- Journal of Economic Literature Classification (7)
- C - Mathematical and Quantitative Methods (7)
- C1 - Econometric and Statistical Methods - General (7)
- C15 - Simulation Methods (7)
- C1 - Econometric and Statistical Methods - General (7)
- C - Mathematical and Quantitative Methods (7)
Article
Bontemps, Christian and Meddahi, Nour (2012) Testing Distributional Assumptions: A GMM Approach. Journal of Applied Econometrics, vol. 27 (n° 6). pp. 978-1012.
Chaney, Thomas (2014) The Network Structure of International Trade. American Economic Review (AER), vol. 104 (n° 11). pp. 3600-3634.
Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2014) Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns. Journal of financial econometrics, 12 (4). pp. 679-707.
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.
Villeneuve, Stéphane and Martin, Jessica (2023) A Class of Explicit optimal contracts in the face of shutdown. Decisions in Economics and Finance, vol. 46. pp. 1-23.
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
Lavergne, Pascal and Nguimkeu, Pierre (2016) A Hausman Specification Test of Conditional Moment Restrictions. TSE Working Paper, n. 16-743, Toulouse