Jean-Pierre Florens

University of Toulouse

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21 Allees de Brienne IDEI

31000 Toulouse

France

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SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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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 661 (55,727)
Citation 29

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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 407 (100,881)
Citation 49

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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 187 (221,902)
Citation 3

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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, Denis Fougère and Michel Mouchart
University of Toulouse, National Center for Scientific Research (CNRS)CNRS and SCIENCES PO PARIS and Catholic University of Louvain (UCL) - School of Statistics
Downloads 132 (294,961)
Citation 1

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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 126 (305,509)
Citation 14

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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 121 (314,761)
Citation 4

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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 Last Revised: 06 Apr 2022
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 62 (470,575)
Citation 8

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8.

A Quantile Approach to the Estimation of First-Price Private Value Auction

Number of pages: 20 Posted: 08 Feb 2020
Andreea Enache and Jean-Pierre Florens
Stockholm School of Economics and University of Toulouse
Downloads 45 (541,543)
Citation 1

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first-price auction model, regularization methods, mildly ill-posed inverse problem, quantile methods

9.

Is Completeness Necessary? Estimation in Nonidentified Linear Models

Number of pages: 53 Posted: 13 Sep 2017 Last Revised: 10 Nov 2021
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 42 (556,230)
Citation 6

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completeness condition, weak identification, nonparametric IV regression, high-dimensional regressions, spectral regularization

10.

Are Unobservables Separable?

Number of pages: 46 Posted: 04 May 2017 Last Revised: 12 Jul 2021
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 30 (622,607)
Citation 1

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unobservables, endogeneity, separability test, Engel curves, heterogeneity in unobservables, distribution of nonparametric IV residuals

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 (859,413)

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12.

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

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