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Jean Jacod (Université Pierre et Marie Curie - Paris)
Toulouse : TSE, 28 septembre 2010, 14h00–15h30, salle MD 005
Motivées par l'analyse des séries financières µa haute fréquence, nous passerons en revue quelques problèmes de statistique des processus, lorsque les observations sont à temps discret et que le pas de discrétisation tend vers 0. Nous examinerons d'abord quelles caractéristiques du processus...
Markus K. Brunnermeier (University of Princeton)
Toulouse : TSE, 27 septembre 2010, 17h00–18h30, salle MH 203
Robert Jensen (UCLA)
Toulouse : TSE, 23 septembre 2010, 11h00–12h30, salle MF 323
Gender differences in health and education are a concern for a number of developing countries. While standard theory predicts human capital should respond to market returns, social norms (e.g., disapproval of women working outside the home) may weaken or even sever this link for girls. Though many...
Fabrice Gamboa (Université Toulouse III)
Toulouse : TSE, 21 septembre 2010, 14h00–15h30, salle MF 323
In this talk, we will address two statistical models: 1. Estimation of translation parameters in non non linear regression, 2. Efficient estimation of Sobol indexes. The first problem is motivated by the analysis of road traffic curves of Parisian road net while the second arises from chemical...
Nicola Borri (LUISS)
Toulouse : TSE, 20 septembre 2010, 17h00–18h30, salle MF 323
Emerging countries tend to default when their economic conditions worsen. If bad times in an emerging country correspond to bad times for the US investor, then these foreign sovereign bonds are particularly risky and should offer high returns. We explore how this mechanism plays out in the data and...
Jean-Paul Décamps
Toulouse : TSE, 20 septembre 2010, 12h30–14h00, salle MF 323
John Thanassoulis (Christ Church Oxford)
Toulouse : TSE, 20 septembre 2010, 11h00–12h30, salle MF 323
Current understanding of bargaining in intermediate goods markets is that (i) efficient bargaining only transfers rents so that retailer size has no retail price implications; and (ii) large buyers secure lower input prices (so called buyer power) if upstream marginal costs are increasing. We show...
Redmond, Washington, 15–16 septembre 2010
Ingrid Van Keilegom (UCL - Louvain La Neuve)
Toulouse : TSE, 14 septembre 2010, 15h30–17h00, salle MF 323
Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an...
Frank Riedel (Universität Bielefeld)
Toulouse : TSE, 14 septembre 2010, 11h00–12h30, salle MF 323
We study a dynamic and infinite{dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior effcient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
