In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the effect of one or more covariates is unknown. We provide its estimation...

We study the relationships between the real effective exchange rate (REER) of the Tunisian dinar and its determinants/fundamentals, i.e. the ratio of trade balance/GDP, the ratio of public consumption/GDP, the openness rate and the terms of trade. We find that in the most of cases, the variables...

Résumé: Nous étudions la puissance en terme de prévision des processus basés sur la méthode du noyau en utilisant la version non paramétrique du critère « Final Prediction error » pour identifier un processus fonctionnel hétéroscédastique. Cette identification nécessite une...

Résumé: Nous étudions la puissance en terme de prévision des processus basés sur la méthode du noyau en utilisant la version non paramétrique du critère « Final Prediction error » pour identifier un processus fonctionnel hétéroscédastique. Cette identification nécessite une...

We consider the problem of testing whether the observations X1, · · ·, Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed:...

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...

This paper proposes a new nonparametric test for conditional independence, which is based on the comparison of Bernstein copula densities using the Hellinger distance. The test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in...

Air pollution is an externality whose health costs are high. In our paper we have evaluated the private cost or cost of suffering due to morbidity associated with this pollution. The contingent valuation method (CVM) has allowed us to estimate the average monthly private cost of illness for a...

The aim of this paper is to analyze the impact of household income on private transfers in Russia on the basis of altruism, exchange and risk sharing hypotheses. Econometrical investigations, with Russia Longitudinal Monitoring Survey data for 2002, show that private transfers can’t be...

The analysis of economic determinants of Olympic performance was for a long time a macroeconomics of the cold war in which the number of medals won by a nation was explained by its endowment with economic and human resources, then its political regime and a host country effect. We adopt a...