Article

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.

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

Bonnal, Liliane, 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, 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.

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2020) Robust frontier estimation from noisy data : a Tikhonov regularization approach. Econometrics and Statistics, vol. 14. pp. 1-23.

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

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

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

Dunker, Fabian, Florens, Jean-Pierre, 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.

Florens, Jean-Pierre, 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 and Simoni, Anna (2016) Regularizing Priors for Linear Inverse Problems. Econometric Theory, 32 (1). pp. 71-121.

Simar, Léopold, Vanhems, Anne and Wilson, Paul (2012) Statistical Inference for DEA Estimators of Directional Distances. European Journal of Operational Research, 220 (3). pp. 853-864.

Monograph

Bonhomme, Stéphane, Jochmans, Koen and Weidner, Martin (2025) A Neyman-Orthogonalization Approach to The Incidental Parameter Problem. TSE Working Paper, n. 25-1614, Toulouse

Bonnet, Céline, Dubois, Pierre 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

Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2013) A gamma-moment approach to monotonic boundaries estimation. TSE Working Paper, n. 13-411

Florens, Jean-Pierre and Simoni, Anna (2013) Regularizing Priors for Linear Inverse Problems. TSE Working Paper, n. 13-384

Laurent, Thibault, Margaretic, Paula and Thomas-Agnan, Christine (2022) Generalizing impact computations for the autoregressive spatial interaction model. TSE Working Paper, n. 22-1357, Toulouse

Yasser, Abbas, Daouia, Abdelaati, Nemouchi, Boutheina and Stupfler, Gilles (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse