Higgins, Ayden and Jochmans, Koen
(2024)
Learning Markov Processes with Latent Variables.
Econometric Theory.
(In Press)
Jochmans, Koen and Weidner, Martin
(2024)
Inference on a distribution from noisy draws.
Econometric Theory, vol. 40 (n° 1).
pp. 60-97.
Lapenta, Elia and Lavergne, Pascal
(2024)
Encompassing Tests for Nonparametric Regressions.
Econometric Theory.
pp. 1-30.
Kim, Jihyun, Park, Joon and Wang, Bin
(2021)
Estimation of volatility functions in jump diffusions using truncated bipower increments.
Econometric Theory, vol. 37 (N° 5).
pp. 926-958.
Daouia, Abdelaati, Florens, Jean-Pierre
and Simar, Léopold
(2021)
Robustified expected maximum production frontiers.
Econometric Theory, vol. 37 (n° 2).
pp. 1-46.
Enache, Andreea and Florens, Jean-Pierre
(2020)
Identification and estimation in a third-price auction model.
Econometric Theory, vol. 36 (n° 3).
pp. 386-409.
Van Keilegom, Ingrid and Vanhems, Anne
(2019)
Estimation of a semiparametric transformation model in the presence of endogenety.
Econometric Theory, vol. 35 (n° 1).
pp. 73-110.
Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour
(2017)
Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.
Econometric Theory, vol. 33 (n° 4).
pp. 791-838.
Florens, Jean-Pierre and Sokullu, Senay
(2017)
Non Parametric Estimation of Semi Parametric Transformation Models.
Econometric Theory, vol. 33 (n° 4).
pp. 839-873.
Florens, Jean-Pierre and Simoni, Anna
(2016)
Regularizing Priors for Linear Inverse Problems.
Econometric Theory, 32 (1).
pp. 71-121.
Carrasco, Marine and Florens, Jean-Pierre
(2014)
On the Asymptotic Efficiency of GMM.
Econometric Theory, 30 (2).
pp. 372-406.
Carrasco, Marine and Florens, Jean-Pierre
(2011)
A Spectral Method for Deconvolving a Density.
Econometric Theory, 27.
pp. 546-581.
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.
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.
Gregoir, Stéphane
(2010)
Fully modified estimation of seasonally cointegrated processes.
Econometric Theory, 26 (5).
pp. 1491-1528.
Florens, Jean-Pierre and Sbaï, Erwann
(2010)
Local Identification in Empirical Games of Incomplete Information.
Econometric Theory, 26 (6).
pp. 1638-1662.
Vanhems, Anne
(2006)
Nonparametric Study of Solutions of Differential Equations.
Econometric Theory, 22 (1).
pp. 127-157.
Aragon, Yves, Daouia, Abdelaati
and Thomas-Agnan, Christine
(2005)
Nonparametric Frontier Estimation: A Conditional Quantile-based Approach.
Econometric Theory (21).
pp. 358-389.
Lavergne, Pascal and Guerre, Emmanuel
(2002)
Optimal Minimax Rates for Nonparametric Specification Testing in Regression Models.
Econometric Theory, vol.18 (n°5).
pp. 1139-1171.
Lavergne, Pascal and Vuong, Quang H.
(2000)
Nonparametric Significance Testing.
Econometric Theory, vol.16 (n°4).
pp. 576-601.
Gregoir, Stéphane
(1999)
Multivariate Time Series with Various Hidden Unit Roots: Part II : Estimation and Testing.
Econometric Theory, vol. 15 (n° 4).
pp. 469-518.
Gregoir, Stéphane
(1999)
Multivariate Time Series with Various Hidden Unit Roots: Part I : Integral Operator Algebra and Representation Theory.
Econometric Theory, vol. 15 (n° 4).
pp. 435-468.
Florens, Jean-Pierre, Renault, Eric
and Touzi, Nizar
(1998)
Testing for Embeddability by Stationary Scalar Diffusions.
Econometric Theory, 14.
pp. 744-769.
Florens, Jean-Pierre, Ivaldi, Marc
and Larribeau, Sophie
(1996)
Sobolev Estimation of Approximate Regressions.
Econometric Theory, 12 (5).
pp. 753-772.
Gregoir, Stéphane
(1996)
Stochastic Limit Theory : An Introduction for Econometricians.
Econometric Theory, vol. 12 (n° 5).
pp. 859-865.
Florens, Jean-Pierre, Hendry, D.
and Richard, Jean-François
(1996)
Encompassing and Specificity.
Econometric Theory, 12 (4).
pp. 620-656.
Florens, Jean-Pierre, Larribeau, Sophie
and Mouchart, Michel
(1994)
Bayesian Encompassing Test of a Unit Root Hypothesis.
Econometric Theory.
pp. 747-763.
Gregoir, Stéphane and Laroque, Guy
(1993)
Multivariate Time Series: A General Error Correction Representation Theorem.
Econometric Theory, vol. 9 (n° 3).
pp. 329-342.
Florens, Jean-Pierre, Mouchart, Michel
and Rolin, Jean-Marie
(1993)
Non Causality and Marginalization of Markov Processes.
Econometric Theory, 9.
pp. 239-260.