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Number of items at this level: 51.

B

Babii, AndriiIdRef (2017) Honest confidence sets in nonparametric IV regression and other ill-posed models. TSE Working Paper, n. 17-803, Toulouse

Babii, AndriiIdRef and Florens, Jean-PierreIdRef (2017) Are unobservables separable? TSE Working Paper, n. 17-802, Toulouse

Babii, AndriiIdRef and Florens, Jean-PierreIdRef (2020) Is completeness necessary? Estimation in nonidentified linear models. TSE Working Paper, n. 20-1091, Toulouse

Bontemps, ChristopheIdRef and Nauges, CélineIdRef (2014) The impact of perceptions in averting-decision models: An application of the special regressor method to drinking water choices. TSE Working Paper, n. 14-537, Toulouse

Botosaru, IreneIdRef (2011) A Duration Model with Dynamic Unobserved Heterogeneity. TSE Working Paper, n. 11-262

Bruna, Maria GiuseppinaIdRef, Dang, ReyIdRef, Houanti, L'hocine, Sahut, Jean-Michel and Simioni, MichelIdRef (2022) By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model. Finance Research Letters, vol. 49 (n° 103.048).

D

Dang, ReyIdRef, Karmani, MajdiIdRef, Houanti, L’HocineIdRef, Simioni, MichelIdRef and Abid, IlyesIdRef (2023) Board gender diversity and environmental performance: a semi-parametric panel data analysis. Finance Research Letters, vol. 58 (104032).

Dang, ReyIdRef, Simioni, MichelIdRef, Hikkerova, LubicaIdRef and Sahut, Jean-MichelIdRef (2022) How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression. Annals of Operations Research.

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

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

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

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.

Daouia, AbdelaatiIdRef, Laurent, ThibaultIdRef and Noh, Hohsuk (2017) npbr: A Package for Nonparametric Boundary Regression in R. Journal of Statistical Software, 79 (9). pp. 1-43.

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

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.

Dupaigne, MartialIdRef and Portier, FranckIdRef (2012) La "grande récession": une mise en perspective. Revue d'Economie Politique, 122 (n°6). pp. 791-809.

E

Enache, AndreeaIdRef and Florens, Jean-PierreIdRef (2020) Quantile Analysis of "Hazard-Rate" Game Models. TSE Working Paper, n. 20-1117, Toulouse

F

Florens, Jean-PierreIdRef, Johannes, Jan and Van Bellegem, SébastienIdRef (2009) Instrumental Regression in Partially Linear Models. TSE Working Paper, n. 10-167

Florens, Jean-PierreIdRef and Sbaï, ErwannIdRef (2009) Local Identification in Empirical Games of Incomplete Information. TSE Working Paper, n. 10-166

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.

Florens, Jean-PierreIdRef and Simon, GuillaumeIdRef (2010) Endogeneity and Instrumental Variables in Dynamic Models. TSE Working Paper, n. 10-178

Florens, Jean-PierreIdRef and Simoni, AnnaIdRef (2010) Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. TSE Working Paper, n. 10-176

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.

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

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

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

Fève, FrédériqueIdRef and Florens, Jean-PierreIdRef (2014) Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles. Economics Letters, 123 (3). pp. 300-304.

Fève, FrédériqueIdRef and Florens, Jean-PierreIdRef (2009) The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models. TSE Working Paper, n. 10-169

H

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

I

Ivaldi, MarcIdRef and Motis, JrissyIdRef (2007) Mergers as Auctions. IDEI Working Paper, n. 461

J

Jochmans, KoenIdRef and Weidner, MartinIdRef (2021) Inference On A Distribution From Noisy Draws. TSE Working Paper, n. 21-1275, Toulouse, France

Johannes, Jan, Van Bellegem, SébastienIdRef and Vanhems, AnneIdRef (2009) Convergence Rates for III-Posed Inverse Problems with an Unknown Operator. TSE Working Paper, n. 09-030

Johannes, Jan, Van Bellegem, SébastienIdRef and Vanhems, AnneIdRef (2011) Convergence Rates for Ill-posed Inverse Problems with an Unknown Operator. Econometric Theory, 27 (3). pp. 522-545.

K

Kamat, VishalIdRef (2019) Identification with Latent Choice Sets. TSE Working Paper, n. 19-1031, Toulouse

Kim, JihyunIdRef, Park, Joon and Wang, Bin (2020) Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments. TSE Working Paper, n. 20-1096, Toulouse

L

Lavergne, PascalIdRef (2015) Assessing the Approximate Validity of Moment Restrictions. TSE Working Paper, n. 15-562

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

Lavergne, PascalIdRef, Maistre, SamuelIdRef and Patilea, ValentinIdRef (2015) A Significance Test for Covariates in Nonparametric Regression. Electronic Journal of Statistics, vol. 9. pp. 643-678.

Lavergne, PascalIdRef and Nguimkeu, Pierre (2016) A Hausman Specification Test of Conditional Moment Restrictions. TSE Working Paper, n. 16-743, Toulouse

Lavergne, PascalIdRef and Nguimkeu, Pierre (2014) Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models. In: Econometric Methods and Their Applications in Finance, Macro and Related Fields Kaddour Hadri and William Mikhail. Chapter Chapitre 9. pp. 223-241. ISBN 9789814513463

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.

M

Maistre, SamuelIdRef, Lavergne, PascalIdRef and Patilea, ValentinIdRef (2017) Powerful nonparametric checks for quantile regression. Journal of Statistical Planning and Inference, 180. pp. 13-29.

R

Rothe, ChristophIdRef (2010) Identification of Unconditional Partial Effects in Non Separable Models. Economics Letters, 109 (3). pp. 171-174.

Rothe, ChristophIdRef (2009) Identification of Unconditional Partial Effects in Non Separable Models. TSE Working Paper, n. 09-054

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.

Rothe, ChristophIdRef (2009) Unconditional Partial Effects of Binary Covariates. TSE Working Paper, n. 09-79

S

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

Simioni, MichelIdRef, Thomas-Agnan, ChristineIdRef and Trinh, Thi HuongIdRef (2016) Calorie intake and income in China: New evidence using semiparametric modelling with generalized additive models. Vietnam Journal of Mathematical Applications, 14 (1). pp. 11-26.

T

Trinh, Thi HuongIdRef, Thomas-Agnan, ChristineIdRef and Simioni, MichelIdRef (2023) Discrete and Smooth Scalar-on-Density Compositional Regression for Assessing the Impact of Climate Change on Rice Yield in Vietnam. TSE Working Paper, n. 23-1410, Toulouse

Y

Yasser, AbbasIdRef, Daouia, AbdelaatiIdRef, Nemouchi, BoutheinaIdRef and Stupfler, GillesIdRef (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse

This list was generated on Sat Apr 26 01:33:14 2025 CEST.