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Portfolio selection with estimation risk : a test-based approach
Antoine, Bertille - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 164-197
Persistent link: https://www.econbiz.de/10009519707
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On the efficient use of the informational content of estimating equations : implied probabilities and Euclidean empirical likelihood
Antoine, Bertille; Bonnal, Hélène; Renault, Eric - In: Journal of econometrics 138 (2007) 2, pp. 461-487
Persistent link: https://www.econbiz.de/10003464276
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Efficient GMM with nearly-weak instruments
Antoine, Bertille; Renault, Eric - In: The econometrics journal 12 (2009), pp. 135-171
Persistent link: https://www.econbiz.de/10003876453
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Efficient minimum distance estimation with multiple rates of convergence
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 170 (2012) 2, pp. 350-367
Persistent link: https://www.econbiz.de/10009685905
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Conditional moment models under semi-strong identification
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 182 (2014) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10010497144
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Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille; Lavergne, Pascal - 2021
Persistent link: https://www.econbiz.de/10012627835
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Robust estimation with exponentially tilted Hellinger distance
Antoine, Bertille; Dovonon, Prosper - In: Journal of econometrics 224 (2021) 2, pp. 330-344
Persistent link: https://www.econbiz.de/10013275386
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Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille; Sun, Xiaolin - In: The econometrics journal 25 (2022) 1, pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
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Efficient inference with poor instruments : a general framework
Antoine, Bertille; Renault, Eric - In: Handbook of empirical economics and finance, (pp. 29-70). 2011
Persistent link: https://www.econbiz.de/10009130217
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Testing identification strength
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10012483002