Number of items: 57.

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

Bontemps, ChristianIdRef, Florens, Jean-PierreIdRef and Meddahi, NourIdRef (2025) Functional ecological inference. Journal of Econometrics, vol. 248.

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.

Bobba, MatteoIdRef and Frisancho, Veronica (2022) Self-Perceptions about Academic Achievement: Evidence from Mexico City. Journal of Econometrics, vol. 231 (n° 1). pp. 58-73.

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.

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 Sat Jul 26 01:09:51 2025 CEST.