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Employment Durations of French Young People.

D'addio, A.C. - Center for Operations Research and Econometrics (CORE), … - 1998

Using the 1990-1992 wave of the French Labor Force Survey, this paper analyzes the effects of different factors on the probability of leaving unemployment of French young people. It also studies duration dependence of the hazard rate while controlling for unobserved heterogeneity separately for...

Persistent link: https://www.econbiz.de/10005779412

Optimal Population Growth and Social Security Reform with Heterogeneous Agents.

Abio, G.; Patxot, C. - Center for Operations Research and Econometrics (CORE), … - 2001

In this paper we propose a pension policy that would isolate the social security system from any financial crisis resulting from changes in population structure. This policy consists of linking social security benefits to the fertility behaviour of the individual.

Persistent link: https://www.econbiz.de/10005779446

A Family of Autoregressive Conditional Duration Models.

Fernandes, M.; Grammig, J. - Center for Operations Research and Econometrics (CORE), … - 2001

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications …

Persistent link: https://www.econbiz.de/10005779466

Bayesian Specification and Identification of a Class of Mixture Models.

Mouchart, M.; San Martin, E. - Center for Operations Research and Econometrics (CORE), … - 1998

This note argues that a Bayesian framework is almost inescapable when specifying statistical models of the LISREL type …, i.e. models involving not only latent and manifest variables but also incidental parameters. Indeed, a careful …

Persistent link: https://www.econbiz.de/10005779490

Bayesian Evaluation of a Semi-Parametric Binary Response Model.

Scheihing, E.; Mouchart, M. - Center for Operations Research and Econometrics (CORE), … - 1998

In this paper, we develop a Bayesian analysis of a semi-parametric binary choice model. The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the...

Persistent link: https://www.econbiz.de/10005779498

Identification Problems in a Class of Mixture Models with an Application to the Lisrel Model.

Mouchart, M.; San Martin, E. - Center for Operations Research and Econometrics (CORE), … - 1998

Five different identification problems in mixture models are made explicit. Necessary and sufficient relationships … first particularized under a normality assumption and then used for LISREL models. …

Persistent link: https://www.econbiz.de/10005779510

On the Polyhedral Structure of a Multi-Item Production Planning Model with Setup Times.

Miller, A.J.; Nemhauser, G.L.; Savelsbergh, M.W.P. - Center for Operations Research and Econometrics (CORE), … - 2000

We present and study a mixed integer programing model that arises as a sub-structure in any industrial applications. This model provides a relaxation of various capacitated production planning problems, more general fixed charge network flow problems, and other structured mixed integer programs....

Persistent link: https://www.econbiz.de/10005779529

Spatially Oligopolistic Models With Cournot Producers and Regulation Transportation Prices.

Wei, J.Y.; Smeers, Y. - Center for Operations Research and Econometrics (CORE), … - 1996

An oligopoly with spatially dispersed producers and consumers and with multi-period demands is modeled in this paper.

Persistent link: https://www.econbiz.de/10005779539

Volatility Impulse Response Functions for Multivariate Garch Models.

Hafner, C.M.; Herwartz, H. - Center for Operations Research and Econometrics (CORE), … - 1998

In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms. In most … investigate the structural implications of two alternative models for the response of the conditional (co-)variances to … independent shocks. The impulse response analysis, adopted to volatility models, appears to be a convenient methodology to obtain …

Persistent link: https://www.econbiz.de/10005478902

Auctions with Discrete Increments: a Structural Econometric Approach Based on Dominated Strategies.

Jouneau-Sion, F.; Torres, O. - Center for Operations Research and Econometrics (CORE), … - 2000

We propose a structural econometric evaluation for auctions with discrete increments. Although very common in practice, this kind of mechanism raises many theoretical difficulties. First, there are no closed form equilibriumstrategies. Thus the econometrician cannot rely on a single formula to...

Persistent link: https://www.econbiz.de/10005478908