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2016 IEEE 18th Conference on Business Informatics (CBI). Volume 1 - Conference Papers. IEEE 2016
No full textInternational audienc
CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields
No full textForthcoming (2017) in Journal of Theoretical ProbabilityOur interest in this paper is to explore limit theorems for various geometric function-als of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion sets/sojourn times (see [4, 13, 14, 18, 22, 25] for a sample of works in such settings). The most recent addition being [6] where a central limit theorem (CLT) for Euler-Poincaré characteristic of the excursions set of a Gaussian random field is proven under appropriate conditions. In this paper, we obtain a CLT for some global geometric functionals, called the Lipschitz-Killing curvatures of excursion sets of Gaussian random fields in an appropriate setting
Investment, Adverse Selection and Optimal Redistributive Taxation
No full textI study a credit market with adverse selection as a signalling game. I show that in the least-costly separating equilibrium, entrepreneurs of high-quality projects may over-or under-invest compared to the social optimum to signal their type. I then examine a simple budget-balanced tax-subsidy scheme applied by the government. At a first sight, the tax-subsidy scheme seems to benefit entrepreneurs of low-quality projects and harm entrepreneurs of high-quality projects because the former are cross-subsidised by the latter. Nonetheless, this result does not necessarily hold if entrepreneurs can pledge the subsidy as collateral. In that case, taxes can improve social welfare by either decreasing or increasing aggregate investment depending on whether entrepreneurs of high-quality projects over-or under-invest in equilibrium
Language and Gender Roles among Immigrants to the US: A Historical Perspective
No full textInternational audienceOur paper investigates whether historical trends in the labor market participation of immigrant women in the U.S. can be explained in part by variation in the grammatical structure of their language spoken. Using individual-level census data on the labor market behavior of first generation immigrants to the U.S. from 1910 to the present, we show that the presence or absence of grammatical gender in the linguistic structure of a language spoken by an immigrant influences sex-specific behaviors. The originality of our approach is to consider language as a repository for accumulated ancestral culture in an epidemiological framework. Because female labor force participation has greatly increased, institutions have transformed, and motivations and compositions of immigrant flows have changed, studying a long time horizon allows us to more clearly isolate the role of linguistic structure as a cultural institution
Un classement des revues juridiques
No full textInternational audienceLa nécessité d'un classement des revues juridiques peut être discutée. Il apparaît toutefois qu'un tel classement présente une véritable utilité pour les enseignants- chercheurs. C'est la raison pour laquelle l'Association des professeurs de droit des grandes écoles a constitué une commission qui s'est penchée sur la question et qui vient d'achever ses travaux. Elle propose ainsi un classement (très partiel) des revues juridiques, comme point de départ à ce qu'elle espère être un fructueux dialogue au sein de la communauté scientifique.<br/
Une plateforme collaborative pour matérialiser la coopération d’un collectif hétérogène
No full textInternational audienc
Robust inference in structural VARs with long-run restrictions
No full textLong-run restrictions are a very popular method for identifying structural vector autoregressions, but they suffer from weak identification when the data is very persistent, i.e., when the highest autoregressive roots are near unity. Near unit roots introduce additional nuisance parameters and make standard weak-instrument-robust methods of inference inapplicable. We develop a method of inference that is robust to both weak identification and strong persistence. The method is based on a combination of the Anderson-Rubin test with instruments derived by filtering potentially non-stationary variables to make them near stationary. We apply our method to obtain robust confidence bands on impulse responses in two leading applications in the literature
