Gaillac, Christophe and Gautier, Eric (2022) Adaptive estimation in the linear random coefficients model when regressors have limited variation. Bernoulli journal, vol. 28 (n° 1). pp. 504-524.

Gaillac, Christophe and Gautier, Eric (2021) Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation. Journal of Fourier Analysis and Applications, vol.27 (n°4).

Gautier, Éric (2021) Relaxing monotonicity in endogenous selection models and application to surveys. In: Advances in contemporary statistics and econometrics. Daouia, Abdelaati and Ruiz-Gazen, Anne (eds.) Springer International Publishing. Chapter 4. Cham, Suisse pp. 59-78. ISBN 978-3-030-73248-6

Gaillac, Christophe and Gautier, Éric (2021) Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation. TSE Working Paper, n. 21-1218, Toulouse

Beyhum, Jad and Gautier, Eric (2019) Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity. TSE Working Paper, n. 19-1008, Toulouse

Gautier, Eric and Le Pennec, Erwan (2018) Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding. Electronic Journal of Statistics, vol. 12 (n° 1). pp. 277-320.

De Mol, C., Gautier, Éric, Giannone, D., Mullainathan, S., Reichline, L., van Dijk, H. and Wooldridge, J. (2017) Big Data in Economics: Evolution or Revolution? In: Economics without Borders – Economic Research for European Policy Challenges Cambridge University Press. Chapter 14. ISBN 9781107185159

Gautier, Eric, Rose, Christiern and Tsybakov, Alexandre (2014) High-dimensional instrumental variables regression and confidence sets. TSE Working Paper, n. 18-930, Toulouse

Gautier, Eric and Kitamura, Yuichi (2013) Nonparametric estimation in random coefficients binary choice models. Econometrica, vol. 81. pp. 581-607.

Gautier, Eric and Tsybakov, Alexandre (2013) Pivotal estimation in high-dimensional regression via linear programming. In: Empirical Inference: Festschrift in Honor of Vladimir N. Vapnik Empirical Inference. pp. 195-204. ISBN 978-3-642-41135-9

Gautier, Eric and Hoderlein, Stefan (2011) A triangular treatment effect model with random coefficients in the selection equation. TSE Working Paper, n. 15-598

Gautier, Eric (2011) Hierarchical Bayesian estimation of inequalities with non-rectangular censored survey data. The Annals of Applied Statistics, 5 (2B). pp. 1632-1656.

Alquier, Pierre, Gautier, Eric and Stoltz, Gilles (2011) Inverse problems and high dimensional estimation: Stats in the Château summer school in econometrics and statistics, 2009. Springer-Verlag Berlin Heidelberg ISBN 978-3-642-19988-2

De Bouard, Anne and Gautier, Eric (2010) Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise. Discrete and Continuous Dynamical Systems, 26. pp. 857-871.

Gautier, Eric and Houdré, Cédric (2009) Estimation des inégalités dans l’enquête Patrimoine 2004. Économie et Statistique (417-418). pp. 135-152.

Gautier, Eric (2008) Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations. Annals of Probability, 36 (3). pp. 896-930.

Debussche, Arnaud and Gautier, Eric (2008) Small noise asymptotic of the timing jitter in soliton transmission. Annals of Applied Probability, 18. pp. 178-208.

Gautier, Eric (2007) Stochastic nonlinear Schrödinger equations driven by a fractional noise - Well posedness, large deviations and support. Electronic Journal of Probability, 12. pp. 848-861.

Gautier, Eric (2005) Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. ESAIM: Probability and Statistics, 9. pp. 74-97.

Gautier, Eric (2005) Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise. Stochastic Processes and their Applications, 115. pp. 1904-1927.