
9637 Self-Employment and Intergenerational Transfers: Liquidity Constraints or Family Environment? by Laferrere, A. & McEntee, P.
9635 Undersampling Continuous Random Field and a Bernstein Inequality by Bertail, P. & Politis, D. & Rhomari, N.
9634 Aggregation of Non Stationary Demand Systems by Adda, J. & Robin, J.M.
9633 Intra-Day Market Activity by Gourieroux, C. & Jasiak, J. & Le Fol, G.
9632 A Fresh Look at Testing Hypotheses on Dimensionality in the Manova Model by Calinski, T. & Lejeune, M.
9631 Common Market with Regulated Firms by Combes, P.P. & Caillaud, B. & Jullien, B.
9630 Discretizations of Continuous State Space Markov Chains for MCMC Convergence Assessment by Guihenneuc-Jouhaux, C. & Robert, C.P.
9629 Interim Efficiency in a Public Goods Problem by Ledyard, J.O. & Palfrey, T.R.
9628 Entry Deterrence, Product Quality: Price and Advertising as Signals by Linnemer, L.
9627 Determinating Lyapunov Exponents in Deterministic Dynamical Systems by Delecroix, M. & Guegan, D. & Leorat, G.
9626 Le partage des profits agreges by Salanie, B.
9625 Post-Processing Accept-Reject Samples: Recycling and Rescaling by Casella, G. & Robert, C.P.
9624 Reparameterisation Strategies for Hidden Markov Models and Bayesian Approaches to Maximum Likelihood Estimation by Robert, C.P. & Titterington, D.M.
9623 Early Starters Versus Late Beginners by Chiappori, P.A. & Salanie, B. & Valentin, J.
9622 Savings and Labour Market Transitions by Blundell, R. & Magnac, T. & Meghir, C.
9621 Developpement limite d'une diffusion en temps petit. Estimation du prix d'une option sur maxima proche de sa maturite by Corbin, O. & Leblanc, B.
9620 A Nonparametric Point of View; Stochastic Versus Deterministic Approach by Guegan, D.
9619 What Is the Good Way to Identify Noisy Chaos? An Empirical Approach by Guegan, D. & Leorat, G.
9618 Estimation of Record Values by Berred, A.M.
9617 Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters by Berger, J.O. & Philippe, A. & Robert, C.P.
9616 Prediction in Chaotic Time Series: Methods and Comparisons Using Simulations by Guegan, D. & Mercier, L.
9615 Les eleves etrangers ou issus de l'immigration dans l'ecole et le college francais -III- by Vallet, L.A. & Caille, J.P.
9614 Les eleves etrangers ou issus de l'immigration dans l'ecole et le college francais -II- by Vallet, L.A. & Caille, J.P.
9613 Les eleves etrangers ou issus de l'immigration dans l'ecole et le college francais -I- by Vallet, L.A. & Caille, J.P.
9612 Minimax Hypothesis Testing by Gayraud, G.
9611 A Note on the Behavior of Long Zero Coupon Rates in a No Arbitrage Framework by El Karoui, N. & Frachot, A. & Geman, H.
9610 Certification by a Monopolist by Linnemer, L. & Perrot, A.
9609 Participation Constraints in Adverse Selection Models by Jullien, B.
9608 A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence by Alziary, B. & Decamps, J.P. & Koehl, P.F.
9607 Long Memory in Continuous Time Stochastic Volatility Models by Comte, F. & Renault, E.
9606 Mandatory Insurance and Intensity of Adverse Selection by Villeneuve, B.
9605 Non-Nested Hypothesis and Instrumental Models by Dhaene, G. & Gourieroux, C. & Scaillet, O.
9604 Comparative Advantage, Redistribution and the Political Process: A Perspective on Social Dumping by Ypersele, T.V. & Wunsch, P.
9603 Multivariate Hazard Rates under Random Censorship by Fermanian, J.D.
9602 A Dynamic Model of the Liquidity Premium by Koehl, P.F.
9601 Expansions of Penalized Likelihood Ratio Statistics and Consequences on Matching Priors for HPD Regions by Rousseau, J.
1995 9562 Estimating Linear Representations of Nonlinear Processes by Francq, C. & Zakoian, J.M.
9561 Wage Competition Between Agriculture and Industry in Mid-Ninteenth Century France by Magnac, T. & Postel-Vinay, G.
9560 Risk-Taking Behavior with Limited Liability and Risk Aversion by Gollier, C. & Koehl, P.F. & Rochet, J.C.
9559 On Variance Noncausality and Cointegration by Comte, F. & Lieberman, O.
9558 Investment Opportunities, Short Sales Constraints and Arbitrage Opportunity by Carassus, L. & Jouini, E.
9557 Switching State Space Models Likelihood Function, Filtering and Smoothing by Billio, M. & Monfort, A.
9556 Geometric Versus Arithmetic Random Walk: The Case of Trended Variables by Guerre, E. & Jouneau, F.
9555 A Pathological MCMC Algorithm and Its Use as a Benchmark for Convergence Assessment Techniques by Robert, C.
9554 Calibration by Simulation for Small Sample Bias Correction by Gourieroux, C. & Renault, E. & Touzi, N.
9553 Incomplete markets, Transaction Costs and Liquidity Effects by Jouini, E. & Koehl, P.F. & Touzi, N.
9552 Testing for Embeddability by Stationary Reversible Continuous-Time Morkov Processes by Florens, J.P. & Renault, E. & Touzi, N.
