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Marc Hallin (Université Libre de Bruxelles)
Toulouse: TSE, September 25, 2015, 14:00–15:15, room MF 323
We propose new concepts of statistical depth, multivariate quantiles, ranks, and signs, based on canonical transportation maps between a distribution of interest on R^d and a reference distribution on the d-dimensional unit ball. The new depth concept, called Monge-Kantorovich depth, specializes to...
Ronald Wendner (University of Graz, Austria)
TSE, September 25, 2015, 11:00–12:30, room MS003
This paper derives necessary and sufficient conditions under which positional preferences do not induce inter-temporal distortions. When labor supply is exogenous, positional preferences for consumption have been shown to be non- distortionary for a class of models. However, it has not been...
Svante Pääbo (Max Planck Institute for Evolutionary Anthropology, Leipzig)
Toulouse: IAST, September 25, 2015, 10:00–11:30, room MS001
Svante Pääbo (Max Planck Institute)
Toulouse: IAST, September 24, 2015, 18:00–20:00, room Amphi Cujas
Moritz Jirak (Humboldt University, Berlin)
Toulouse: TSE, September 24, 2015, 11:00–12:30, room MS 003
Consider d dependent change point tests, each based on a CUSUMstatistic. We provide an asymptotic theory that allows to deal with the maximum over all test statistics as both the sample size n and d tend to infinity. We achieve this either by a consistent bootstrap or an appropriate limit...
TSE, Manufacture des Tabacs, Toulouse, September 24–25, 2015, room MF 323
Venky Venkateswaran (NYU Stern)
TSE, September 22, 2015, 17:00–18:30, room MS 001
We develop a tractable framework for analyzing adverse selection economies with imperfect competition. In our environment, uninformed buyers offer a general menu of screening contracts to privately informed sellers. Some sellers receive offers from multiple buyers while others receive offers from...
Konrad Menzel (New York University)
TSE, September 22, 2015, 15:30–17:00, room MS 001
We consider a random utility model of strategic network formation, where we derive a tractable approximation to the distribution of network links using many-player asymptotics. Our framework assumes that agents have heterogeneous tastes over links, and allows for anonymous and non-anonymous...
Bo Becker
September 22, 2015
Jimmy Roberts (Duke)
TSE, September 21, 2015, 14:00–15:30, room MF323
The one-shot nature of most theoretical models of strategic investment, especially those based on asymmetric information, limits our ability to test whether they can fit the data. We develop a dynamic version of the classic Milgrom and Roberts (1982) model of limit pricing, where a monopolist...
