numerous specification tests can be applied to the results of these regressions, such as normality tests, ARCH tests, Ramsey RESET test, autocorrelation tests, ...
The ENSAE curriculum is tremendously useful to run a professional career. This training allowed me to use microeconomics concepts and be at ease with various figures and size of orders, which have proved useful every day in my professional life.
The Vasicekterm structure model: dr t = (r t) dt+dW t (3) The BlackScholes model: dS t S t =dt+dW t (4)... and the risk management approach of many banks: VaR computation from Monte Carlo scenario involving both expectation and volatility, the track-ingerrors essential to fund management...
Questions for the class The classis based on the Eurostoxx 50 and the 3MGermangovtbond. We focus on the case where it is only possible to belong in the stocks and the index.
We thank participants to seminars at the World Bank and at the University Paris-Nanterre. E-mail: david.delacroix@uclouvain.be, clara.delavallade@ensae.org. 1
E TIENNE L ALÉ Address: ScPo Dpt. of Economics Citizenship: French 28, rue des Saints-Pères Born: December 19,1985 75007 Paris France etienne.lale@normalesup.org Education Now Ph DStudentin Economics (ScPo Department of Economics, Paris) Topic: Aggregate Implications of Specific Human Capital ...
The Mechanisms of Spatial Mismatch Laurent Gobillon, Harris Selodand Yves Zenou [Paper first received, October 2005; in final form, January 2007] Summary.
Email: clara.delavallade@ensae.org. I am very grateful to Thomas Bossuroy, Julie Lochard, Boris Najman, Waldemar Karpa, Pramuan Bunkanwanicha and the participants of the workshop on corruption at the Sixth Mediterranean Social and Political Research Meeting for their useful comments.
Free download from ww w.hsrc p ress. ac.za 262 Does city structure cause unemployment? The case of Cape Town Sandrine Rospabe and Harris Selod Introduction In June 1998, the South African newspaper The Star told the story of a 46-year-old single mother who lives in the suburbs of Cape Town and ...
The Eect of Part-TimeWork on Post-Secondary Attainment: New Evidencefrom French Data Magali Be y y Denis Fougèr ez Arnaud Maurel x December 14,2009 Abstract In this paper, we provide new evidence on theeect of part-timework on postsecondary attainment.