9551 American Options Exercise Boundary when the Volatility Changes Randomly by Touzi, N.
9550 Quadratic Hedging and Numeraire by Gourieroux, C. & Laurent, J.P. & Pham, H.
9549 Estimating the Innovation Function from Patent Numbers : GMM on Count Panel Data by Crepon, B. & Duguet, E.
9548 The General Asymptotic Behavior of Estimators of the Box- Cox Model for Integrated Time Series by Guerre, E.
9547 Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in Frech Manufacturing by Baccar, S.
9546 Kernel M-Estimators and Functional residual Plots by Monfort, A. & Gourieroux, C. & Tenreiro, C.
9545 A Reappraisal of Misspecified Econometric Models by Monfort, A.
9544 Latent Separability : Grouping Goods without Weak Separability by Blundell, R. & Robin, J.M.
9543 The Costs of Hiring and Separations by Abowd, J.M. & Kramarz, F.
9542 The Entry and Exit of Workers and the Growth of Employment: An Analysis of French Establishments by Abowd, J.M. & Corbel, P. & Kramarz, F.
9541 Pseudo Maximum Likelihood Method, Adjusted Pseudo Maximum Likelihood Method and Covariance Estimators by Broze, L. & Gourieroux, C.
9540 Schumpeterian Conjonctures: A Moderate Support from Various Innovation Measures by Crepon, B. & Duguet, E. & Kabla, I.
9539 Regression on Log-Regularized Periodogram: Comparison with whittle Estimator and Study of the non Gaussian Case by Comte, F. & Hardouin, C.
9538 Reparametrisation Issues in Mixture Modelling and Their Bearing on the Gibbs Sampler by Robert, C.P. & Mengersen, K.L.
9537 Vertical Restraints and the Market Power of Large Distributors by Comanor, W.S. & Rey, P.
9536 Reegression on Long-Regularized Periodogram for Fractional Models at Low Frequencies by Comte, F. & Hardouin, C.
9535 Regression on Long-Regularized Periodogram Under Assumption of Bounded Spectral Densities : The Non Fractional and the Fractional Cases by Comte, F. & Hardouin, C.
9534 Optimal Stoping, Free Boundrary and American Option in a Jump Diffusion Model by Pham, H.
9533 The Limit Distribution of Level Crossings of a Random Walk, and a Simple Unit Root Test by Burridge, P. & Guerre, E.
9532 La methode des moments generalises et ses extensions theorie et applications en macroeconomie by Langot, F. & Feve, P.
9531 An Empirical Analysis of Technical Cooperation at the Firm Level in the 80's by Duguet, E.
9530 Path Dependant Options on Yields in the Affine Term Structure Model by Leblanc, B. & Scaillet, O.
9529 Multivariate ARMA Models with Generalized Autoregressive Linear Innovation by Francq, C. & Zakoian, J.M.
9528 Estimation of Functionals of Density Support by Gayraud, G.
9527 Une approche unifiee pour une forme exacte du prix d'une option dans les differents modeles a volatilite stochastique by Leblanc, B.
9526 An Econometric Analysis of a Real Time Pricing of Electricity Experiment by Aubin, C. & Fougere, D. & Husson, E. & Ivaldi, M.
9525 Une bibliotheque de macro-commandes pour l'econometrie des variables qualitatives et de comptage by Crepon, B. & Duguet, E.
9522 A Classical Model of Involuntary Unemployment: Efficiency Wages and Macroeconomic Policy by Jullien, B. & Picard, P.
9520 Pricing Regulation under Bypass Competition by Curien, N. & Jullien, B. & Rey, P.
9519 The Effect of Nonnormality by Lieberman, O.
9518 Wage Inequalities with Firm-specific Compensation Policies in Finance by Kramarz, F. & Lolliver, S. & Pele, L.P.
9517 Factor Analysis of Matrices with Applications to Multivariate Analysis of Variance by Calinski, T. & Lejeune, M.
9516 New Empirical Evidence on the Costs of the European Monetary Union by Erkel-Rousse, H. & Melitz, J.
9515 A la recherche des moments perdus: Covariance Models for Unbalanced Panels with Endogenous Death by Abouwd, J. & Crepon, B. & Kramarz, F. & Trognon, A.
9514 Arbitrage in Securities Markets with Short Sales Constraints by Joini, E. & Kallal, H.
9513 Martingales and Arbitrage in Securities Markets with Transaction Costs by Joini, E. & Kallal, H.
9512 Efficient Trading Strategies in the Presence of Market Frictions by Joini, E. & Kallal, H.
9510 The Inventory Cycles: From Theory to Empirical Evidence by Laroque, G. & Rabault, G.
1994 9460 Competitive Storage and Commodity Price Dynamics by Deaton, A. & Laroque, G.
