- Journal of Economic Literature Classification (52)
- C - Mathematical and Quantitative Methods (52)
- C1 - Econometric and Statistical Methods - General (52)
- C14 - Semiparametric and Nonparametric Methods (52)
- C1 - Econometric and Statistical Methods - General (52)
- C - Mathematical and Quantitative Methods (52)
Article
Bruna, Maria Giuseppina, Dang, Rey, Houanti, L'hocine, Sahut, Jean-Michel and Simioni, Michel (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, Rey, Karmani, Majdi, Houanti, L’Hocine, Simioni, Michel and Abid, Ilyes (2023) Board gender diversity and environmental performance: a semi-parametric panel data analysis. Finance Research Letters, vol. 58 (104032).
Dang, Rey, Simioni, Michel, Hikkerova, Lubica and Sahut, Jean-Michel (2022) How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression. Annals of Operations Research.
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, Laurent, Thibault and Noh, Hohsuk (2017) npbr: A Package for Nonparametric Boundary Regression in R. Journal of Statistical Software, 79 (9). pp. 1-43.
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.
Dupaigne, Martial and Portier, Franck (2012) La "grande récession": une mise en perspective. Revue d'Economie Politique, 122 (n°6). pp. 791-809.
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 (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-Pierre and Simoni, Anna (2016) Regularizing Priors for Linear Inverse Problems. Econometric Theory, 32 (1). pp. 71-121.
Florens, Jean-Pierre and Van Bellegem, Sébastien (2015) Instrumental variable estimation in functional linear models. Journal of Econometrics, 186 (2). pp. 465-476.
Fève, Frédérique and Florens, Jean-Pierre (2014) Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles. Economics Letters, 123 (3). pp. 300-304.
Higgins, Ayden and Jochmans, Koen (2023) Identification of mixtures of dynamic discrete choices. Journal of Econometrics, vol. 237 (n° 1).
Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2011) Convergence Rates for Ill-posed Inverse Problems with an Unknown Operator. Econometric Theory, 27 (3). pp. 522-545.
Lavergne, Pascal (2001) An Equality Test Across Nonparametric Regressions. Journal of Econometrics, vol. 103 (n° 1-2). pp. 307-344.
Lavergne, Pascal, Maistre, Samuel and Patilea, Valentin (2015) A Significance Test for Covariates in Nonparametric Regression. Electronic Journal of Statistics, vol. 9. pp. 643-678.
Lavergne, Pascal and Patilea, Valentin (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.
Maistre, Samuel, Lavergne, Pascal and Patilea, Valentin (2017) Powerful nonparametric checks for quantile regression. Journal of Statistical Planning and Inference, 180. pp. 13-29.
Rothe, Christoph (2010) Identification of Unconditional Partial Effects in Non Separable Models. Economics Letters, 109 (3). pp. 171-174.
Rothe, Christoph (2010) Nonparametric Estimation of Distributional Policy Effects. Journal of Econometrics, 155 (1). pp. 56-70.
Rothe, Christoph (2009) Semiparametric Estimation of Binary Response Models with Endogenous Regressors. Journal of Econometrics, 153 (1). pp. 51-64.
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.
Simioni, Michel, Thomas-Agnan, Christine and Trinh, Thi Huong (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.
Book Section
Lavergne, Pascal 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
Monograph
Babii, Andrii (2017) Honest confidence sets in nonparametric IV regression and other ill-posed models. TSE Working Paper, n. 17-803, Toulouse
Babii, Andrii and Florens, Jean-Pierre (2017) Are unobservables separable? TSE Working Paper, n. 17-802, Toulouse
Babii, Andrii and Florens, Jean-Pierre (2020) Is completeness necessary? Estimation in nonidentified linear models. TSE Working Paper, n. 20-1091, Toulouse
Bontemps, Christophe and Nauges, Céline (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, Irene (2011) A Duration Model with Dynamic Unobserved Heterogeneity. TSE Working Paper, n. 11-262
Daouia, Abdelaati, Girard, Stéphane and Guillou, Armelle (2013) A gamma-moment approach to monotonic boundaries estimation. TSE Working Paper, n. 13-411
Enache, Andreea and Florens, Jean-Pierre (2020) Quantile Analysis of "Hazard-Rate" Game Models. TSE Working Paper, n. 20-1117
Florens, Jean-Pierre, Johannes, Jan and Van Bellegem, Sébastien (2009) Instrumental Regression in Partially Linear Models. TSE Working Paper, n. 10-167
Florens, Jean-Pierre and Sbaï, Erwann (2009) Local Identification in Empirical Games of Incomplete Information. TSE Working Paper, n. 10-166
Florens, Jean-Pierre and Simon, Guillaume (2010) Endogeneity and Instrumental Variables in Dynamic Models. TSE Working Paper, n. 10-178
Florens, Jean-Pierre and Simoni, Anna (2010) Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior. TSE Working Paper, n. 10-176
Florens, Jean-Pierre and Simoni, Anna (2013) Regularizing Priors for Linear Inverse Problems. TSE Working Paper, n. 13-384
Fève, Frédérique and Florens, Jean-Pierre (2009) The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models. TSE Working Paper, n. 10-169
Higgins, Ayden and Jochmans, Koen (2022) Learning Markov Processes with Latent Variables From Longitudinal Data. TSE Working Paper, n. 22-1366, Toulouse
Ivaldi, Marc and Motis, Jrissy (2007) Mergers as Auctions. IDEI Working Paper, n. 461
Jochmans, Koen and Weidner, Martin (2021) Inference On A Distribution From Noisy Draws. TSE Working Paper, n. 21-1275, Toulouse, France
Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2009) Convergence Rates for III-Posed Inverse Problems with an Unknown Operator. TSE Working Paper, n. 09-030
Kamat, Vishal (2019) Identification with Latent Choice Sets. TSE Working Paper, n. 19-1031, Toulouse
Kim, Jihyun, Park, Joon and Wang, Bin (2020) Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments. TSE Working Paper, n. 20-1096, Toulouse
Lapenta, Elia and Lavergne, Pascal (2022) Encompassing Tests for Nonparametric Regressions. TSE Working Paper, n. 22-1332
Lavergne, Pascal (2015) Assessing the Approximate Validity of Moment Restrictions. TSE Working Paper, n. 15-562
Lavergne, Pascal and Nguimkeu, Pierre (2016) A Hausman Specification Test of Conditional Moment Restrictions. TSE Working Paper, n. 16-743, Toulouse
Rothe, Christoph (2009) Identification of Unconditional Partial Effects in Non Separable Models. TSE Working Paper, n. 09-054
Rothe, Christoph (2009) Unconditional Partial Effects of Binary Covariates. TSE Working Paper, n. 09-79
Trinh, Thi Huong, Thomas-Agnan, Christine and Simioni, Michel (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