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.