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Up a level- Journal of Economic Literature Classification (18)
- C - Mathematical and Quantitative Methods (18)
- C1 - Econometric and Statistical Methods - General (18)
- C14 - Semiparametric and Nonparametric Methods (18)
- C1 - Econometric and Statistical Methods - General (18)
- C - Mathematical and Quantitative Methods (18)
2007
Ivaldi, Marc
and Motis, Jrissy
(2007)
Mergers as Auctions.
IDEI Working Paper, n. 461
2009
Rothe, Christoph
(2009)
Semiparametric Estimation of Binary Response Models with Endogenous Regressors.
Journal of Econometrics, 153 (1).
pp. 51-64.
2010
Florens, Jean-Pierre and Simoni, Anna
(2010)
Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior.
TSE Working Paper, n. 10-176
Rothe, Christoph
(2010)
Identification of Unconditional Partial Effects in Non Separable Models.
Economics Letters, 109 (3).
pp. 171-174.
Rothe, Christoph
(2010)
Nonparametric Estimation of Distributional Policy Effects.
Journal of Econometrics, 155 (1).
pp. 56-70.
2013
Florens, Jean-Pierre and Simoni, Anna
(2013)
Regularizing Priors for Linear Inverse Problems.
IDEI Working Paper, n. 767, Toulouse
2015
Daouia, Abdelaati, Laurent, Thibault and Noh, Hohsuk
(2015)
npbr: A Package for Nonparametric Boundary Regression in R.
TSE Working Paper, n. 15-576, Toulouse
2016
Lavergne, Pascal and Nguimkeu, Pierre
(2016)
A Hausman Specification Test of Conditional Moment Restrictions.
TSE Working Paper, n. 16-743, Toulouse
2017
Babii, Andrii
(2017)
Honest confidence sets in nonparametric IV regression and other ill-posed models.
TSE Working Paper, n. 17-803, Toulouse
Babii, Andrii and Florens, Jean-Pierre
(2017)
Are unobservables separable?
TSE Working Paper, n. 17-802, Toulouse
2018
Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles
(2018)
ExpectHill estimation, extreme risk and heavy tails.
TSE Working Paper, n. 18-953, Toulouse
2019
Almeida, Caio, Ardison, Kim and Garcia, René (2019) Nonparametric Assessment of Hedge Fund Performance. TSE Working Paper, n. 19-1024, Toulouse
Kamat, Vishal
(2019)
Identification with Latent Choice Sets.
TSE Working Paper, n. 19-1031, Toulouse
2020
Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold
(2020)
Robust frontier estimation from noisy data : a Tikhonov regularization approach.
Econometrics and Statistics, vol. 14.
pp. 1-23.
2022
Bruna, Maria Giuseppina, Dang, Rey, Houanti, L'hocine, Sahut, Jean-Michel and Simioni, Michel
(2022)
By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model.
Finance Research Letters, vol. 49 (n° 103.048).
Dang, Rey, Simioni, Michel, Hikkerova, Lubica and Sahut, Jean-Michel
(2022)
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression.
Annals of Operations Research.
2024
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude
(2024)
Extreme expectile estimation for short-tailed data.
Journal of Econometrics, vol. 241 (n° 2).
2025
Yasser, Abbas, Daouia, Abdelaati, Nemouchi, Boutheina and Stupfler, Gilles Claude
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse
