- 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)
2001
Lavergne, Pascal
(2001)
An Equality Test Across Nonparametric Regressions.
Journal of Econometrics, vol. 103 (n° 1-2).
pp. 307-344.
2007
Ivaldi, Marc and Motis, Jrissy
(2007)
Mergers as Auctions.
IDEI Working Paper, n. 461
2009
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
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
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
Rothe, Christoph
(2009)
Identification of Unconditional Partial Effects in Non Separable Models.
TSE Working Paper, n. 09-054
Rothe, Christoph
(2009)
Semiparametric Estimation of Binary Response Models with Endogenous Regressors.
Journal of Econometrics, 153 (1).
pp. 51-64.
Rothe, Christoph
(2009)
Unconditional Partial Effects of Binary Covariates.
TSE Working Paper, n. 09-79
2010
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
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.
2011
Botosaru, Irene
(2011)
A Duration Model with Dynamic Unobserved Heterogeneity.
TSE Working Paper, n. 11-262
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.
2012
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 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.
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.
2013
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
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.
2014
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
Daouia, Abdelaati, Girard, Stéphane
and Guillou, Armelle
(2014)
A gamma-moment approach to monotonic boundary estimation.
Journal of Econometrics, 178 (2).
pp. 727-740.
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.
Fève, Frédérique and Florens, Jean-Pierre
(2014)
Iterative Algorithm for Non Parametric Estimation in Instrumental Variables Quantiles.
Economics Letters, 123 (3).
pp. 300-304.
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
2015
Florens, Jean-Pierre and Van Bellegem, Sébastien
(2015)
Instrumental variable estimation in functional linear models.
Journal of Econometrics, 186 (2).
pp. 465-476.
Lavergne, Pascal
(2015)
Assessing the Approximate Validity of Moment Restrictions.
TSE Working Paper, n. 15-562
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.
2016
Florens, Jean-Pierre and Simoni, Anna
(2016)
Regularizing Priors for Linear Inverse Problems.
Econometric Theory, 32 (1).
pp. 71-121.
Lavergne, Pascal and Nguimkeu, Pierre
(2016)
A Hausman Specification Test of Conditional Moment Restrictions.
TSE Working Paper, n. 16-743, Toulouse
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.
2017
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
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.
Maistre, Samuel, Lavergne, Pascal
and Patilea, Valentin
(2017)
Powerful nonparametric checks for quantile regression.
Journal of Statistical Planning and Inference, 180.
pp. 13-29.
2019
Kamat, Vishal
(2019)
Identification with Latent Choice Sets.
TSE Working Paper, n. 19-1031, Toulouse
2020
Babii, Andrii and Florens, Jean-Pierre
(2020)
Is completeness necessary? Estimation in nonidentified linear models.
TSE Working Paper, n. 20-1091, Toulouse
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.
Enache, Andreea and Florens, Jean-Pierre
(2020)
Quantile Analysis of "Hazard-Rate" Game Models.
TSE Working Paper, n. 20-1117
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
2021
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.
Jochmans, Koen and Weidner, Martin
(2021)
Inference On A Distribution From Noisy Draws.
TSE Working Paper, n. 21-1275, Toulouse, France
2022
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, 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.
Higgins, Ayden and Jochmans, Koen
(2022)
Learning Markov Processes with Latent Variables From Longitudinal Data.
TSE Working Paper, n. 22-1366, Toulouse
Lapenta, Elia and Lavergne, Pascal
(2022)
Encompassing Tests for Nonparametric Regressions.
TSE Working Paper, n. 22-1332
2023
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).
Higgins, Ayden and Jochmans, Koen
(2023)
Identification of mixtures of dynamic discrete choices.
Journal of Econometrics, vol. 237 (n° 1).
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
2024
Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude
(2024)
Extreme expectile estimation for short-tailed data.
Journal of Econometrics, vol. 241 (n° 2).