Number of items: 56.

Garcia, RenéIdRef, Czellar, VeronikaIdRef and Le Grand, François (2025) Uncovering asset market participation from household consumption and income. Journal of Econometrics, Vol. 248 (N° 105867).

Jochmans, KoenIdRef (2024) Nonparametric identification and estimation of stochastic block models from many small networks. Journal of Econometrics, vol.242 (n°2).

Daouia, AbdelaatiIdRef, Padoan, Simone A. and Stupfler, Gilles ClaudeIdRef (2024) Extreme expectile estimation for short-tailed data. Journal of Econometrics, vol. 241 (n° 2).

Arellano, ManuelIdRef, Blundell, RichardIdRef, Bonhomme, StéphaneIdRef and Light, Jack (2024) Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence. Journal of Econometrics, vol. 240 (n° 2).

Higgins, Ayden and Jochmans, KoenIdRef (2023) Identification of mixtures of dynamic discrete choices. Journal of Econometrics, vol. 237 (n° 1).

Jochmans, KoenIdRef (2023) Peer effects and endogenous social interactions. Journal of Econometrics, vol. 235 (n° 2). pp. 1203-1214.

Lavergne, PascalIdRef and Antoine, Bertille (2023) Identification-Robust Nonparametric Inference in a Linear IV Model. Journal of Econometrics, vol. 235 (n°1). pp. 1-24.

Gourieroux, ChristianIdRef and Jasiak, JoannIdRef (2023) Time Varying Markov Process with Partially Observed Aggregate Data: An Application To Coronavirus. Journal of Econometrics, vol. 232 (n°1). pp. 35-51.

Gualdani, CristinaIdRef (2021) An Econometric Model of Network Formation with an Application to Board Interlocks between Firms. Journal of Econometrics, vol. 224 (n°2). pp. 345-370.

Bobba, MatteoIdRef, Flabbi, LucaIdRef, Levy, SantiagoIdRef and Tejada, Mauricio (2021) Labor market search, informality, and on-the-job human capital accumulation. Journal of Econometrics, vol. 223 (n° 2). pp. 433-453.

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, Gilles ClaudeIdRef (2021) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics, vol. 221 (n° 1). pp. 97-117.

Kim, JihyunIdRef and Meddahi, NourIdRef (2020) Volatility regressions with fat tails. Journal of Econometrics, vol. 218 (n° 2). pp. 690-713.

Bontemps, ChristianIdRef and Kumar, Rohit (2020) A geometric approach to inference in set-identified entry games. Journal of Econometrics, vol.218 (n°2). pp. 373-389.

Gourieroux, ChristianIdRef, Jasiak, JoannIdRef and Monfort, AlainIdRef (2020) Stationary Bubble Equilibria in Rational Expectation Models. Journal of Econometrics, vol.218 (n°2). pp. 714-735.

Bobba, MatteoIdRef and Frisancho, Veronica (2020) Self-Perceptions about Academic Achievement: Evidence from Mexico City. Journal of Econometrics, vol. 231 (n° 1). pp. 58-73.

Almeida, Caio, Ardison, Kim and Garcia, RenéIdRef (2020) Nonparametric assessment of hedge fund performance. Journal of Econometrics, vol. 214 (n° 2). pp. 349-378.

Bollerslev, TimIdRef, Meddahi, NourIdRef and Nyawa Womo, Serge LutherIdRef (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, vol. 212 (n° 1). pp. 116-136.

Kim, JihyunIdRef and Park, Joon (2017) Asymptotics for Recurrent Diffusions with Application to High Frequency Regression. Journal of Econometrics, 196 (1). pp. 37-54.

Benatia, David, Carrasco, MarineIdRef and Florens, Jean-PierreIdRef (2017) Functional Linear Regression with Functional Response. Journal of Econometrics, 201 (2). pp. 269-291.

Simar, LéopoldIdRef, Van Keilegom, IngridIdRef and Vanhems, AnneIdRef (2016) Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. Journal of Econometrics, 190 (2). pp. 360-373.

Cazals, CatherineIdRef, Fève, FrédériqueIdRef, Florens, Jean-PierreIdRef and Simar, LéopoldIdRef (2016) Nonparametric Instrumental variables Estimation for Efficiency Frontier. Journal of Econometrics, 190 (2). pp. 345-355.

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

Florens, Jean-PierreIdRef and Van Bellegem, SébastienIdRef (2015) Instrumental variable estimation in functional linear models. Journal of Econometrics, 186 (2). pp. 465-476.

Chabé-Ferret, SylvainIdRef (2015) Analysis of the bias of Matching and Difference-in-Difference under alternative earnings and selection processes. Journal of Econometrics, vol.185 (n°1). pp. 110-123.

Antoine, Bertille and Lavergne, PascalIdRef (2014) Conditional moments models under semi-strong identification. Journal of Econometrics, vol. 182 (n° 3). pp. 59-69.

Fève, FrédériqueIdRef and Florens, Jean-PierreIdRef (2014) Non Parametric Analysis of Panel Data Models with Endogenous Variables. Journal of Econometrics, vol. 181 (n° 2). pp. 151-164.

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Guillou, ArmelleIdRef (2014) A gamma-moment approach to monotonic boundary estimation. Journal of Econometrics, 178 (2). pp. 727-740.

Lavergne, PascalIdRef (2014) Model Equivalence Tests in a Parametric Framework. Journal of Econometrics, vol. 178 (n° 3). pp. 414-425.

