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Benjamin S. Skrainkai (University College London)
Toulouse : TSE, 1 avril 2010, 12h45–14h00, salle MF 323
Numerically approximating multi-dimensional integrals has become an increasingly important part of an economist’s toolbox because heterogeneity, uncertainty, and incomplete information – often key factors in modern models – require integrating accurately over a some probability density function....
Richard Davis (Columbia University)
Toulouse : TSE, 30 mars 2010, 15h30–17h00, salle MF 323
The program Auto-PARM (Automatic Piecewise AutoRegresive Modeling), developed by Davis, Lee, and Rodriguez-Yam (2006), uses the minimum description length (MDL) principle to estimate the number and locations of change-points in a time series by fitting autoregressive models to each segment. When...
Sjaak Hurkens (Institute of economic analysis, Barcelona)
Toulouse : TSE, 30 mars 2010, 11h00–12h30, salle MF 323
We re-examine the literature on mobile termination in the presence of network externalities. Externalities arise when firms discriminate between on- and off-net calls or when subscription demand is elastic. This literature predicts that profit decreases and consumer surplus increases in termination...
Russel Cooper (University of Texas)
Toulouse : TSE, 29 mars 2010, 17h00–18h30, salle MF 323
This paper studies the dynamic optimization problem of a household when portfolio adjustment is costly. The analysis is motivated by the observation that on a monthly basis, less than 10% of stockholders typically adjust their portfolio of common stocks. We use this, and related observations, to...
Quang Le Van (CNRS)
Toulouse : TSE, 29 mars 2010, 11h00–12h30, salle MF 323
This paper studies the optimal growth of a developing non-renewable natural resource producer. It extracts the resource from its soil, and produces a single consumption good with man-made capital. Moreover, it can sell the extracted resource abroad and use the revenues to buy an imported good,...
Pierre-Olivier Weill (UCLA)
TSE, 26 mars 2010, 12h30–14h00, salle MF 323
Pedro Carneiro (UCL)
Toulouse : TSE, 25 mars 2010, 11h00–12h30, salle MF 323
We study the effect of enforcing labor regulation in an economy with a dual labor market. We use data from Brazil, a country with a large informal sector and strict labor law, where enforcement affects mainly the degree of compliance with mandated benefits (severance pay; health and safety...
Toulouse, France, 25–26 mars 2010
Dennis Kristensen (Columbia University)
Toulouse : TSE, 23 mars 2010, 15h30–17h00, salle MF 323
This paper develops new techniques for the estimation and testing of stochastic consumer demand models. For general non-additive stochastic demand functions, we demonstrate how preference inequality restrictions can be utilized to improve on the nonparametric estimation and testing of demand...
Marc Hoffmann (Université Paris-Est Marne La Vallée)
Toulouse : TSE, 23 mars 2010, 14h00–15h30, salle MF 323
On propose un modèle multivarié de prix pour des données hautes fréquence basé sur des processus ponctuels à intensité aléatoire. Ce modèle permet de reproduire les effets empiriques 1-dimensionnels du bruit de microstructure et en dimension 2 l’effet de Epps. On montre une convergence...
