.
Florens, Jean-Pierre's
Scholarly Papers
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Total Downloads
1,343
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Citations
59
1.
Carrasco, Marine University of Montreal - Departement de Ciences Economiques
Chernov, Mikhail London School of Economics
Ghysels, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Florens, Jean-Pierre University of Toulouse
585
(20,608)
14
maximum likelihood estimation, jump diffusion processes, generalized method of moments, continuum of moment conditions, characteristic function, term structure models
2.
Darolles, Serge Université Paris-Dauphine - DRM-CEREG
Fan, Yanqin Vanderbilt University - College of Arts and Science - Department of Economics
Florens, Jean-Pierre University of Toulouse
Renault, Eric University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
07 Feb 09
Last Revised:
04 Jan 11
318
(44,914)
26
Instrumental Variables, Ill-posed Problem, Tikhonov, Kernel Smoothing
3.
Darolles, Serge Université Paris-Dauphine - DRM-CEREG
Florens, Jean-Pierre University of Toulouse
Simon, Guillaume University of Toulouse 1 - Toulouse School of Economics (TSE)
Posted:
03 Dec 08
Last Revised:
04 Apr 10
140
(103,725)
1
Hedge funds, Duration models, Nonparametric specifications, competing risks
4.
Florens, Jean-Pierre University of Toulouse
Fougere, Denis National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Mouchart, Michel Catholic University of Louvain (UCL) - School of Statistics
107
(128,677)
duration models, hazard function, point processes, Markov chains, semi-Markovian processes
5.
Florens, Jean-Pierre University of Toulouse
Johannes, Jan Ruprecht-Karls Universität Heidelberg
Van Bellegem, Sébastien Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
97
(137,836)
8
Partially linear model, semiparametric regression, instrumental variables, endogeneity, ill-posed inverse problem, Tikhonov regularization, root-N consistent estimation, semiparametric efficiency bound
6.
Florens, Jean-Pierre University of Toulouse
Simon, Guillaume University of Toulouse 1 - Toulouse School of Economics (TSE)
46
(207,524)
Endogeneity, Instrumental Variables, Dynamic Models, Duration Models
7.
Florens, Jean-Pierre University of Toulouse
Heckman, James J. University of Chicago - Department of Economics
Meghir, Costas Yale University
Vytlacil, Edward Yale University - Department of Economics
46
(207,524)
9
8.
Fève, Frédérique affiliation not provided to SSRN
Florens, Jean-Pierre University of Toulouse
2
(335,378)
9.
Bontemps, Christophe ESR-INRA
Florens, Jean-Pierre University of Toulouse
Richard, Jean-François affiliation not provided to SSRN
2
(335,378)
1
10.
Florens, Jean-Pierre University of Toulouse
Foucher , Caroline Chinese Academy of Social Sciences (CASS) - Institute of Quantitative & Technical Economics
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