9459 Efficient Fitted Portfolios by Gourieroux, C. & Jouneau, F.
9458 Analysing Incomplete Individual Employment Histories Using Indirect Inference by Magnac, T. & Robin, J.M. & Visser, M.
9457 Bayesian Test of Homogeneity for Markov Chains with Missing Data by Kullback Proximity by Dupuis, J.A.
9456 Estimation of the Marginal Density of a Continuous Time Stochastic Process by Wavelets and an Application to Diffusion Processes by Leblanc, F.
9455 Diffusion et Effet de Vague by Gourieroux, C. & Peaucelle, I.
1993 9406 Long Memory Continuous Time Models by Comte, F. & Renault, E.
9405 Intrinsic Losses for Empirical Bayes Estimation: A Note on Normal and Poisson Cases by Fourdrinier, D. & Robert, C.P.
9404 Inference Statistique des processus de diffusion by Clement, E.
9403 Consistent Tests for Encompassing Hypothesis by Smith, R.J.
9402 Persistence, Asymmetries and Interrelation in Manufacturing Structures, Equipment and Labour Demand by Peeters, H.M.M.
9401 Minimum Hellinger Distance Estimates for General Belinear Time series Models by Hili, O. & Guegan, D.
9350 Optimal Hedging in Continuous Time with Futures and Forward Contracts in Stochastic Interest rate Environment by Pham, H.
9349 Intertemporal Equilibrium Risk Premia in a Stochastic Volatility Model by Pham, H. & Touzi, N.
9348 Intrinsoc Losses by Robert, C.P.
9347 Convergence Assesments for Markov Chain Monte-Carlo Methods by Robert, C.P.
9346 Dynamic Focal-Points in N-Person Coordination Games by Kramarz, F.
9345 Non Parametric Estimation of the Chaotic Function and the Invariant Measure of a Dynamical System by Bosq, D. & Guegan, D.
9344 Individual Heterogeneity in Duration Models with Segmentation by Cases, C. & Lollivier, S.
9343 Simulation of Indirect Tax Reforms Using Pooled Micro and Macro French Data by Nichele. V. & Robin, J.M.
9342 An Iterated Moment Estimator for Conditionally Linear Equation Systems: A Note by Blundell, R. & Robin, J.M.
9341 Estimation bayesienne de probabilites de mouvement en capture-recapture by Dupuis, G.
9340 Testing for Mixtures: A Bayesian Entropic Approach by Mengersen, K.L. & Robert, C.P.
9339 Option Hedging and Implicit Volatilities in a Stochastic Volatility Model by Renault, E. & Touzi, N.
9338 Contingent Claims and Market Completeness in a Stochastic Volatility Model by Romano, M. & Touzi, N.
9337 Nonparametric Estimation of the Schumpeterian Link between Innovation and Firm Size: Evidence from Belgium, France, and Germany by Bertschek, I. & Entorf, H.
9336 L'evolution du marche du travail dans les annees 1980 by Lollivier, S.
9335 Parameter of Interest, Nuisance parameter and Orthogonality Conditions: An Application to Autoregressive Error Component Models by Crepon, B. & Kramarz, F. & Trognon, A.
9334 Private Information and the Design of Securities by Demange, G. & Laroque, G.
9333 Macroeconomic Disequilibrium Models by Laroque, G. & Salanie, B.
9332 A Structural Model of Transition from Unemployment with Multiple Issues by Cases, C. & Lollivier, S.
9331 Linear Factor Models and the Term Structure of Interest Rates by Clement, E. & Gourieroux, C. & Monfort, A.
9330 Offre et demande d'investissement: le role des profits by Villa, P.
9329 Prediction of Contingent Price Measures by Clement, E. & Gourieroux, C. & Monfort, A.
9328 When Repeated Cheap-Talk Generates a Common Language by Kramarz, F.
9327 Estimation d'un modele de sortie de chomage a Destinations Multiples by Cases, C. & Lollivier, S.
9326 Exploring the Productivity of Research and Development in French Manufacturing Firms by Hall, B.H. & Mairesse, J.
9325 How Agents Plan their Actions in a Game: A Model of Players'Rationing with Bounded Rationality by Kramarz, F.
9324 Optimal Growth and Transfers Between Generations by Fleurbaey, M. & Michel, P.
9323 Contrats d'assurance chomage sur prets immobiliers ; etude descriptive et valorisation du portefeuille by Gourieroux, C.
9322 How Agents Plan their Actions in Games: A Model of Players' Reasoning with Common Knowledge of Rationality by Kramarz, F.
9321 Three Solutions for the Compensation Problem by Fleurbaey, M.
9320 Prior Feedback: Bayesian Tools for Maximum Likelihood Estimation by Robert, C.
9319 New Perspectives on Linear Callibration by Kubokawa, T. & Robert, C.
9318 Do Aggregate Measures of Mismatch Measure Mismatch? A Time Series Analysis of Existinf Concepts by Entorf, H.
9317 Reflections on the Emergence of a Single Market for Bank Reserves in a European Monetary Union by Melitz, J.
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