CIRANO.

Random Fields and Spin Glasses

A Field Theory Approach

The book introduces some useful and little known techniques in statistical mechanics and field theory including multiple Legendre transforms, supersym...

High-wage Workers and High-wage Firms

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An Analysis of the Real Interest Rate Under Regime Shifts

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Environmental Risks and Bank Liability

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How Do Young People Choose College Majors?

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Testing Normality : a GMM Approach

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Sector-specific Training and Mobility in Germany

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Comparing the Innovation Performance of Canadian Firms and Those of Selected European Countries : an Econometric Analysis

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Simulation-based Finite-sample Tests for Heteroskedasticity and ARCH Effects

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Environmental Protection, Producer Insolvency and Lender Liability

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Comparing the Innovation Performance in Canadian, French and German Manufacturing Enterprises

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Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

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Distribution-free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

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Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form

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Finite-sample Simulation-based Inference in VAR Models with Applications to Order Selection and Causality Testing

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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

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Production Technology, Information Technology, and Vertical Integration Under Asymmetric Information

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Risk Aversion, Intertemporal Substitution, and Option Pricing

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The Québec's Experiment of $5 Per Day Per Child Childcare Policy and Mother's Labour Supply : Evidence Based on the Five Cycles of the NLSCY

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Entry Blockading Locations

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Dynamic Incentive Contracts with Uncorrelated Private Information and History Dependent Outcomes

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Can Capital Markets Create Incentives for Pollution Control?

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Correcting the Errors : a Note on Volatility Forecast Evaluation Based on High-frequency Data and Realized Volatilities

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Environmental Risks : Should Banks be Liable?

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A Theoretical Comparison Between Integrated and Realized Volatilities

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The Effect of Noise Barriers on the Market Value of Adjacent Residential Properties

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Asymmetric Smiles, Leverage Effects and Structural Parameters

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Environmental Regulation and Productivity : New Findings on the Porter Analysis

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Short Run and Long Run Causality in Time Series

Inference

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The Bootstrap of the Mean for Dependent Heterogeneous Arrays

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Costs and Benefits of Preventing Workplace Accidents : the Case of Participatory Ergonomics

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ARMA Representation of Integrated and Realized Variances

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Sector-specific On-the-job Training : Evidence from U.S. Data

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Identification, Weak Instruments and Statistical Inference in Econometrics

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Arbitrage-based Pricing when Volatility is Stochastic

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Cohort Effects and Returns to Seniority in France

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An Eigenfunction Approach for Volatility Modeling

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Latent Variable Models for Stochastic Discount Factors

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Major Choices : Undergraduate Concentrations and the Probability of Graduation

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