Upcoming events

  • Conditional asymmetry in power arch($\infty$) models

    Journal of econometrics, , 2022.

    By J. Royer

    [DOI] [Bibtex]

    @article{ROYER2022,
    title={Conditional asymmetry in Power ARCH($\infty$) models},
    journal={Journal of Econometrics},
    year={2022},
    issn={0304-4076},
    doi={https://doi.org/10.1016/j.jeconom.2021.10.013},
    url={https://www.sciencedirect.com/science/article/pii/S0304407621003031},
    author={Julien Royer},
    keywords={Quasi Maximum Likelihood Estimation, Moderate memory, Testing parameters on the boundary, Recursive design bootstrap},
    abstract={We consider an extension of ARCH(infty) models to account for conditional asymmetry in the presence of high persistence. After stating existence and stationarity conditions, this paper develops the statistical inference of such models and proves the consistency and asymptotic distribution of a Quasi Maximum Likelihood estimator. Some particular specifications are studied and we introduce a Portmanteau goodness-of-fit test. Additionally, test procedures for asymmetry and GARCH validity are derived. Finally, we present an application on a set of equity indices to reexamine the preeminence of GARCH(1,1) specifications. We find strong evidence that the short memory feature of such models is not suitable for peripheral assets.},
    }
  • Self-enforcing trade policy and exchange rate adjustment

    Journal of international economics, vol. 134, p. 103552, 2022.

    By S. Auray, M. B. Devereux, and A. Eyquem

    [DOI] [Bibtex]

    @article{AURAY2022103552,
    title={Self-enforcing trade policy and exchange rate adjustment},
    journal={Journal of International Economics},
    volume={134},
    pages={103552},
    year={2022},
    issn={0022-1996},
    doi={https://doi.org/10.1016/j.jinteco.2021.103552},
    url={https://www.sciencedirect.com/science/article/pii/S002219962100132X},
    author={Stéphane Auray and Michael B. Devereux and Aurélien Eyquem},
    keywords={Exchange rates, Protectionism, Business cycle, Exchange rate regime},
    abstract={We explore the cyclical pattern of trade protection in a simple New Keynesian open economy macro model. Tariff rates are determined endogenously in a sustainable equilibrium of a two country trade policy game. The incentive to levy tariffs is greater when the exchange rate is floating, since a fixed exchange rate removes the ability to manipulate the terms of trade. If price are fully flexible, we find that protectionism is basically a-cyclical. By contrast, with pre-set prices, tariffs respond to both monetary and productivity shocks. But the degree of protection may be pro-cyclical or counter-cyclical, depending on the pattern of shocks and parameter values.},
    }
  • Accounting for wealth-inequality dynamics: methods, estimates, and simulations for france

    Journal of the european economic association, , 2021.

    By B. Garbinti, J. Goupille-Lebret, and T. Piketty

    [Bibtex]

    @article{garbinti:halshs-03231244,
    author={Garbinti, Bertrand and Goupille-Lebret, Jonathan and Piketty, Thomas},
    title={Accounting for Wealth-Inequality Dynamics: Methods, Estimates, and Simulations for France},
    journal={Journal of the European Economic Association},
    year={2021},
    }
  • Cross-validation improved by aggregation: agghoo

    Journal of machine learning research, , 2021.

    By G. Maillard, S. Arlot, and M. Lerasle

    [Bibtex]

    @article{maillard:hal-03094497,
    author={Maillard, Guillaume and Arlot, Sylvain and Lerasle, Matthieu},
    title={Cross-validation improved by aggregation: Agghoo},
    journal={Journal of Machine Learning Research},
    year={2021},
    }
  • Robust high dimensional learning for lipschitz and convex losses

    Journal of machine learning research, , 2021.

    By G. Chinot, G. Lecue, and M. Lerasle

    [Bibtex]

    @article{chinot:hal-03094512,
    author={Chinot, Geoffrey and Lecue, Guillaume and Lerasle, Matthieu},
    title={Robust high dimensional learning for Lipschitz and convex losses},
    journal={Journal of Machine Learning Research},
    year={2021},
    }
  • Household cleaning and poor asthma control among elderly women

    The journal of allergy and clinical immunology: in practice, , 2021.

