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Number of items: 46.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2021) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics, vol. 221 (n° 1). pp. 97-117.

Bobba, Matteo, Flabbi, Luca, Levy, Santiago and Tejada, Mauricio (2021) Labor Market Search, Informality, and On-The-Job Human Capital Accumulation. Journal of Econometrics. (In Press)

Gualdani, Cristina (2021) An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. Journal of Econometrics. (In Press)

Bobba, Matteo and Frisancho, Veronica (2021) Self-Perceptions about Academic Achievement: Evidence from Mexico City. Journal of Econometrics. (In Press)

Bontemps, Christian and Kumar, Rohit (2020) A geometric approach to inference in set-identified entry games. Journal of Econometrics, vol.218 (n°2). pp. 373-389.

Kim, Jihyun and Meddahi, Nour (2020) Volatility Regressions with Fat Tails. Journal of Econometrics, vol.218 (n°2). pp. 690-713.

Almeida, Caio, Ardison, Kim and Garcia, René (2020) Nonparametric Assessment of Hedge Fund Performance. Journal of Econometrics, 214 (2). pp. 349-378.

Bollerslev, Tim, Meddahi, Nour and Nyawa Womo, Serge Luther (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, 212 (1). pp. 116-136.

Kim, Jihyun and Park, Joon (2017) Asymptotics for Recurrent Diffusions with Application to High Frequency Regression. Journal of Econometrics, 196 (1). pp. 37-54.

Benatia, David, Carrasco, Marine and Florens, Jean-Pierre (2017) Functional Linear Regression with Functional Response. Journal of Econometrics, 201 (2). pp. 269-291.

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.

Cazals, Catherine, Fève, Frédérique, Florens, Jean-Pierre and Simar, Léopold (2016) Nonparametric Instrumental variables Estimation for Efficiency Frontier. Journal of Econometrics, 190 (2). pp. 345-355.

Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

Florens, Jean-Pierre and Van Bellegem, Sébastien (2015) Instrumental variable estimation in functional linear models. Journal of Econometrics, 186 (2). pp. 465-476.

Chabé-Ferret, Sylvain (2015) Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes. Journal of Econometrics, vol.185 (n°1). pp. 110-123.

Antoine, Bertille and Lavergne, Pascal (2014) Conditional moments models under semi-strong identification. Journal of Econometrics, vol. 182 (n° 3). pp. 59-69.

Fève, Frédérique and Florens, Jean-Pierre (2014) Non Parametric Analysis of Panel Data Models with Endogenous Variables. Journal of Econometrics, vol. 181 (n° 2). pp. 151-164.

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

Lavergne, Pascal (2014) Model Equivalence Tests in a Parametric Framework. Journal of Econometrics, vol. 178 (n° 3). pp. 414-425.

Florens, Jean-Pierre, Simar, Léopold and Van Keilegom, Ingrid (2014) Frontier Estimation in Nonparametric Location-Scale Models. Journal of Econometrics, vol. 178 (n° 3). pp. 456-470.

Dunker, Fabian, Florens, Jean-Pierre, Hohage, Thorsten, Johannes, Jan and Mammen, Enno (2014) Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. Journal of Econometrics, vol. 178 (n° 3). pp. 444-455.

Reynaert, Mathias and Verboven, Frank (2014) Improving the performance of random coefficients demand models: The role of optimal instruments. Journal of Econometrics, 179 (1). pp. 83-98.

Lavergne, Pascal and Patilea, Valentin (2013) Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory. Journal of Econometrics, vol. 177 (n° 1). pp. 47-59.

Donovon, Prosper, Goncalves, Silvia and Meddahi, Nour (2013) Bootstrapping Realized Multivariate Volatility Measures. Journal of Econometrics, 172 (1). pp. 49-65.

Florens, Jean-Pierre and Simoni, Anna (2012) Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. Journal of Econometrics, 170 (2). pp. 458-475.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2012) Regularization of Nonparametric Frontier Estimators. Journal of Econometrics, 168 (n°2). pp. 285-299.

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

Daouia, Abdelaati and Gijbels, Irene (2011) Robustness and inference in nonparametric partial frontier modeling. Journal of Econometrics, 161 (2). pp. 147-165.

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2011) Realized Volatility Forecasting and Market Microstructure Noise. Journal of Econometrics, vol. 160 (n° 1). pp. 220-234.

Goncalves, Silvia and Meddahi, Nour (2011) Box–Cox Transforms for Realized Volatility. Journal of Econometrics, 160 (1). pp. 129-144.

Rothe, Christoph (2010) Nonparametric Estimation of Distributional Policy Effects. Journal of Econometrics, 155 (1). pp. 56-70.

Rothe, Christoph (2009) Semiparametric Estimation of Binary Response Models with Endogenous Regressors. Journal of Econometrics, 153 (1). pp. 51-64.

Gao, Jiti, Gijbels, Irene and Van Bellegem, Sébastien (2008) Nonparametric simultaneous testing for structural breaks. Journal of Econometrics, 143 (1). pp. 123-142.

Lavergne, Pascal and Patilea, Valentin (2008) Breaking the curse of dimensionality in nonparametric testing. Journal of Econometrics, 143 (1). pp. 103-122.

Magnac, Thierry and Maurin, Eric (2007) Identification and Information in Monotone Binary Models. Journal of Econometrics, 139 (1). pp. 76-104.

Daouia, Abdelaati and Simar, Léopold (2007) Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach. Journal of Econometrics, 140 (2). pp. 375-400.

Gregoir, Stéphane (2006) Efficient tests for the presence of a couple of complex conjugate unit roots in real time series. Journal of Econometrics, 130 (1). pp. 45-100.

Andrade, Philippe, Bruneau, Catherine and Gregoir, Stéphane (2005) Testing for the cointegration rank when some cointegrating directions are changing. Journal of Econometrics, Vol. 124 (N° 2). pp. 269-310.

Florens, Jean-Pierre and Simar, Léopold (2005) Parametric Approximations of Nonparametric Frontiers. Journal of Econometrics, 124 (1). pp. 91-116.

Bontemps, Christian and Meddahi, Nour (2005) Testing Normality: a GMM Approach. Journal of Econometrics, 124 (1). pp. 149-186.

Darolles, Serge, Florens, Jean-Pierre and Gouriéroux, Christian (2004) Kernel Based Nonlinear Canonical Analysis and Time Reversibility. Journal of Econometrics, 119 (2). pp. 323-353.

Meddahi, Nour and Renault, Eric (2004) Temporal Aggregation of Volatility Models. Journal of Econometrics, 119 (2). pp. 355-379.

Florens, Jean-Pierre (2003) Some Technical Issues Defining Causality. Journal of Econometrics, 112 (1). pp. 127-128.

Cazals, Catherine, Florens, Jean-Pierre and Simar, Léopold (2002) Nonparametric Frontier Estimation: A Robust Approach. Journal of Econometrics, 106 (1). pp. 1-25.

Gregoir, Stéphane and Laroque, Guy (1994) Polynomial cointegration: Estimation and Test. Journal of Econometrics, vol. 63 (n° 1). pp. 183-214.

Laffont, Jean-Jacques and Monfort, Alain (1979) Disequilibrium Econometrics in Dynamic Models. Journal of Econometrics, 11 (2-3). pp. 353-361.

This list was generated on Sun Apr 18 10:14:37 2021 CEST.