Econometrics and empirical economics

Jean-Pierre Florens, Jan Johannes, and Sébastien Van Bellegem, “Identification and Estimation by Penalization in Nonparametric Instrumental Regression”, Econometric Theory, vol. 27, n. 3, June 2011, pp. 472–496.

Jan Johannes, Sébastien Van Bellegem, and Anne Vanhems, “Convergence Rates for Ill-posed Inverse Problems with an Unknown Operator”, Econometric Theory, vol. 27, n. 3, June 2011, pp. 522–545.

Abdelaati Daouia, and Irene Gijbels, “Robustness and inference in nonparametric partial frontier modeling”, Journal of Econometrics, vol. 161, n. 2, April 2011, pp. 147–165.

Pierre Alquier, Eric Gautier, and Gilles Stoltz, Inverse problems and high dimensional estimation: Stats in the Château summer school in econometrics and statistics, 2009, 2011, 198 pages.

Silvia Goncalves, and Nour Meddahi, “Box–Cox Transforms for Realized Volatility”, Journal of Econometrics, vol. 160, n. 1, January 2011, pp. 129–144.

Torben G. Andersen, Tim Bollerslev, and Nour Meddahi, “Realized Volatility Forecasting and Market Microstructure Noise”, Journal of Econometrics, vol. 160, n. 1, January 2011, pp. 220–234.

Catherine Cazals, Paul Dudley, Jean-Pierre Florens, and Michael Jones, “The Effect of Unobserved Heterogeneity in Stochastic Frontier Estimation: Comparison of Cross Section and Panel with Simulated Data for The Postal Sector”, The Review of Network Economics, vol. 10, n. 3, 2011.

Laurent Germain, Nicolas Nalpas, and Anne Vanhems, “Non Parametric Hedge Fund Performance Appraisal : a directional robust application”, in Hedge Fund Replication, Greg N. Gregoriou (ed.), Palgrave Macmillan, Hampshire, chapter 7, 2011, pp. 90–105.

Abdelaati Daouia, Laurent Gardes, and Stéphane Girard, “Nadaraya’s Estimates for Large Quantiles and Free Disposal Support Curves”, in Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar, 2011.

Abdelaati Daouia, and Irene Gijbels, “Estimating frontier cost models using extremiles”, in Exploring Research Frontiers in Contemporary Statistics and Econometrics: A Festschrift for Léopold Simar, chapter 4, 2011, pp. 65–81.