Items where Author is "Vanhems, Anne"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Number of items: 22.

Article

Van Keilegom, Ingrid and Vanhems, Anne (2019) Estimation of a semiparametric transformation model in the presence of endogenety. Econometric Theory. (In Press)

Hoderlein, Stefan and Vanhems, Anne (2018) Estimating the distribution of welfare effects using quantiles. Journal of Applied Econometrics, 33 (1). pp. 52-72.

Simar, Léopold, Van Keilegom, Ingrid and Vanhems, Anne (2016) Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. Journal of Econometrics, 190 (2). pp. 360-373.

Do, Van Huyen, Thomas-Agnan, Christine and Vanhems, Anne (2015) Accuracy of areal interpolation methods for count data. Spatial Statistics, 14. pp. 412-438.

Do, Van Huyen, Thomas-Agnan, Christine and Vanhems, Anne (2015) Spatial reallocation of areal data - another look at basic methods. Revue d'Économie Régionale et Urbaine, 1. pp. 27-58.

Thomas-Agnan, Christine, Van Huyen, Do and Vanhems, Anne (2014) Testing areal interpolation methods with US census 2010 data. Région et Développement, 40. pp. 83-96.

Grasmair, M, Scherzer, O and Vanhems, Anne (2013) Nonparametric instrumental regression with non-convex constraints. Inverse problems, 29 (3).

Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2013) Projection Estimation in Nonparametric Instrumental Regression. Journal of Statistical Planning and Inference, 143 (n°1). pp. 24-39.

Simar, Léopold, Vanhems, Anne and Wilson, Paul (2012) Statistical Inference for DEA Estimators of Directional Distances. European Journal of Operational Research, 220 (3). pp. 853-864.

Roudaut, Nolwenn and Vanhems, Anne (2012) Explaining Firms Efficiency in the Ivorian Manufacturing Sector: a Robust Nonparametric Approach. Journal of Productivity Analysis, 37 (2). pp. 155-169.

Simar, Léopold and Vanhems, Anne (2012) Probabilistic Characterization of Directional Distances and their Robust Versions. Journal of Econometrics, 166 (2). pp. 342-354.

Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2011) Convergence Rates for Ill-posed Inverse Problems with an Unknown Operator. Econometric Theory, 27 (3). pp. 522-545.

Vanhems, Anne (2010) Nonparametric Estimation of Exact Consumer Surplus with Endogeneity in Price. Econometrics Journal, 13 (3). pp. 80-98.

Vanhems, Anne (2006) Nonparametric Study of Solutions of Differential Equations. Econometric Theory, 22 (1). pp. 127-157.

Book Section

Germain, Laurent, Nalpas, Nicolas and Vanhems, Anne (2012) Non Parametric Hedge Fund Performance Appraisal : a directional robust application. In: Hedge Fund Replication Palgrave Macmillan, Hampshire. Chapter 7. pp. 90-105. ISBN 978-0-230-33681-0

Germain, Laurent, Rousseau, Fabrice and Vanhems, Anne (2010) Strategic Financial Intermediaries with Brokerage Activities. In: Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets Gregoriou, Greg N. (ed.) McGraw-Hill USA. Series “McGraw-Hill Financial Education” Chapter 26. pp. 389-402. ISBN 9780071743532

Florens, Jean-Pierre and Vanhems, Anne (2008) Is it Always Optimal to Impose Constraints on Nonparametric Functional Estimators? Some Evidence on the Smoothing Parameter Choice. In: Functional and Operatorial Statistics Physica-Verlag HD. Chapter 27. pp. 173-179. ISBN 978-3-7908-2061-4

Monograph

Maréchal, Pierre, Simar, Léopold and Vanhems, Anne (2018) A mollifier approach to the deconvolution of probability densities. TSE Working Paper, n. 18-965, Toulouse

Nalpas, Nicolas, Simar, Léopold and Vanhems, Anne (2016) Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm. TSE Working Paper, n. 16-648, Toulouse

Van Keilegom, Ingrid and Vanhems, Anne (2011) Semiparametric transformation model with endogeneity: a control function approach. TSE Working Paper, n. 11-243, Toulouse

Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2009) Convergence Rates for III-Posed Inverse Problems with an Unknown Operator. TSE Working Paper, n. 09-030

Book

Germain, Laurent, Nalpas, Nicolas and Vanhems, Anne (2010) Handbook of Trading: Strategies for Navigating and Profiting from Currency, Bond, and Stock Markets. Gregoriou, Greg N. (ed.) McGraw-Hill USA

This list was generated on Wed Nov 13 09:30:04 2019 CET.