Bertille Antoine
Personal Details
First Name: | Bertille |
Middle Name: | |
Last Name: | Antoine |
Suffix: | |
RePEc Short-ID: | pan175 |
[This author has chosen not to make the email address public] | |
http://www.sfu.ca/~baa7 | |
Terminal Degree: | 2007 Département de Sciences Économiques; Université de Montréal (from RePEc Genealogy) |
Affiliation
Department of Economics
Simon Fraser University
Burnaby, Canadahttps://www.sfu.ca/economics/
RePEc:edi:desfuca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Antoine Bertille & Pascal Lavergne, 2023.
"Identification-Robust Nonparametric Inference in a Linear IV Model,"
Post-Print
hal-04141433, HAL.
- Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2020.
"Partially Linear Models with Endogeneity: a conditional moment based approach,"
Discussion Papers
dp20-06, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2022. "Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions]," The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018.
"Robust Estimation with Exponentially Tilted Hellinger Distance,"
CIRANO Working Papers
2018s-38, CIRANO.
- Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Bertille Antoine & Eric Renault, 2014.
"On the relevance of weaker instruments,"
Discussion Papers
dp14-04, Department of Economics, Simon Fraser University, revised 10 Oct 2016.
- Bertille Antoine & Eric Renault, 2017. "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 928-945, October.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Bertille Antoine & Eric Renault, 2012. "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers dp12-04, Department of Economics, Simon Fraser University.
- Bertille Antoine & Eric Renault, 2012.
"Testing Identification Strength,"
Discussion Papers
dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Bertille Antoine & Eric Renault, 2012.
"Efficient Minimum Distance Estimation with Multiple Rates of Convergence,"
Discussion Papers
dp12-03, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
- Bertille Antoine & Pascal Lavergne, 2011.
"Conditional Moment Models under Semi-Strong Identification,"
Discussion Papers
dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Antoine, Bertille & Lavergne, Pascal, 2014. "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
Articles
- Antoine, Bertille & Lavergne, Pascal, 2023.
"Identification-robust nonparametric inference in a linear IV model,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Lynda Khalaf & Maral Kichian & Zhenjiang Lin, 2023. "Identification-Robust Inference With Simulation-Based Pseudo-Matching," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 321-338, April.
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Dovonon, Prosper, 2021.
"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Bertille Antoine & Eric Renault, 2017.
"On the relevance of weaker instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 928-945, October.
- Bertille Antoine & Eric Renault, 2014. "On the relevance of weaker instruments," Discussion Papers dp14-04, Department of Economics, Simon Fraser University, revised 10 Oct 2016.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
- Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Antoine, Bertille & Renault, Eric, 2012.
"Efficient minimum distance estimation with multiple rates of convergence,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
- Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
- Bertille Antoine, 2010. "Portfolio Selection with Estimation Risk: A Test-Based Approach," Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 164-197, 2012 10 1.
- Bertille Antoine & Eric Renault, 2009. "Efficient GMM with nearly-weak instruments," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 135-171, January.
- Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007.
"On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood,"
Journal of Econometrics, Elsevier, vol. 138(2), pages 461-487, June.
- Hélène Bonnal & Eric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers 2004s-18, CIRANO.
- Bertille Antoine & Kevin Proulx & Eric Renault, 0. "Pseudo-True SDFs in Conditional Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, vol. 18(4), pages 656-714.
- Bertille Antoine & Kevin Proulx & Eric Renault, 0. "Rejoinder on: Pseudo-True SDFs in Conditional Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, vol. 18(4), pages 776-790.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Antoine Bertille & Pascal Lavergne, 2023.
"Identification-Robust Nonparametric Inference in a Linear IV Model,"
Post-Print
hal-04141433, HAL.
- Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
Cited by:
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song, 2020. "Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic," Papers 2008.11140, arXiv.org, revised Oct 2024.
- Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020. "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers 2011.06158, arXiv.org, revised Jun 2021.
- Bertille Antoine & Xiaolin Sun, 2020.
"Partially Linear Models with Endogeneity: a conditional moment based approach,"
Discussion Papers
dp20-06, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2022. "Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions]," The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
Cited by:
- Juan Carlos Escanciano & Joel Robert Terschuur, 2022. "Machine Learning Inference on Inequality of Opportunity," Papers 2206.05235, arXiv.org, revised Oct 2023.
- Kunyang Song & Feiyu Jiang & Ke Zhu, 2024. "Estimation for conditional moment models based on martingale difference divergence," Papers 2404.11092, arXiv.org.
- Wayne Yuan Gao & Rui Wang, 2023. "IV Regressions without Exclusion Restrictions," Papers 2304.00626, arXiv.org, revised Jul 2023.
- Bertille Antoine & Pascal Lavergne, 2020.
"Identification-Robust Nonparametric Interference in a Linear IV Model,"
Discussion Papers
dp20-03, Department of Economics, Simon Fraser University.
Cited by:
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Prosper Dovonon, 2018.
"Robust Estimation with Exponentially Tilted Hellinger Distance,"
CIRANO Working Papers
2018s-38, CIRANO.
- Antoine, Bertille & Dovonon, Prosper, 2021. "Robust estimation with exponentially tilted Hellinger distance," Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
Cited by:
- Daniel Ober-Reynolds, 2024. "Robustness to Missing Data: Breakdown Point Analysis," Papers 2406.06804, arXiv.org.
- Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org, revised Aug 2024.
- Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
- Bertille Antoine & Otilia Boldea, 2015.
"Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve,"
Discussion Papers
dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
Cited by:
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Regis Barnichon & Geert Mesters, 2020.
"Identifying Modern Macro Equations with Old Shocks,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Aquino, Juan, 2019. "The Small Open Economy New-Keynesian Phillips Curve: Specification, Structural Breaks and Robustness," Working Papers 2019-019, Banco Central de Reserva del Perú.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Bertille Antoine & Otilia, 2015.
"Inference in linear models with structural changes and mixed identification strength,"
Discussion Papers
dp15-05, Department of Economics, Simon Fraser University.
Cited by:
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Bertille Antoine & Eric Renault, 2014.
"On the relevance of weaker instruments,"
Discussion Papers
dp14-04, Department of Economics, Simon Fraser University, revised 10 Oct 2016.
- Bertille Antoine & Eric Renault, 2017. "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 928-945, October.
Cited by:
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2018.
"Moment redundancy test with application to efficiency-improving copulas,"
Economics Letters, Elsevier, vol. 171(C), pages 29-33.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019. "Moment Redundancy Test with Application to Efficiency-Improving Copulas," Working Papers BAWP-2019-05, University of Sydney Business School, Discipline of Business Analytics.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Grundke, Robert & Moser, Christoph, 2019.
"Hidden protectionism? Evidence from non-tariff barriers to trade in the United States,"
Journal of International Economics, Elsevier, vol. 117(C), pages 143-157.
- Grundke, Robert & Moser, Christoph, 2016. "Hidden Protectionism? Evidence from Non-tariff Barriers to Trade in the United States," Working Papers in Economics 2016-2, University of Salzburg.
- Christoph Moser & Robert Grundke, 2014. "Hidden Protectionism? Evidence from Non-tariff Barriers to Trade in the United States," KOF Working papers 14-369, KOF Swiss Economic Institute, ETH Zurich.
- Robert Grundke & Christoph Moser, 2014. "Hidden Protectionism? Evidence from Non-tariff Barriers to Trade in the United States," CESifo Working Paper Series 5142, CESifo.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Bertille Antoine & Eric Renault, 2012.
"Efficient Inference with Poor Instruments: a General Framework,"
Discussion Papers
dp12-04, Department of Economics, Simon Fraser University.
Cited by:
- Donald W. K. Andrews & Xu Cheng, 2011.
"Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,"
Cowles Foundation Discussion Papers
1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
- Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu, 2013. "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
1828, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
- Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Sentana, Enrique, 2024.
"Finite underidentification,"
Journal of Econometrics, Elsevier, vol. 240(1).
- Enrique Sentana, 2015. "Finite Underidentification," Working Papers wp2015_1508, CEMFI.
- Donald W. K. Andrews & Xu Cheng, 2011.
"Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,"
Cowles Foundation Discussion Papers
1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
- Bertille Antoine & Eric Renault, 2012.
"Testing Identification Strength,"
Discussion Papers
dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
Cited by:
- Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
- Jean-Jacques Forneron, 2019. "Detecting Identification Failure in Moment Condition Models," Papers 1907.13093, arXiv.org, revised Oct 2023.
- David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020.
"Weak Identification in Discrete Choice Models,"
Papers
2011.06753, arXiv.org, revised Jan 2021.
- Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan, 2021. "Weak Identification in Discrete Choice Models," The Warwick Economics Research Paper Series (TWERPS) 1336, University of Warwick, Department of Economics.
- Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Bertille Antoine & Eric Renault, 2012.
"Efficient Minimum Distance Estimation with Multiple Rates of Convergence,"
Discussion Papers
dp12-03, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
Cited by:
- Inoue, Atsushi & Kilian, Lutz, 2016.
"Joint confidence sets for structural impulse responses,"
Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
- Atsushi Inoue & Lutz Kilian, 2016. "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series 5746, CESifo.
- Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
- Kilian, Lutz & Inoue, Atsushi, 2014. "Joint Confidence Sets for Structural Impulse Responses," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers.
- Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014.
"Impulse response matching estimators for DSGE models,"
Vanderbilt University Department of Economics Working Papers
14-00014, Vanderbilt University Department of Economics.
- Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2014. "Impulse Response Matching Estimators for DSGE Models," CEPR Discussion Papers 10298, C.E.P.R. Discussion Papers.
- GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016. "Impulse Response Matching Estimators for DSGE Models," Discussion paper series HIAS-E-27, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016. "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series 5730, CESifo.
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Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
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"Structural estimation of behavioral heterogeneity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 690-707, August.
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- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
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- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
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"Conditional Moment Models under Semi-Strong Identification,"
Discussion Papers
dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Antoine, Bertille & Lavergne, Pascal, 2014. "Conditional moment models under semi-strong identification," Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
Cited by:
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
- Bertille Antoine & Pascal Lavergne, 2021.
"Identifcation-Robust Nonparametric Inference in a Linear IV Model,"
Discussion Papers
dp21-12, Department of Economics, Simon Fraser University.
- Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Donna Feir & Thomas Lemieux & Vadim Marmer, 2016.
"Weak Identification in Fuzzy Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010. "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers vadim_marmer-2010-19, Vancouver School of Economics, revised 17 Apr 2016.
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"Efficient estimation with many weak instruments using regularization techniques,"
Studies in Economics
1517, School of Economics, University of Kent.
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- Marine Carrasco & Guy Tchuente, 2016. "Efficient Estimation with Many Weak Instruments Using Regularization Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1609-1637, December.
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Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 464-488.
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"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Carlos Velasco & Xuexin Wang, 2021. "Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption," Working Papers 2024-09-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised Jun 2024.
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Articles
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"Identification-robust nonparametric inference in a linear IV model,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
See citations under working paper version above.
- Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Xiaolin Sun, 2022.
"Partially linear models with endogeneity: a conditional moment-based approach [Efficient estimation of models with conditional moment restrictions containing unknown functions],"
The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 256-275.
See citations under working paper version above.
- Bertille Antoine & Xiaolin Sun, 2020. "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers dp20-06, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Dovonon, Prosper, 2021.
"Robust estimation with exponentially tilted Hellinger distance,"
Journal of Econometrics, Elsevier, vol. 224(2), pages 330-344.
See citations under working paper version above.
- Bertille Antoine & Prosper Dovonon, 2017. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp17-15, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation with Exponentially Tilted Hellinger Distance," CIRANO Working Papers 2018s-38, CIRANO.
- Bertille Antoine & Prosper Dovonon, 2020. "Robust Estimation with Exponentially Tilted Hellinger Distance," Discussion Papers dp20-02, Department of Economics, Simon Fraser University.
- Bertille Antoine & Prosper Dovonon, 2018. "Robust Estimation With Exponentially Tilted Hellinger Distance," Discussion Papers dp18-06, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
See citations under working paper version above.
- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Boldea, Otilia, 2018.
"Efficient estimation with time-varying information and the New Keynesian Phillips Curve,"
Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
Cited by:
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"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
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"Identifying Modern Macro Equations with Old Shocks,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
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- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
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"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
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"On the relevance of weaker instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 928-945, October.
See citations under working paper version above.
- Bertille Antoine & Eric Renault, 2014. "On the relevance of weaker instruments," Discussion Papers dp14-04, Department of Economics, Simon Fraser University, revised 10 Oct 2016.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
See citations under working paper version above.
- Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Antoine, Bertille & Renault, Eric, 2012.
"Efficient minimum distance estimation with multiple rates of convergence,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
See citations under working paper version above.
- Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
- Bertille Antoine, 2010.
"Portfolio Selection with Estimation Risk: A Test-Based Approach,"
Journal of Financial Econometrics, Oxford University Press, vol. 10(1), pages 164-197, 2012 10 1.
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"Risks of large portfolios,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 367-387.
- Jianqing Fan & Yuan Liao & Xiaofeng Shi, 2013. "Risks of Large Portfolios," Papers 1302.0926, arXiv.org.
- Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013. "Risks of large portfolios," MPRA Paper 44206, University Library of Munich, Germany.
- Jin-Ray Lu & Chih-Ming Chan & Wen-Shen Li, 2011. "Portfolio Selections with Innate Learning Ability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(3), pages 201-217, December.
- Ertugrul Bayraktar & Ayse Humeyra Bilge, 2012. "Determination the Parameters of Markowitz Portfolio Optimization Model," Papers 1210.5859, arXiv.org.
- Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2015.
"Risks of large portfolios,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 367-387.
- Bertille Antoine & Eric Renault, 2009.
"Efficient GMM with nearly-weak instruments,"
Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 135-171, January.
Cited by:
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Donald W. K. Andrews & Xu Cheng, 2011.
"Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure,"
Cowles Foundation Discussion Papers
1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.
- Donald W. K. Andrews & Xu Cheng, 2011. "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W.K. & Cheng, Xu, 2013. "Maximum likelihood estimation and uniform inference with sporadic identification failure," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.
- Caner, Mehmet, 2014. "Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics," Journal of Econometrics, Elsevier, vol. 182(2), pages 247-268.
- Donna Feir & Thomas Lemieux & Vadim Marmer, 2016.
"Weak Identification in Fuzzy Regression Discontinuity Designs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-196, April.
- Feir, Donna & Lemieux, Thomas & Marmer, Vadim, 2010. "Weak Identification in Fuzzy Regression Discontinuity Designs," Microeconomics.ca working papers vadim_marmer-2010-19, Vancouver School of Economics, revised 17 Apr 2016.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020.
"Asymptotic F tests under possibly weak identification,"
Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
- Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019. "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series qt6qk200q8, Department of Economics, UC San Diego.
- Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019. "Asymptotic F Tests under Possibly Weak Identification," Working Papers 2019-03-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Antoine, Bertille & Renault, Eric, 2024. "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, vol. 30(C), pages 36-59.
- Juodis, Artūras & Sarafidis, Vasilis, 2022.
"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Mehmet Caner, 2010. "Testing, Estimation in GMM and CUE with Nearly-Weak Identification," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 330-363.
- Donald W.K. Andrews & Xu Cheng, 2011.
"GMM Estimation and Uniform Subvector Inference with Possible Identification Failure,"
Cowles Foundation Discussion Papers
1828, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & Xu Cheng, 2011. "GMM Estimation and Uniform Subvector Inference with Possible Identification Failure," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.
- Andrews, Donald W.K. & Cheng, Xu, 2014. "Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure," Econometric Theory, Cambridge University Press, vol. 30(2), pages 287-333, April.
- Jean-Jacques Forneron, 2019. "Detecting Identification Failure in Moment Condition Models," Papers 1907.13093, arXiv.org, revised Oct 2023.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020.
"Weak Identification in Discrete Choice Models,"
Papers
2011.06753, arXiv.org, revised Jan 2021.
- Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan, 2021. "Weak Identification in Discrete Choice Models," The Warwick Economics Research Paper Series (TWERPS) 1336, University of Warwick, Department of Economics.
- Fallaw Sowell & Nandana Sengupta, 2021. "Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples," Stats, MDPI, vol. 4(3), pages 1-20, September.
- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.
- Bertille Antoine & Eric Renault, 2012.
"Efficient Minimum Distance Estimation with Multiple Rates of Convergence,"
Discussion Papers
dp12-03, Department of Economics, Simon Fraser University.
- Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Prosper Donovon & Alastair R. Hall, 2015. "GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification," Economics Discussion Paper Series 1505, Economics, The University of Manchester.
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
- Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
- Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
- Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019. "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers 2019-04, University of Adelaide, School of Economics and Public Policy.
- Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
- Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised Jun 2024.
- Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
- Nandana Sengupta & Fallaw Sowell, 2019. "The Ridge Path Estimator for Linear Instrumental Variables," Papers 1908.09237, arXiv.org.
- Forneron, Jean-Jacques, 2024. "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, vol. 238(1).
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Nandana Sengupta & Fallaw Sowell, 2020. "On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples," Econometrics, MDPI, vol. 8(4), pages 1-25, October.
- Antoine, Bertille & Bonnal, Helene & Renault, Eric, 2007.
"On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood,"
Journal of Econometrics, Elsevier, vol. 138(2), pages 461-487, June.
- Hélène Bonnal & Eric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers 2004s-18, CIRANO.
Cited by:
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"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
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Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
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"Robust Estimation with Exponentially Tilted Hellinger Distance,"
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- Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
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"Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach,"
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"Improved density and distribution function estimation,"
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"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
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"Local GMM estimation of time series models with conditional moment restrictions,"
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"Pseudo-True SDFs in Conditional Asset Pricing Models,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(4), pages 656-714.
Cited by:
- Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
- Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (12) 2012-04-10 2012-04-10 2012-09-30 2014-07-13 2014-08-09 2015-06-13 2015-06-20 2017-09-24 2019-04-29 2020-03-16 2020-08-10 2021-10-11. Author is listed
- NEP-ORE: Operations Research (6) 2015-06-20 2019-04-29 2020-03-09 2020-03-16 2020-08-10 2021-10-11. Author is listed
- NEP-PBE: Public Economics (1) 2012-04-10
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