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Frédéric Koessler (Paris School of Economics)
Toulouse: TSE, April 7, 2016, 14:00–15:30, room MS 001
Consider a privately informed seller who can propose any selling procedure to a single buyer. Both the seller's reservation value (cost) and the buyer's valuation can depend on the product characteristics and on the buyer's taste (interdependent values). Consumer taste is heterogeneous and product...
Cristina Butucea (Université Paris Est Marne la Vallée)
Toulouse: TSE, April 7, 2016, 11:00–12:15, room MS003
We derive non-asymptotic bounds for the minimax risk of variable selection under expected Hamming loss in the Gaussian mean model in Rd for classes of s-sparse vectors separated from 0 by a constant a > 0. In some cases, we get exact expressions for the nonasymptotic minimax risk as a function...
Jean-François Bonnefon (Toulouse School of Economics)
TSE & IAST, April 6, 2016, 00:00–13:30, room MS003
Maurice Bun (University of Amsterdam)
TSE, April 5, 2016, 15:30–17:00, room MS 001
We show that Dif(ference), see Arellano and Bond (1991), Lev(el), see Arellano and Bover (1995) and Blundell and Bond (1998), or the N(on-)L(inear) moment conditions of Ahn and Schmidt (1995) do not separately identify the parameters of a first-order autoregressive panel data model when the...
Drew Fudenberg (University of Harvard)
Toulouse: TSE, April 5, 2016, 11:00–12:30, room MS 001
To explore the role of communication in promoting cooperation, we let participants indicate their intended action in a repeated game experiment where actions are implemented with errors. Even though communication is cheap talk, we find that the majority of participants communicate honestly. As a...
Davide Debortoli
April 5, 2016
Ryan Kellogg (University of Michigan)
Toulouse: TSE, April 4, 2016, 14:00–15:30, room MF 323
During the last decade, hydraulic fracturing and horizontal drilling have driven a considerable expansion in U.S. oil and natural gas exploration and production. The rights to extract this oil and gas are often controlled by private landowners, who contract with firms to extract and market the...
Stefano Giglio
IDEI, April 4, 2016, 12:30–14:00, room MF 323
We document a form of excess volatility that is irreconcilable with standard models of prices, even after accounting for variation in discount rates. We compare prices of claims on the same cash flow stream but with different maturities. Standard models impose precise internal consistency...
Stefan Eldon Recher (AtoS), and Malo Jennequin (AtoS)
TSE & IAST, April 3, 2016, 12:30–13:30, room MS003
Robin Aguilée (Laboratoire Evolution et Diversité Biologique)
Toulouse: IAST, April 1, 2016, 11:30–12:30
