- Journal of Economic Literature Classification (21)
- C - Mathematical and Quantitative Methods (21)
- C1 - Econometric and Statistical Methods - General (21)
- C13 - Estimation (21)
- C1 - Econometric and Statistical Methods - General (21)
- C - Mathematical and Quantitative Methods (21)
A
Andersson, Henrik
, Jonsson, Lina and Ögren, Mikael
(2010)
Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise.
Environmental and Resource Economics, 45 (1).
pp. 73-89.
B
Bollerslev, Tim
, Meddahi, Nour
ORCID: https://orcid.org/0009-0008-7138-3869 and Nyawa Womo, Serge Luther
(2019)
High-dimensional multivariate realized volatility estimation.
Journal of Econometrics, 212 (1).
pp. 116-136.
Bonhomme, Stéphane, Jochmans, Koen
ORCID: https://orcid.org/0000-0002-9381-8412 and Weidner, Martin
(2025)
A Neyman-Orthogonalization Approach to The Incidental Parameter Problem.
TSE Working Paper, n. 25-1614, Toulouse
Bonnal, Liliane
ORCID: https://orcid.org/0000-0002-9972-2470, Boumahdi, Rachid
and Favard, Pascal
(2013)
The easiest way to estimate the Oaxaca-Blinder decomposition.
Applied Economic Letters, vol. 20 (n° 1).
pp. 96-101.
Bonnet, Céline
, Dubois, Pierre
ORCID: https://orcid.org/0000-0002-9077-6843, Klapper, Daniel and Villas-Boas, Sofia B.
(2013)
Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through.
Review of Economics and Statistics, 95 (2).
pp. 500-515.
Bonnet, Céline
, Dubois, Pierre
ORCID: https://orcid.org/0000-0002-9077-6843 and Villas-Boas, Sofia B.
(2009)
Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through.
TSE Working Paper, n. 09-067, Toulouse
D
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simar, Léopold
(2020)
Robust frontier estimation from noisy data : a Tikhonov regularization approach.
Econometrics and Statistics, vol. 14.
pp. 1-23.
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simar, Léopold
(2016)
Robust frontier estimation from noisy data: a Tikhonov regularization approach.
TSE Working Paper, n. 16-665, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Guillou, Armelle
(2013)
A gamma-moment approach to monotonic boundaries estimation.
TSE Working Paper, n. 13-411
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Guillou, Armelle
(2014)
A gamma-moment approach to monotonic boundary estimation.
Journal of Econometrics, 178 (2).
pp. 727-740.
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles Claude
ORCID: https://orcid.org/0000-0003-2497-9412
(2021)
ExpectHill estimation, extreme risk and heavy tails.
Journal of Econometrics, vol. 221 (n° 1).
pp. 97-117.
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Girard, Stéphane
and Stupfler, Gilles
ORCID: https://orcid.org/0000-0003-2497-9412
(2018)
ExpectHill estimation, extreme risk and heavy tails.
TSE Working Paper, n. 18-953, Toulouse
Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Padoan, Simone A. and Stupfler, Gilles Claude
ORCID: https://orcid.org/0000-0003-2497-9412
(2024)
Extreme expectile estimation for short-tailed data.
Journal of Econometrics, vol. 241 (n° 2).
Dunker, Fabian, Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174, Hohage, Thorsten
, 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.
F
Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174, Simar, Léopold
and Van Keilegom, Ingrid
(2014)
Frontier Estimation in Nonparametric Location-Scale Models.
Journal of Econometrics, vol. 178 (n° 3).
pp. 456-470.
Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simoni, Anna
(2013)
Regularizing Priors for Linear Inverse Problems.
TSE Working Paper, n. 13-384
Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simoni, Anna
(2013)
Regularizing Priors for Linear Inverse Problems.
IDEI Working Paper, n. 767, Toulouse
Florens, Jean-Pierre
ORCID: https://orcid.org/0000-0001-6708-5174 and Simoni, Anna
(2016)
Regularizing Priors for Linear Inverse Problems.
Econometric Theory, 32 (1).
pp. 71-121.
S
Simar, Léopold
and Vanhems, Anne
ORCID: https://orcid.org/0000-0003-3659-9898
(2010)
Probabilistic Characterization of Directional Distances and their Robust Versions.
TSE Working Paper, n. 10-195
Simar, Léopold
, Vanhems, Anne
ORCID: https://orcid.org/0000-0003-3659-9898 and Wilson, Paul
(2012)
Statistical Inference for DEA Estimators of Directional Distances.
European Journal of Operational Research, 220 (3).
pp. 853-864.
Y
Yasser, Abbas
, Daouia, Abdelaati
ORCID: https://orcid.org/0000-0003-2621-8860, Nemouchi, Boutheina
and Stupfler, Gilles Claude
ORCID: https://orcid.org/0000-0003-2497-9412
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse

Up a level