Recherche avancée

Jean Yves Dauxois (Université de Toulouse-IMT-INSA)

Toulouse : TSE, 14 octobre 2014, 14h00–15h30, salle MF 323

In this paper, we consider a semiparametric model for lifetime data with competing risks and missing causes of death. We assume that an additive hazards model holds for each cause-specific hazard rate function and that a random right censoring occurs. Our goal is to estimate the regression...

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Takuro Yamashita (Toulouse School of Economics)

Toulouse : TSE, 14 octobre 2014, 11h00–12h30, salle MS 001

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Edouard Schaal (University of New York)

TSE, 13 octobre 2014, 17h00–18h00, salle MS 001

We develop a dynamic stochastic general equilibrium model of business cycles with coordination failures. Because of an aggregate demand externality, firms only want to produce when other firms do as well. The presence of variable capacity utilization leads to multiple equilibria under perfect...

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Maarten Janssen (University of Vienna)

TSE, 13 octobre 2014, 14h00–15h30, salle MF 323

Traditionally, search model assume consumers hold passive beliefs about prices they have not yet observed. In richer search environments where consumers also care about retailers' cost, this paper argues that symmetric beliefs are often more appropriate and yield quantitatively and qualitatively...

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Brett Green (University of California - Berkeley - Haas School of Business)

IDEI, 13 octobre 2014, 12h30–14h00, salle MF 323

We study the optimal provision of incentives in a dynamic multistage agency setting. Specifically, there is a project, whose benefits are realized only after multiple sequential breakthroughs. The project requires funding from the principal and is operated by an agent who is protected by limited...

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Tristan Tomala (HEC Paris)

Toulouse : TSE, 10 octobre 2014, 14h00–15h30, salle MF 323

Extending the framework of revision games studied in Kandori and Kamada (2011) and Calcagno et al. (2013), we consider games with finite sets of players, actions and states. Opportunities to play arrive in continuous time according to a Poisson process. At an arrival, players can change actions and...

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Jean-Marie Lozachmeur (Toulouse School of Economics - GREMAQ)

TSE, 10 octobre 2014, 11h00–12h15, salle MS 003

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Jean-Philippe Platteau (Université de Namur)

Toulouse : TSE, 9 octobre 2014, 11h00–12h30, salle MF 323

This paper proposes a principal-agent model of the aid donor-recipient relation- ship in which the donor monitors the use of aid and administers sanctions when some fraud is detected. Its original feature is the assumed comparability between domestic and donor-imposed disciplines. We show that,...

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Paul Scott (Toulouse School of Economics)

TSE, 7 octobre 2014, 15h30–17h00, salle MS 001

We show that direct measurement of value functions allows for identification of dynamic discrete choice models without restrictive "normalization" assumptions in traditional settings as well as settings with incomplete data on state variables. Using data on US cropland use, empirical results...

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Magali Champion (Université Toulouse 3 - IMT)

Toulouse : TSE, 7 octobre 2014, 14h00–15h30, salle MF 323

In this presentation, we focus on a theoretical analysis and the use of statistical and optimization methods in the context of sparse linear regressions in a high-dimensional setting. The first part of this work is dedicated to the study of statistical learning methods, more precisely penalized...

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