Centre de recherche en économie et statistique France
Institut national de la statistique et des études économiques (France) Centre de recherche en économie et statistique
Centre de recherche en économie et statistique (Paris)
Centre de recherche en économie et statistique (Paris, France)
Centre de Recherche en Economie et Statistique (Palaiseau) (1993-....)
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Centre de recherche en économie et statistique
VIAF ID: 167440994 (Corporate)
Permalink: http://viaf.org/viaf/167440994
Preferred Forms
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110 2 _
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Centre de Recherche en Economie et Statistique (Palaiseau) (1993-....)
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110 2 _ ‡a Centre de recherche en économie et statistique (Paris, France)
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110 2 _ ‡a Centre de recherche en économie et statistique (Paris, France)
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110 2 0
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Centre de recherche en économie et statistique (Paris, France)
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Centre de recherche en économie et statistique
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France
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Centre de recherche en économie et statistique
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Paris
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Centre de recherche en économie et statistique
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110 2 _
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Institut national de la statistique et des études économiques (France)
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Centre de recherche en économie et statistique
4xx's: Alternate Name Forms (24)
5xx's: Related Names (10)
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CREST
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Körperschaft
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nach
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https://d-nb.info/standards/elementset/gnd#succeedingCorporateBody
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Nachfolger
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Centre national de la recherche scientifique (France) (1939-....)
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École polytechnique (Palaiseau, Essonne) (1795-....)
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Groupe des écoles nationales d'économie et statistique (France) (1994-....)
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Institut National de la Statistique et des Études Économiques Paris
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Institut national de la statistique et des études économiques
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Frankreich
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adue
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https://d-nb.info/standards/elementset/gnd#hierarchicalSuperiorOfTheCorporateBody
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Ueberordnung
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Institut polytechnique de Paris (2019-....)
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Laboratoire d'économétrie de l'Ecole polytechnique (Palaiseau) (1977-2014)
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Paris
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orta
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https://d-nb.info/standards/elementset/gnd#placeOfBusiness
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Université Paris-Saclay (2015-2019)
Works
| Title | Sources |
|---|---|
| Actifs financiers et théorie de la consommation |
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| Aggregation of non stationary demand systems |
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| analyse économique des "signes de qualité" labels collectifs et certification des produits |
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| Analysis of order queues |
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| Arbitrage-based pricing when volatility is stochastic |
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| Bayesian estimation of switching ARMA models |
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| Bliss and the permanent income hypothesis |
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| Calibration by simulation for small sample bias correction |
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| Certification by a monopolist |
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| Common market with regulated firms |
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| Comparative advantage, redistribution and political process a perspective of social dumping |
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| Contemporaneous asymmetry in GARCH processes |
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| Corporate insurance with optimal financial contracting |
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| Coûts de transaction, contraintes de vente à découvert et taxes une approche unifiée |
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| Cultural reproduction in France and the Netherlands a cross-national comparison |
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| Determinating Lyapunov exponents in deterministic dynamical systems |
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| Développement limité d'une diffusion en temps petit, estimation du prix d'une option sur maxima proche de sa maturité |
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| Discretizations of continuous state space Markov chains for MCMC convergence assessment |
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| [Document de travail - INSEE] |
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| A dynamic model of the liquidity premium |
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| Dynamiques tronquées et estimation de modèles de diffusion |
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| Early starters versus late beginners |
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| Empirical contract theory the case of insurance data |
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| Entry deterrence, product quality price and advertising as signals |
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| Estimating linear representations of nonlinear processes |
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| Estimation of a dynamic hedge |
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| Estimation of quadratic functions noninformative priors for non-centrality parameters |
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| Estimation of record values |
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| Expansions of penalized likelihood ratio statistics and consequences on matching priors for HPD regions |
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| fresh look at testing hypotheses on dimensionality in the Manova model |
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| Inégalités et cycles de vie, les liens entre consommation, patrimoine et revenu permanent |
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| informational content of household decisions whith application to insurance under adverse selection |
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| Interim efficiency in a public goods problem |
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| Intra-day market activity |
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| Investment opportunities, short sales constraints and arbitrage opportunity |
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| Kernel autocorrelogram for time deformed processes |
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| Large deviations in estimation of an Ornstein-Uhlenbeck model |
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| Long memory in continuous time stochastic volatility models |
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| Minimax hypothesis testing |
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| Minimum wages and youth employment in France and the United States |
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| modèle discret et stochastique d'investissement avec une application aux coûts de transaction |
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| modèles de transmission intergénérationnelle |
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| Multiple risks and asymmetric information |
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| Multivariate hazard rates under random censorship |
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| Non-nested hypotheses and instrumental models |
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| nonparametrique point of view, stochastic versus deterministic approach |
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| note on the behavior of long zero coupon rates in a no arbitrage framework |
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| One-step prediction of chaotic time series by multivariate reconstruction |
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| Optimal firm response to incremental tax credits |
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| Option pricing under transaction costs a martingale approach |
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| partage des profits agrégés |
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| Participation constraints in adverse selection models |
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| A PDE approach to asian options analytical and numerical evidence |
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| Post-processing accept-reject samples, recycling and rescaling |
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| Prediction in chaotic time series methods and comparisons using simulations |
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| Price functionals with bid-ask spreads an axiomatic approach |
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| Quarante années de mobilité sociale en France l'évolution de la fluidité sociale à la lumière de modèles récents |
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| Rank tests for unit roots |
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| Rapport d'activité - Centre de recherche en économie et statistique |
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| Reparameterisation strategies for hidden Markov models and bayesian approaches to maximum likelihood estimation |
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| review of nonparametric time series analysis |
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| review on techniques of estimation in long-memory processes application to intra-day data |
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| Risk-taking behavior with limited liability and risk aversion |
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| A root n bandwidth selector in hazard estimation |
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| salariés de la chimie face à la réduction du temps de travail quelques enseignements fournis par une enquête |
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| Savings and labour market transitions |
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| Self-employment and intergenerational transfers liquidity constraints or family environment ? |
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| Testing for the existence of a long-run relationship |
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| Trading patterns, time deformation and stochastic volatility in foreign exchange markets |
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| Undersampling continous random fields and a Bernstein inequality |
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| variance noncausality and cointegration |
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| Voice and loyalty as a delegation of authority a model and a test on matched worker-firm panels |
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| Wage competition between agriculture and industry in mid-nineteenth century France |
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| What is the good way to identify noisy chaos? An empirical approach |
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