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Pivotal estimation in high-dimensional regression via linear programming

Gautier, Eric; Tsybakov, Alexandre - HAL - 2013

distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The …

Persistent link: https://www.econbiz.de/10010821466

Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance

Fliess, Michel; Join, Cédric - HAL - 2008

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting,...

Persistent link: https://www.econbiz.de/10008791958

A mathematical proof of the existence of trends in financial time series

Fliess, Michel; Join, Cédric - HAL - 2009

We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds):...

Persistent link: https://www.econbiz.de/10008792433

Econometric and Neural Network Analysis of the Labor Productivity and Average Gross Earnings Indices in the Romanian Industry

Andreica, Madalina Ecaterina; Cataniciu, Nicolae; … - HAL - 2009

This paper focuses on the identification and short term forecast of the correlation between the Labor Productivity Index (LPI) and the Average Gross Earnings Index (AGEI) in the Romanian Industry. The tools and models that were used consist of several lag econometric models, ARIMA processes, as...

Persistent link: https://www.econbiz.de/10010601713

Why is the gender wage gap in Japan so large compared with France? : a comparison based on decomposition analysis

Hori, Haruhiko; Nohara, Hiroatsu - HAL - 2006

The aim of this paper is to compare in an empirical way the male/female wage gap differential between the following two countries : France, an industrialized country where the disparities between sexes are outstandingly small, and Japan, where they are particularly large. It is also proposed to...

Persistent link: https://www.econbiz.de/10008790464

INTELLECTUAL PROPERTY TOOLS, STANDARDS AND MARKET POSITIONING

Liotard, Isabelle - HAL - 2006

strengthening, more particularly in software and business methods areas because these informational goods could be viewed as generic …

Persistent link: https://www.econbiz.de/10008789602

Firms' contribution to open source software and the dominant skilled user

Jullien, Nicolas; Zimmermann, Jean-Benoît - HAL - 2008

: Free/libre or open-source software (FLOSS) is nowadays produced not only by individual benevolent developers but, in … that, beside factors like the importance of software as a core competence of the firm, the role of users on the related … empirical stylized facts drawn from the recent trends in the software industry …

Persistent link: https://www.econbiz.de/10008793932

Vulnerabilities in Central and Eastern European countries: Dynamics of asymmetric shocks

Zdzienicka-Durand, Aleksandra - HAL - 2009

In this work, we use the VAR and space-state methodology to analyze how the recent developments in 20 European countries have modified the dynamics of structural shocks. Our results confirm a visible progress in (predominated output fluctuations) supply shocks convergence between the CEECs and...

Persistent link: https://www.econbiz.de/10008791757

An Examination of the Convergence in the Output of South American Countries: The Influence of the Region's Integration Projects

Bonilla, Andrea - HAL - 2014

Venezuela, for the period 1951-2011. By relying on cointegration techniques and applying Bernard and Durlauf's (1995) stochastic …

Persistent link: https://www.econbiz.de/10010933150

Temporal Dimension and Equilibrium Exchange Rate: a FEER / BEER Comparison

Lòpez-Villavicencio, Antonia; Mazier, Jacques; … - HAL - 2012

We analyze, in a unified theoretical framework, the two main models for equilibrium exchange rate, namely, the BEER and the FEER approaches. In order to understand the interactions between them, we study in detail the temporal links between these two measures. Our results show that, in average,...

Persistent link: https://www.econbiz.de/10009645460