English | Français
[up] Up a level
Group by: Creators | Item Type | Date
Jump to: A | B | D | F | I | K | L | R | Y
Number of items at this level: 18.

A

Almeida, Caio, Ardison, Kim and Garcia, René (2019) Nonparametric Assessment of Hedge Fund Performance. TSE Working Paper, n. 19-1024, Toulouse

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

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, 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 Stupfler, GillesIdRef (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

Daouia, AbdelaatiIdRef, Laurent, Thibault and Noh, Hohsuk (2015) npbr: A Package for Nonparametric Boundary Regression in R. TSE Working Paper, n. 15-576, Toulouse

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

F

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 (2013) Regularizing Priors for Linear Inverse Problems. IDEI Working Paper, n. 767, Toulouse

I

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

K

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

L

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

R

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

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.

Y

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

This list was generated on Mon Jan 12 03:14:09 2026 CET.
Contacter les gestionnaires fonctionnels du dépôt/archive "Toulouse Capitole Publications"
Toulouse Capitole Publications utilise le logiciel EPrints developpé à la School of Electronics and Computer Science de l'université de Southampton. Plus d'informations sur le logiciel.