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Jean-Pierre Florens

University of Toulouse

Manufacture des Tabacs

21 Allees de Brienne IDEI

31000 Toulouse

France

  • University of Toulouse

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    • Tel: +33(0)5 61 12 85 96
    • Fax: +33(0)5 61 12 86 37
SCHOLARLY PAPERS

14

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CITATIONS
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62

Scholarly Papers (14)

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1.

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions

Number of pages: 73 Posted: 17 Dec 2002
Marine Carrasco, Mikhail Chernov, Eric Ghysels and Jean-Pierre Florens
University of Montreal - Departement de Ciences Economiques, UCLA Anderson, University of North Carolina Kenan-Flagler Business School and University of Toulouse
Downloads 597 (34,984)
Citation 14

Abstract:

maximum likelihood estimation, jump diffusion processes, generalized method of moments, continuum of moment conditions, characteristic function, term structure models

2.

Nonparametric Instrumental Regression

Number of pages: 52 Posted: 07 Feb 2009 Last Revised: 15 Jun 2015
Serge Darolles, Yanqin Fan, Jean-Pierre Florens and Eric Renault
Université Paris Dauphine - DRM-CEREG, University of Washington - Department of Economics, University of Toulouse and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 345 (66,888)
Citation 28

Abstract:

Instrumental Variables, Ill-posed Problem, Tikhonov, Kernel Smoothing

3.

Nonparametric Analysis of Hedge Funds Lifetimes

Number of pages: 36 Posted: 03 Dec 2008 Last Revised: 15 Jun 2015
Serge Darolles, Jean-Pierre Florens and Guillaume Simon
Université Paris Dauphine - DRM-CEREG, University of Toulouse and Capital Fund Management
Downloads 151 (151,799)

Abstract:

Hedge funds, Duration models, Nonparametric specifications, competing risks

4.

Duration Models and Point Processes

IZA Discussion Paper No. 2971
Number of pages: 61 Posted: 01 Sep 2007
Jean-Pierre Florens, Denis Fougère and Michel Mouchart
University of Toulouse, National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and Catholic University of Louvain (UCL) - School of Statistics
Downloads 111 (199,356)

Abstract:

duration models, hazard function, point processes, Markov chains, semi-Markovian processes

5.

Instrumental Regression in Partially Linear Models

CORE Discussion Paper No. 2006/25
Number of pages: 27 Posted: 03 Aug 2006
Jean-Pierre Florens, Jan Johannes and Sébastien Van Bellegem
University of Toulouse, Ruprecht-Karls Universität Heidelberg and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Downloads 101 (217,122)
Citation 9

Abstract:

Partially linear model, semiparametric regression, instrumental variables, endogeneity, ill-posed inverse problem, Tikhonov regularization, root-N consistent estimation, semiparametric efficiency bound

6.

Endogeneity and Instrumental Variables in Dynamic Models

Number of pages: 21 Posted: 04 Jul 2010
Jean-Pierre Florens and Guillaume Simon
University of Toulouse and Capital Fund Management
Downloads 67 (239,051)

Abstract:

Endogeneity, Instrumental Variables, Dynamic Models, Duration Models

7.

Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects

NBER Working Paper No. w14002
Number of pages: 20 Posted: 16 May 2008
Jean-Pierre Florens, James J. Heckman, Costas Meghir and Edward Vytlacil
University of Toulouse, University of Chicago - Department of Economics, Yale University and Yale University - Department of Economics
Downloads 48 (325,212)
Citation 10

Abstract:

8.

Identification and Estimation in a Third-Price Auction Model

Number of pages: 43 Posted: 07 Jun 2015
Andreea Enache and Jean-Pierre Florens
Paris School of Economics (PSE) and University of Toulouse
Downloads 4 (428,572)

Abstract:

Hilbert spaces, structural nonparametric estimation, nonlinear inverse problems, global and local identification, functional convergence of estimators, third-price auction model

9.

Nonparametric Estimation for Regulation Models

Number of pages: 20 Posted: 29 May 2015 Last Revised: 16 Jul 2015
Andreea Enache and Jean-Pierre Florens
Paris School of Economics (PSE) and University of Toulouse
Downloads 2 (475,315)

Abstract:

L-functionals, regulation models, principal-agent model, adverse selection, nonparametric statistics, structural econometrics

10.

The Practice of Non-Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models

Econometrics Journal, Vol. 13, Issue 3, pp. S1-S27, October 2010
Number of pages: 27 Posted: 27 Sep 2010
Frédérique Fève and Jean-Pierre Florens
affiliation not provided to SSRN and University of Toulouse
Downloads 2 (534,229)
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Abstract:

11.

Parametric and Non-Parametric Encompassing Procedures

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 751-780, December 2008
Number of pages: 30 Posted: 02 Dec 2008
Christophe Bontemps, Jean-Pierre Florens and Jean-François Richard
ESR-INRA, University of Toulouse and affiliation not provided to SSRN
Downloads 2 (541,226)
Citation 1
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Abstract:

12.

Is Completeness Necessary? Penalized Estimation in Non Identified Linear Models

Number of pages: 49 Posted: 13 Sep 2017
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 0 (551,212)

Abstract:

Completeness, Nonparametric IV Regression, Functional IV Regression, Non-Identified Models

13.

Distribution of Residuals in the Nonparametric IV Model with Application to Separability Testing

Posted: 04 May 2017
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse

Abstract:

separability test, distribution of residuals, nonparametric instrumental regression, Sobolev scales

14.

Pollution Monitoring: Optimal Design of Inspection. An Economic Analysis of the Use of Satellite Information to Deter Oil Pollution

Posted: 28 Nov 1999
Jean-Pierre Florens and Caroline Foucher
University of Toulouse and Chinese Academy of Social Sciences (CASS) - Institute of Quantitative & Technical Economics

Abstract:

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