    By O. Dumas, A. Bedard, M. Marbac, M. Sedki, S. Temam, S. Chanoine, G. Severi, M. Boutron-Ruault, J. Garcia-Aymerich, V. Siroux, R. Varraso, and N. Le Moual

    [Bibtex]

    @article{dumas:inserm-03166894,
    author={Dumas, Orianne and Bedard, Annabelle and Marbac, Matthieu and Sedki, Mohammed and Temam, Sofia and Chanoine, Sébastien and Severi, Gianluca and Boutron-Ruault, Marie-Christine and Garcia-Aymerich, Judith and Siroux, Valérie and Varraso, Raphaelle and Le Moual, Nicole},
    title={Household cleaning and poor asthma control among elderly women},
    journal={The Journal of Allergy and Clinical Immunology: In Practice},
    year={2021},
    }
  • Data-driven thresholding in denoising with spectral graph wavelet transform

    Journal of computational and applied mathematics, , 2021.

    By B. De Loynes, F. Navarro, and B. Olivier

    [Bibtex]

    @article{deloynes:hal-02159571,
    author={De Loynes, Basile and Navarro, Fabien and Olivier, Baptiste},
    title={Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform},
    journal={Journal of Computational and Applied Mathematics},
    year={2021},
    }
  • Reputation and earnings dynamics

    Journal of economic theory, , 2021.

    By B. Jovanovic and J. Prat

    [Bibtex]

    @article{jovanovic:hal-03096282,
    author={Jovanovic, Boyan and Prat, Julien},
    title={Reputation and earnings dynamics},
    journal={Journal of Economic Theory},
    year={2021},
    }
  • Finite sample improvement of akaike’s information criterion

    Ieee transactions on information theory, , 2021.

    By A. Saumard and F. Navarro

    [Bibtex]

    @article{saumard:hal-03286369,
    author={Saumard, Adrien and Navarro, Fabien},
    title={Finite Sample Improvement of Akaike's Information Criterion},
    journal={IEEE Transactions on Information Theory},
    year={2021},
    }
  • Extremile regression

    Journal of the american statistical association, , 2021.

    By A. Daouia, I. Gijbels, and G. Stupfler

    [Bibtex]

    @article{daouia:hal-03181017,
    author={Daouia, Abdelaati and Gijbels, Irene and Stupfler, Gilles},
    title={Extremile regression},
    journal={Journal of the American Statistical Association},
    year={2021},
    }
  • The entry and exit game in the electricity markets: a mean-field game approach

    Journal of dynamics and games, , 2021.

    By R. Aid, R. Dumitrescu, and P. Tankov

    [Bibtex]

    @article{aid:hal-03215763,
    author={Aid, René and Dumitrescu, Roxana and Tankov, Peter},
    title={The entry and exit game in the electricity markets: A mean-field game approach},
    journal={Journal of Dynamics and Games},
    year={2021},
    }
  • Depth for curve data and applications

    Journal of the american statistical association, , 2021.

    By P. lafaye De micheaux, P. Mozharovskyi, and M. Vimond

    [Bibtex]

    @article{demicheaux:hal-03188029,
    author={De micheaux, Pierre lafaye and Mozharovskyi, Pavlo and Vimond, Myriam},
    title={Depth for Curve Data and Applications},
    journal={Journal of the American Statistical Association},
    year={2021},
    }
  • Adaptive robust estimation in sparse vector model

    Ann. statist., vol. 49, iss. 3, pp. 1347-1377, 2021.

    By L. Comminges, O. Collier, M. Ndaoud, and A. B. Tsybakov

    [DOI] [Bibtex]

    @article{CoCoNdTs2021,
    author={L. Comminges and O. Collier and M. Ndaoud and A.B. Tsybakov},
    title={Adaptive robust estimation in sparse vector model},
    journal={Ann. Statist.},
    fjournal={Annals of Statistics},
    year={2021},
    volume={49},
    number={3},
    pages={1347-1377},
    issn={0090-5364},
    doi={10.1214/20-AOS2002},
    sici={0090-5364(2021)49:3<1347:AREISV>2.0.CO;2-H},
    url={https://arxiv.org/pdf/1802.04230.pdf},
    }
  • Why are low-skilled workers less mobile? the role of mobility costs and spatial frictions

    Annals of economics and statistics, , iss. 142, pp. 283-304, 2021.

    By B. Schmutz, S. Modibo, and V. Elie

    [Bibtex]

    @article{10.15609/annaeconstat2009.142.0283,
    issn={21154430, 19683863},
    url={https://www.jstor.org/stable/10.15609/annaeconstat2009.142.0283},
    author={Schmutz, Benoit and Modibo, Sidibe and Elie, Vidal-Naquet},
    journal={Annals of Economics and Statistics},
    number={142},
    pages={283-304},
    publisher={[GENES, ADRES]},
    title={Why Are Low-Skilled Workers Less Mobile? The Role of Mobility Costs and Spatial Frictions},
    volume={},
    year={2021},
    url={https://www.jstor.org/stable/10.15609/annaeconstat2009.142.0283#metadata_info_tab_contents},
    }
  • A solution to the two-person implementation problem

    Journal of economic theory, vol. 194, p. 105261, 2021.

