Econometrics and empirical economics

Serge Darolles, Jean-Pierre Florens, and Guillaume Simon, “Nonparametric Analysis of Hedge Funds Lifetimes”, TSE Working Paper, n. 10-174, March 2010.

Catherine Cazals, Jean-Pierre Florens, Frank Rodriguez, Soterios Soteri, and Leticia Veruete-McKay, “UK Letter Mail Demand: A Content Based Time Series Analysis Using Overlapping Market Survey Statistical Techniques”, TSE Working Paper, n. 10-170, January 2010.

Olivier Faugeras, “Prediction via the Quantile-Copula Conditional Density Estimator”, TSE Working Paper, n. 09-124, December 7, 2009.

Sandrine Casanova, “Using Nonparametric Conditional M-Quantiles to Estimate a Cumulative Distribution Function in a Domain”, TSE Working Paper, n. 09-133, December 2009.

Thibault Laurent, Anne Ruiz-Gazen, and Christine Thomas-Agnan, “GeoXp: An R Package for Exploratory Spatial Data Analysis”, TSE Working Paper, n. 09-099, October 21, 2009.

Maik Schwarz, and Sébastien Van Bellegem, “Consistent Density Deconvolution under Partially Known Error Distribution”, TSE Working Paper, n. 09-097, October 6, 2009.

Taoufik Bouezmarni, and Sébastien Van Bellegem, “Nonparametric Beta Kernel Estimator for Long Memory Time Series”, TSE Working Paper, n. 09-082, September 11, 2009.

Jean-Pierre Florens, Jan Johannes, and Sébastien Van Bellegem, “Instrumental Regression in Partially Linear Models”, TSE Working Paper, n. 10-167, September 2009.

Christian Bontemps, Thierry Magnac, and Eric Maurin, “Set Identified Linear Models”, TSE Working Paper, n. 09-090, September 2009.

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar, “Regularization of Nonparametric Frontier Estimators”, TSE Working Paper, n. 10-168, September 2009.