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Claire Chambolle (ALISS-INRA)
Toulouse : TSE, 7 novembre 2011, 11h00–12h30, salle MF 323
This paper analyzes the impact of exclusive dealing contracts between upstream and downstream firms of a vertical channel on the scope for upstream collusion. We consider a double duopoly framework and study upstream collusive strategies in a repeated game, alternatively in the benchmark where...
Didier Henrion (LAAS - Université de Toulouse)
Toulouse : TSE, 4 novembre 2011, 13h45–15h00, salle MS 003
The first part of the talk surveys achievements of the last decade on polynomial optimisation and semidefinite programming (linear matrix inequalities, LMI) with a focus on the generalised problem of moments and existing software tools. The second part of the talk deals with a recent extension of...
Carlos Canon (Toulouse School of Economics)
Toulouse : TSE, 3 novembre 2011, 12h45–14h00, salle MF 323
This paper studies a “market creating” firm (platform) that offers a matching environment by charging an access fee to a population of high and low type users who wish to form a match. We focus on an environment where users only observe a signal of their randomly assigned partner’s type and where...
Francesca Molinari (Cornell University)
Toulouse : TSE, 25 octobre 2011, 15h30–17h00, salle Amphi S
This paper provides inference methods for best linear approximations to functions which are known to lie within a band. It extends the partial identification literature by allowing the upper and lower functions defining the band to be any functions, including ones carrying an index, which can be...
Peter Tankov (Université Paris-Diderot)
Toulouse : TSE, 21 octobre 2011, 13h45–15h00, salle MS003
We shall present some recent results concerning Lévy processes whose Lévy measure has regular variation at zero. Regular variation is a natural condition allowing to obtain a convergence rate in different asymptotic contexts. Two applications shall be presented: high order discretization schemes...
Beatriz Armendariz (Harvard University)
Toulouse : TSE, 21 octobre 2011, 11h00–12h30, salle MF 323
Street children are common in developing countries, notably in sub-Saharan Africa and Latin America. However, their mobility and mistrust has made them a difficult population to study. We are working with a unique dataset that tracks the interaction between 3859 street children and an NGO on the...
Samuele Centorrino (Toulouse School of Economics)
Toulouse : TSE, 20 octobre 2011, 12h45–14h00, salle MF 323
This paper extends non parametric estimation to time homogeneous nonstationary diffusion processes where the drift and the diffusion coefficients are function of a multivariate exogenous time dependent variable Z. We base our estimation framework on a discrete sampling of data, following a recent...
Pierre Ribereau (Université Montpellier 2)
Toulouse : TSE, 19 octobre 2011, 14h00–15h30, salle MF 323
In 1985 Hosking et al. estimated with the so-called Probability-Weighted Moments (PWM) method the parameters of the Generalized Extreme Value (GEV) distribution, the latter being classically fitted to maxima of sequences of independent and identically distributed random variables. Their approach is...
Kevin Sheppard (Oxford University)
Toulouse : TSE, 18 octobre 2011, 15h30–17h00, salle MS003
This paper introduces a new class of multivariate volatility models which is easy to estimate using covariance targeting. The basic structure is to rotate the returns and then to .t them using a BEKK model of the time-varying covariance whose long-run covariance is the identity matrix. The...
Roland Bénabou (University of Princeton)
Toulouse : TSE, 18 octobre 2011, 11h00–12h30, salle Amphi S
I model collective denial and information avoidance in groups and organizations. When wishful thinking by others is beneficial to an agent, this makes him more willing to face reality; when it is harmful this pushes him toward denial, which becomes contagious. This simple and general mechanism...
