- Journal of Economic Literature Classification (51)
- C - Mathematical and Quantitative Methods (51)
- C1 - Econometric and Statistical Methods - General (51)
- C14 - Semiparametric and Nonparametric Methods (51)
- C1 - Econometric and Statistical Methods - General (51)
- C - Mathematical and Quantitative Methods (51)
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, 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
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.
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).
2025
Yasser, Abbas, Daouia, Abdelaati
, Nemouchi, Boutheina
and Stupfler, Gilles
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse