Econometrics and empirical economics

Andreea Enache, and Jean-Pierre Florens, “Quantile Analysis of "Hazard-Rate" Game Models”, TSE Working Paper, n. 20-1117, June 2020.

Jihyun Kim, Joon Park, and Bin Wang, “Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments”, TSE Working Paper, n. 20-1096, May 2020.

Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, TSE Working Paper, n. 20-1097, May 2020.

Christian Bontemps, and Raquel Menezes Bezerra Sampaio, “Entry games for the airline industry”, TSE Working Paper, n. 20-1108, May 2020.

Andrii Babii, and Jean-Pierre Florens, “Is completeness necessary? Estimation in nonidentified linear models”, TSE Working Paper, n. 20-1091, April 2020, revised April 2021.

Cristina Gualdani, and Shruti Sinha, “Identification and inference in discrete choice models with imperfect information”, TSE Working Paper, n. 19-1049, November 2019, revised June 2020.

Thierry Magnac, and Sébastien Roux, “Heterogeneity and Wage Inequalities over the Life Cycle”, TSE Working Paper, n. 19-1041, October 2019, revised March 2021.

Jad Beyhum, “Inference robust to outliers with L1‐norm penalization”, TSE Working Paper, n. 19-1032, August 2019.

Christophe Gaillac, and Eric Gautier, “Adaptive estimation in the linear random coefficients model when regressors have limited variation”, TSE Working Paper, n. 19-1026, July 2019.

Eric Gautier, and Christophe Gaillac, “Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation”, TSE Working Paper, n. 19-1013, May 2019.