Article
Florens, Jean-Pierre and Van Bellegem, Sébastien
(2015)
Instrumental variable estimation in functional linear models.
Journal of Econometrics, 186 (2).
pp. 465-476.
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.
Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien
(2012)
Instrumental regression in partially linear models.
The Econometrics Journal, 15 (n°2).
pp. 304-324.
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.
Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien
(2011)
Identification and Estimation by Penalization in Nonparametric Instrumental Regression.
Econometric Theory, 27 (3).
pp. 472-496.
Van Bellegem, Sébastien and Von Sachs, Rainer
(2008)
Locally adaptive estimation of evolutionary wavelet spectra.
Annals of Statistics, 36 (4).
pp. 1879-1924.
Ombao, Hernando and Van Bellegem, Sébastien
(2008)
Evolutionary Coherence of Nonstationary Signals.
IEEE Transactions on Signal Processing, 56 (6).
pp. 2259-2266.
Gao, Jiti, Gijbels, Irene
and Van Bellegem, Sébastien
(2008)
Nonparametric simultaneous testing for structural breaks.
Journal of Econometrics, 143 (1).
pp. 123-142.
Dahlhaus, Rainer and Van Bellegem, Sébastien
(2006)
Semiparametric estimation by model selection for locally stationary processes.
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (n°5).
pp. 721-746.
Courtois, Cindy, Denuit, Michel and Van Bellegem, Sébastien
(2006)
Discrete s-convex extremal distributions: Theory and applications.
Applied Mathematics Letters, 19 (12).
pp. 1367-1377.
Van Bellegem, Sébastien and Von Sachs, Rainer
(2004)
Forecasting economic time series with unconditional time-varying variance.
International Journal of Forecasting, 20 (4).
pp. 611-627.
Van Bellegem, Sébastien and Von Sachs, Rainer
(2004)
On adaptive estimation for locally stationary wavelet processes and its applications.
International Journal of Wavelets, Multiresolution and Information Processing, 2 (4).
pp. 545-565.
Fryzlewicz, P., Van Bellegem, Sébastien and Von Sachs, Rainer
(2003)
Forecasting non-stationary time series by wavelet process modelling.
Annals of the Institute of Statistical Mathematics, 55 (4).
pp. 737-764.
Denuit, Michel and Van Bellegem, Sébastien
(2001)
On the stop-loss and total variation distances between random sums.
Statistics and Probability Letters, 53 (2).
pp. 153-165.
Monograph
Manzi, Jorge, San Martin, Ernesto and Van Bellegem, Sébastien
(2010)
School System Evaluation By Value-Added Analysis under Endogeneity.
TSE Working Paper, n. 10-185
Florens, Jean-Pierre, Schwarz, Maik and Van Bellegem, Sébastien
(2010)
Nonparametric Frontier Estimation from Noisy Data.
TSE Working Paper, n. 10-179
Schwarz, Maik and Van Bellegem, Sébastien
(2009)
Consistent Density Deconvolution under Partially Known Error Distribution.
TSE Working Paper, n. 09-097
Bouezmarni, Taoufik and Van Bellegem, Sébastien
(2009)
Nonparametric Beta Kernel Estimator for Long Memory Time Series.
TSE Working Paper, n. 09-082
Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien
(2009)
Instrumental Regression in Partially Linear Models.
TSE Working Paper, n. 10-167
Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien
(2009)
Identification and Estimation by Penalization in Nonparametric Instrumental Regression.
TSE Working Paper, n. 09-076
Daskovska, Alexandra, Simar, Léopold and Van Bellegem, Sébastien
(2009)
Forecasting the Malmquist Productivity Index.
TSE Working Paper, n. 09-048
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
Bigot, Jérôme and Van Bellegem, Sébastien
(2009)
Log-Density Deconvolution by Wavelet Thresholding.
TSE Working Paper, n. 09-011