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Patrik Guggenberger
TSE, 31 mars 2020, 15h30–16h30, salle Auditorium 6
We study subvector inference in the linear instrumental variables model allowing for arbitrary forms of conditional heteroskedasticity and weak instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by the number of parameters...
Marcelle Chauvet (University of California, Riverside, CA, USA)
24 mars 2020, BDF Paris
Laura Doval (California Institute of Technology)
Toulouse : TSE, 10 mars 2020, 11h00–12h30, salle Auditorium 6
We show that posted prices are the optimal mechanism to sell a durable good to a privately informed buyer when the seller has limited commitment in an infinite horizon setting. We provide a methodology for mechanism design with limited commitment and transferable utility. Whereas in the case of...
Francisco Alpizar (Wageningen - University and Research)
Toulouse : TSE, 9 mars 2020, 11h00–12h15, salle Auditorium 6 - Level 3
Jean-Charles Rochet (Toulouse School of Economics; Swiss Finance Institute)
6 mars 2020, BDF Paris
Benoit De Saint Sernin
Toulouse : TSE, 5 mars 2020, 17h00–18h00, salle Auditorium 3
Christopher Blattman (The University of Chicago - Harris School of Public Policy)
5 mars 2020, 11h00–12h30, salle Auditorium 4
Marc Hallin (Université Libre de Bruxelles)
Toulouse : TSE, 5 mars 2020, 11h00–12h15, salle Auditorium 6
We propose a new class of estimators for semiparametric VARMA models with unspecified innovation density. Our estimators are based on the measure transportation-based concepts of multivariate center-outward ranks and signs. Root-$n$ consistency and asymptotic normality are obtained under a broad...
Joachim Freyberger (University of Wisconsin - Madison)
TSE, 3 mars 2020, 15h30–16h50, salle Auditorium 6
An important class of structural models investigates the determinants of skill formation and the optimal timing of interventions. To achieve point identification of the parameters, researcher typically normalize the scale and location of the unobserved skills. This paper shows that these seemingly...
Xavier D'Haultfoeuille (CREST)
TSE, 2 mars 2020, 14h00–15h30, salle Auditorium 6
If the rise of revenue management (RM) has increased flexibility in the way firms set their prices, firms usually still impose constraints on their pricing strategy. There is yet scarce evidence on the gains or losses of such strategies compared to uniform pricing or fully flexible strategies. In...
