| Publication | Date of Publication | Type |
|---|
Occupational segregation in a Roy model with composition preferences
Games and Economic Behavior | 2025-03-20 | Paper |
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
Journal of Econometrics | 2024-02-13 | Paper |
Stable and extremely unequal
Economics Letters | 2023-09-12 | Paper |
Stable and extremely unequal
Economics Letters | 2023-09-12 | Paper |
Vector copulas
Journal of Econometrics | 2023-04-14 | Paper |
Set inference in latent variables models
Econometrics Journal | 2022-07-26 | Paper |
Vector copulas
(available as arXiv preprint) | 2020-09-14 | Paper |
Partial identification of finite mixtures in econometric models
Quantitative Economics | 2018-12-04 | Paper |
Combinatorial approach to inference in partially identified incomplete structural models
Quantitative Economics | 2018-09-12 | Paper |
Inference on two-component mixtures under tail restrictions
Econometric Theory | 2017-08-22 | Paper |
Monge-Kantorovich depth, quantiles, ranks and signs
The Annals of Statistics | 2017-05-02 | Paper |
Monge-Kantorovich depth, quantiles, ranks and signs
The Annals of Statistics | 2017-05-02 | Paper |
A test of non-identifying restrictions and confidence regions for partially identified parameters
Journal of Econometrics | 2016-07-25 | Paper |
Local utility and multivariate risk aversion
Mathematics of Operations Research | 2016-05-19 | Paper |
Local utility and multivariate risk aversion
Mathematics of Operations Research | 2016-05-19 | Paper |
Entropy methods for identifying hedonic models
Mathematics and Financial Economics | 2014-11-26 | Paper |
Entropy methods for identifying hedonic models
Mathematics and Financial Economics | 2014-11-26 | Paper |
Dilation bootstrap
Journal of Econometrics | 2014-04-30 | Paper |
Stochastic projection for large individual losses
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Set identification in models with multiple equilibria
The Review of Economic Studies | 2013-11-05 | Paper |
Comonotonic measures of multivariate risks
Mathematical Finance | 2013-02-28 | Paper |
Set coverage and robust policy
Economics Letters | 2012-07-13 | Paper |
Set coverage and robust policy
Economics Letters | 2012-07-13 | Paper |
Dual theory of choice with multivariate risks
Journal of Economic Theory | 2012-07-13 | Paper |
Optimal transportation and the falsifiability of incompletely specified economic models
Economic Theory | 2010-02-19 | Paper |
| Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory | 2010-02-05 | Paper |
A representation of decision by analogy
Journal of Mathematical Economics | 2007-09-21 | Paper |
| scientific article; zbMATH DE number 1944322 (Why is no real title available?) | 2003-12-15 | Paper |
Higher-order kernel semiparametric M-estimation of long memory
Journal of Econometrics | 2003-05-04 | Paper |
Averaged periodogram spectral estimation with long-memory conditional heteroscedasticity
Journal of Time Series Analysis | 2001-10-09 | Paper |
Robust automatic bandwidth for long memory
Journal of Time Series Analysis | 2001-09-16 | Paper |
Estimation spectrale avec mémoire longue et hétéroscédasticité conditionnelle
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-02-15 | Paper |
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
Econometric Theory | 1999-01-01 | Paper |
