Carrasco, Marine, Florens, Jean-Pierre
and Renault, Eric
(2014)
Asymptotic Normal Inference in Linear Inverse Problems.
In: Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Oxford University Press.
Chapter 3.
pp. 65-96.
ISBN 9780199857944
Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre
and Renault, Eric
(2011)
Nonparametric Instrumental Regression.
Econometrica, 79 (5).
pp. 1541-1565.
Meddahi, Nour, Renault, Eric
and Werker, Bas
(2006)
GARCH and Irregularly Spaced Data.
Economics Letters, 90 (2).
pp. 200-204.
Carrasco, Marine, Florens, Jean-Pierre
and Renault, Eric
(2006)
Linear Inverse Problems in Structural Econometrics: Estimation Based on Spectral Decomposition and Regularization.
In: Handbook of Econometrics
Elsevier.
Chapter 77.
pp. 5638-5751.
ISBN 978-0-444-53200-8
Meddahi, Nour and Renault, Eric
(2004)
Temporal Aggregation of Volatility Models.
Journal of Econometrics, 119 (2).
pp. 355-379.
Florens, Jean-Pierre, Renault, Eric
and Touzi, Nizar
(1998)
Testing for Embeddability by Stationary Scalar Diffusions.
Econometric Theory, 14.
pp. 744-769.