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Number of items at this level: 18.

Article

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).

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

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.

Monograph

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

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

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

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

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

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

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

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

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