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Local identification in empirical games of incomplete information
Florens, Jean-Pierre; Sbai͏̈, Erwann - In: Econometric theory 26 (2010) 6, pp. 1638-1662
Persistent link: https://www.econbiz.de/10008738349
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A spectral method for deconvolving a density
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2011) 3, pp. 546-581
Persistent link: https://www.econbiz.de/10009266726
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Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre; Johannes, Jan; Van Bellegem, … - In: Econometric theory 27 (2011) 3, pp. 472-496
Persistent link: https://www.econbiz.de/10009266732
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Introduction to the special issue on inverse problems
Florens, Jean-Pierre; Linton, Olivier - In: Econometric theory 27 (2011) 3, pp. 457-459
Persistent link: https://www.econbiz.de/10009266743
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On the asymptotic efficiency of GMM
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 30 (2014) 2, pp. 372-406
Persistent link: https://www.econbiz.de/10010399759
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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Encompassing and specificity
Florens, Jean-Pierre - In: Econometric theory 12 (1996) 4, pp. 620-656
Persistent link: https://www.econbiz.de/10001210206
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Generalization of GMM to a continuum of moment conditions
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 16 (2000) 6, pp. 797-834
Persistent link: https://www.econbiz.de/10001548325
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Sobolev estimation of approximate regressions
Florens, Jean-Pierre - In: Econometric theory 12 (1996) 5, pp. 753-772
Persistent link: https://www.econbiz.de/10001214303
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Noncausality and marginalization of Markov processes
Florens, Jean-Pierre - In: Econometric theory 9 (1993) 2, pp. 241-262
Persistent link: https://www.econbiz.de/10001143731