This manuscript provides an introduction to statistics and probability method. It is structured around three themes developed in five chapters. The first part is an introduction to probability calculations in which we introduce the notions of elementary probability, probabilized spaces, random...

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...

In a Constant Proportion Portfolio Insurance (CPPI) framework, a constant risk exposure is defined by the multiple of the strategy. This article proposes an alternative conditional multiple estimation model, which is based on an autoregressive quantile regression dynamic approach. We estimate...

Our survey covers the recent developments of the microeconometric literature on evaluation methods. In this field, the canonical model is Rubin's causal model, which is close to Roy's selectivity model. This model is the relevant framework for defining and for examining the identifiability...

This paper make an overview of the copula theory from a practical side. We consider different methods of copula estimation and different Goodness-of-Fit tests for model selection. In the GoF section we apply Kolmogorov-Smirnov and Cramer-von-Mises type tests and calculate power of these tests...

A general formulation of Mixed Proportional Hazard models with K random effects is provided. It enables to account for a population stratified at K different levels. We then show how to approximate the partial maximum likelihood estimator using an EM algorithm. In a Monte Carlo study, the...

Cette étude est une contribution à l’analyse du processus d’insertion professionnelle des jeunes urbains à Abidjan. A partir d’une enquête d’insertion professionnelle, l’étude montre que les politiques d’emploi jeunes ont relativement amélioré la situation des bénéficiaires...

This article analyzes the profitability of the banks in six European countries between 1994 and 1997. We deal with the link between profitability and certain external and interns' determinants of European banking system. Following a methodology of panel analysis with a fixed individual effects...

We estimate a Cobb-Douglas function using Moroccan data, over the period 1976-1995 and considering two inputs, capital (GFCF) and labor (educational attainment of the workforce). The results show that physical capital and human capital have mostly a positive impact on economic growth. Moreover,...