Florens, Jean-PierreIdRef, Simar, LéopoldIdRef and Van Keilegom, IngridIdRef (2014) Frontier Estimation in Nonparametric Location-Scale Models. Journal of Econometrics, vol. 178 (n° 3). pp. 456-470.

Dunker, Fabian, Florens, Jean-PierreIdRef, Hohage, ThorstenIdRef, Johannes, Jan and Mammen, Enno (2014) Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. Journal of Econometrics, vol. 178 (n° 3). pp. 444-455.

Reynaert, Mathias and Verboven, FrankIdRef (2014) Improving the performance of random coefficients demand models: The role of optimal instruments. Journal of Econometrics, 179 (1). pp. 83-98.

Lavergne, PascalIdRef and Patilea, ValentinIdRef (2013) Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory. Journal of Econometrics, vol. 177 (n° 1). pp. 47-59.

Donovon, Prosper, Goncalves, Silvia and Meddahi, NourIdRef (2013) Bootstrapping Realized Multivariate Volatility Measures. Journal of Econometrics, 172 (1). pp. 49-65.

Florens, Jean-PierreIdRef and Simoni, AnnaIdRef (2012) Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. Journal of Econometrics, 170 (2). pp. 458-475.

Daouia, AbdelaatiIdRef, Florens, Jean-PierreIdRef and Simar, LéopoldIdRef (2012) Regularization of Nonparametric Frontier Estimators. Journal of Econometrics, 168 (n°2). pp. 285-299.

Simar, LéopoldIdRef and Vanhems, AnneIdRef (2012) Probabilistic Characterization of Directional Distances and their Robust Versions. Journal of Econometrics, 166 (2). pp. 342-354.

Daouia, AbdelaatiIdRef and Gijbels, IreneIdRef (2011) Robustness and inference in nonparametric partial frontier modeling. Journal of Econometrics, 161 (2). pp. 147-165.

Andersen, Torben G., Bollerslev, TimIdRef and Meddahi, NourIdRef (2011) Realized Volatility Forecasting and Market Microstructure Noise. Journal of Econometrics, vol. 160 (n° 1). pp. 220-234.

Goncalves, Silvia and Meddahi, NourIdRef (2011) Box–Cox Transforms for Realized Volatility. Journal of Econometrics, 160 (1). pp. 129-144.

Rothe, ChristophIdRef (2010) Nonparametric Estimation of Distributional Policy Effects. Journal of Econometrics, 155 (1). pp. 56-70.

Rothe, ChristophIdRef (2009) Semiparametric Estimation of Binary Response Models with Endogenous Regressors. Journal of Econometrics, 153 (1). pp. 51-64.

Gao, JitiIdRef, Gijbels, IreneIdRef and Van Bellegem, SébastienIdRef (2008) Nonparametric simultaneous testing for structural breaks. Journal of Econometrics, 143 (1). pp. 123-142.

Lavergne, PascalIdRef and Patilea, ValentinIdRef (2008) Breaking the curse of dimensionality in nonparametric testing. Journal of Econometrics, 143 (1). pp. 103-122.

Magnac, ThierryIdRef and Maurin, EricIdRef (2007) Identification and Information in Monotone Binary Models. Journal of Econometrics, 139 (1). pp. 76-104.

Daouia, AbdelaatiIdRef and Simar, LéopoldIdRef (2007) Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach. Journal of Econometrics, 140 (2). pp. 375-400.

Gregoir, StéphaneIdRef (2006) Efficient tests for the presence of a couple of complex conjugate unit roots in real time series. Journal of Econometrics, 130 (1). pp. 45-100.

Andrade, PhilippeIdRef, Bruneau, CatherineIdRef and Gregoir, StéphaneIdRef (2005) Testing for the cointegration rank when some cointegrating directions are changing. Journal of Econometrics, Vol. 124 (N° 2). pp. 269-310.

Florens, Jean-PierreIdRef and Simar, LéopoldIdRef (2005) Parametric Approximations of Nonparametric Frontiers. Journal of Econometrics, 124 (1). pp. 91-116.

Bontemps, ChristianIdRef and Meddahi, NourIdRef (2005) Testing Normality: a GMM Approach. Journal of Econometrics, 124 (1). pp. 149-186.

Darolles, SergeIdRef, Florens, Jean-PierreIdRef and Gourieroux, ChristianIdRef (2004) Kernel Based Nonlinear Canonical Analysis and Time Reversibility. Journal of Econometrics, 119 (2). pp. 323-353.

Meddahi, NourIdRef and Renault, EricIdRef (2004) Temporal Aggregation of Volatility Models. Journal of Econometrics, 119 (2). pp. 355-379.

Florens, Jean-PierreIdRef (2003) Some Technical Issues Defining Causality. Journal of Econometrics, 112 (1). pp. 127-128.

Cazals, CatherineIdRef, Florens, Jean-PierreIdRef and Simar, LéopoldIdRef (2002) Nonparametric Frontier Estimation: A Robust Approach. Journal of Econometrics, 106 (1). pp. 1-25.

Lavergne, PascalIdRef (2001) An Equality Test Across Nonparametric Regressions. Journal of Econometrics, vol. 103 (n° 1-2). pp. 307-344.

Gregoir, StéphaneIdRef and Laroque, GuyIdRef (1994) Polynomial cointegration: Estimation and Test. Journal of Econometrics, vol. 63 (n° 1). pp. 183-214.

Laffont, Jean-JacquesIdRef and Monfort, AlainIdRef (1979) Disequilibrium Econometrics in Dynamic Models. Journal of Econometrics, 11 (2-3). pp. 353-361.

This list was generated on Thu May 15 08:18:31 2025 CEST.