    By J. Laslier, M. Nunez, and R. M. Sanver

    [Bibtex]

    @article{laslier2021solution,
    title={A solution to the two-person implementation problem},
    author={Laslier, Jean-François and Nunez, Matias and Sanver, M Remzi},
    journal={Journal of Economic Theory},
    volume={194},
    pages={105261},
    year={2021},
    publisher={Elsevier},
    url={https://www.sciencedirect.com/science/article/pii/S0022053121000788},
    }
  • Discrimination in dynamic procurement design with learning-by-doing

    International journal of industrial organization, , p. 102754, 2021.

    By B. Klenio and B. Pierre

    [DOI] [Bibtex]

    @article{BARBOSA2021102754,
    title={Discrimination in Dynamic Procurement Design with Learning-by-doing},
    journal={International Journal of Industrial Organization},
    pages={102754},
    year={2021},
    issn={0167-7187},
    doi={https://doi.org/10.1016/j.ijindorg.2021.102754},
    url={https://www.sciencedirect.com/science/article/pii/S0167718721000473},
    author={Klenio, Barbosa and Pierre, Boyer},
    url={https://www.sciencedirect.com/science/article/abs/pii/S0167718721000473},
    }
  • High-sensitivity sars-cov-2 group testing by digital pcr among symptomatic patients in hospital settings

    Journal of clinical virology, vol. 141, p. 104895, 2021.

    By A. Martin, A. Storto, Q. L. Hingrat, G. Collin, B. Andre, A. Mallory, R. Dangla, D. Descamps, B. Visseaux, and O. Gossner

    [DOI] [Bibtex]

    @article{MARTIN2021104895,
    title={High-sensitivity SARS-CoV-2 group testing by digital PCR among symptomatic patients in hospital settings},
    author={Alexandra Martin and Alexandre Storto and Quentin Le Hingrat and Gilles Collin and Barbara Andre and Allison Mallory and Remi Dangla and Diane Descamps and Benoit Visseaux and Olivier Gossner},
    journal={Journal of Clinical Virology},
    volume={141},
    pages={104895},
    year={2021},
    issn={1386-6532},
    doi={https://doi.org/10.1016/j.jcv.2021.104895},
    url={https://www.sciencedirect.com/science/article/pii/S1386653221001621},
    }
  • Wages, hires, and labor market concentration

    Journal of economic behavior & organization, vol. 184, pp. 506-605, 2021.

    By I. Marinescu, I. Ouss, and L. Pape

    [DOI] [Bibtex]

    @article{MARINESCU2021506,
    title={Wages, hires, and labor market concentration},
    author={Ioana Marinescu and Ivan Ouss and Louis-Daniel Pape},
    journal={Journal of Economic Behavior & Organization},
    volume={184},
    pages={506-605},
    year={2021},
    issn={0167-2681},
    doi={https://doi.org/10.1016/j.jebo.2021.01.033},
    url={https://www.sciencedirect.com/science/article/pii/S0167268121000548},
    }
  • Inclusive cognitive hierarchy

    Journal of economic behavior & organization, vol. 186, pp. 458-480, 2021.

    By Y. Koriyama and A. I. Ozkes

    [DOI] [Bibtex]

    @article{KORIYAMA2021458,
    title={Inclusive cognitive hierarchy},
    author={Yukio Koriyama and Ali I. Ozkes},
    journal={Journal of Economic Behavior & Organization},
    volume={186},
    pages={458-480},
    year={2021},
    issn={0167-2681},
    doi={https://doi.org/10.1016/j.jebo.2021.04.016},
    url={https://www.sciencedirect.com/science/article/pii/S0167268121001578},
    }
  • The implementation of stabilization policy

    Theoretical economics, vol. 16, iss. 2, pp. 677-716, 2021.

    By O. Loisel

    [Bibtex]

    @article{loisel2021implementation,
    title={The Implementation of Stabilization Policy},
    author={Loisel, Olivier},
    journal={Theoretical Economics},
    volume={16},
    number={2},
    pages={677-716},
    year={2021},
    url={https://econtheory.org/ojs/index.php/te/article/view/3322},
    }

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