2001

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

2003

Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre and Renault, Eric (2003) Non Parametric Instrumental Regression. IDEI Working Paper, n. 228

2005

Dubois, Pierre, Jullien, Bruno and Magnac, Thierry (2005) Formal and Informal Risk Sharing in LDCs: Theory and Empirical Evidence. IDEI Working Paper, n. 351

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

Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2010) Iterative Regularization in Nonparametric Instrumental Regression. TSE Working Paper, n. 10-184, Toulouse

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.

Simar, Léopold and Vanhems, Anne (2010) Probabilistic Characterization of Directional Distances and their Robust Versions. TSE Working Paper, n. 10-195

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

Florens, Jean-Pierre and Simoni, Anna (2013) Regularizing Priors for Linear Inverse Problems. IDEI Working Paper, n. 767, Toulouse

Lavergne, Pascal and Patilea, Valentin (2013) Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory. TSE Working Paper, n. 13-404, Toulouse

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, Maistre, Samuel and Patilea, Valentin (2014) A Significance Test for Covariates in Nonparametric Regression. TSE Working Paper, n. 14-502

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

Maistre, Samuel, Lavergne, Pascal and Patilea, Valentin (2014) Powerful nonparametric checks for quantile regression. TSE Working Paper, n. 14-501, Toulouse

2015

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

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

Daouia, Abdelaati, Florens, Jean-Pierre and Simar, Léopold (2016) Robust frontier estimation from noisy data: a Tikhonov regularization approach. TSE Working Paper, n. 16-665, Toulouse

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.

2018

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

2019

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

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.

Higgins, Ayden and Jochmans, Koen (2021) Identification Of Mixtures Of Dynamic Discrete Choices. TSE Working Paper, n. 21-1272, Toulouse

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.

Lapenta, Elia and Lavergne, Pascal (2022) Encompassing Tests for Nonparametric Regressions. TSE Working Paper, n. 22-1332, Toulouse

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, ChristineORCID: https://orcid.org/0000-0002-7845-5385 and Simioni, MichelORCID: https://orcid.org/0000-0002-4516-8750 (2023) Scalar-on-distribution 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).

2025

Beyhum, Jad, Lapenta, Elia and Lavergne, PascalORCID: https://orcid.org/0009-0001-6861-6173 (2025) One-step smoothing splines instrumental regression. The Econometrics Journal, vol.28 (n°2). pp. 176-197.

Florens, Jean-Pierre, Fève, Frédérique and Simar, Léopold (2025) Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas. TSE Working Paper, n. 25-1640, Toulouse

Yasser, Abbas, Daouia, Abdelaati, Nemouchi, Boutheina and Stupfler, Gilles Claude (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse