Details about Bertille Antoine

Access statistics for papers by Bertille Antoine.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pan175

Working Papers

2024

1. Efficient two-sample instrumental variable estimators with change points and near-weak identification
   Papers, arXiv.org

2023

2. Identification-Robust Nonparametric Inference in a Linear IV Model
   Post-Print, HAL
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2021) View citations (1)
   Discussion Papers, Department of Economics, Simon Fraser University (2019) View citations (2)
   Discussion Papers, Department of Economics, Simon Fraser University (2021)
   See also Journal Article Identification-robust nonparametric inference in a linear IV model, Journal of Econometrics, Elsevier (2023) (2023)

2020

3. Identification-Robust Nonparametric Interference in a Linear IV Model
   Discussion Papers, Department of Economics, Simon Fraser University View citations (1)
4. Partially Linear Models with Endogeneity: a conditional moment based approach
   Discussion Papers, Department of Economics, Simon Fraser University
   See also Journal Article Partially linear models with endogeneity: a conditional moment-based approach, The Econometrics Journal, Royal Economic Society (2022) View citations (3) (2022)
5. Robust Estimation with Exponentially Tilted Hellinger Distance
   Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
   Also in Discussion Papers, Department of Economics, Simon Fraser University (2018)
   Discussion Papers, Department of Economics, Simon Fraser University (2017) View citations (1)
   CIRANO Working Papers, CIRANO (2018)
   See also Journal Article Robust estimation with exponentially tilted Hellinger distance, Journal of Econometrics, Elsevier (2021) View citations (2) (2021)

2018

6. Testing Identification Strength
   Discussion Papers, Department of Economics, Simon Fraser University
   Also in Discussion Papers, Department of Economics, Simon Fraser University (2017) View citations (2)
   See also Journal Article Testing identification strength, Journal of Econometrics, Elsevier (2020) View citations (4) (2020)

2016

7. Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve
   Discussion Papers, Department of Economics, Simon Fraser University View citations (8)
8. On the relevance of weaker instruments
   Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
   See also Journal Article On the relevance of weaker instruments, Econometric Reviews, Taylor & Francis Journals (2017) View citations (4) (2017)

2015

9. Inference in linear models with structural changes and mixed identification strength
   Discussion Papers, Department of Economics, Simon Fraser University View citations (6)

2014

10. Efficient Inference with Time-Varying Identification Strength
    Discussion Papers, Department of Economics, Simon Fraser University

2012

11. Conditional Moment Models under Semi-Strong Identification
    Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
    See also Journal Article Conditional moment models under semi-strong identification, Journal of Econometrics, Elsevier (2014) View citations (18) (2014)
12. Efficient Inference with Poor Instruments: a General Framework
    Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
13. Efficient Minimum Distance Estimation with Multiple Rates of Convergence
    Discussion Papers, Department of Economics, Simon Fraser University View citations (30)
    See also Journal Article Efficient minimum distance estimation with multiple rates of convergence, Journal of Econometrics, Elsevier (2012) View citations (30) (2012)

Journal Articles

2025

1. Identification, inference and risk
   Journal of Econometrics, 2025, 248, (C)
2. Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis
   Journal of Econometrics, 2025, 248, (C)

2024

3. Factor IV Estimation in Conditional Moment Models with an Application to Inflation Dynamics*
   Journal of Financial Econometrics, 2024, 22, (5), 1264-1309
4. GMM with Nearly-Weak Identification
   Econometrics and Statistics, 2024, 30, (C), 36-59

2023

5. Identification-Robust Inference With Simulation-Based Pseudo-Matching
   Journal of Business & Economic Statistics, 2023, 41, (2), 321-338
6. Identification-robust nonparametric inference in a linear IV model
   Journal of Econometrics, 2023, 235, (1), 1-24
   See also Working Paper Identification-Robust Nonparametric Inference in a Linear IV Model, Post-Print (2023) (2023)

2022

7. Partially linear models with endogeneity: a conditional moment-based approach
   (Efficient estimation of models with conditional moment restrictions containing unknown functions)
   The Econometrics Journal, 2022, 25, (1), 256-275 View citations (3)
   See also Working Paper Partially Linear Models with Endogeneity: a conditional moment based approach, Discussion Papers (2020) (2020)

2021

8. Robust estimation with exponentially tilted Hellinger distance
   Journal of Econometrics, 2021, 224, (2), 330-344 View citations (2)
   See also Working Paper Robust Estimation with Exponentially Tilted Hellinger Distance, Discussion Papers (2020) View citations (2) (2020)

2020

9. Testing identification strength
   Journal of Econometrics, 2020, 218, (2), 271-293 View citations (4)
   See also Working Paper Testing Identification Strength, Discussion Papers (2018) (2018)

2018

10. Efficient estimation with time-varying information and the New Keynesian Phillips Curve
    Journal of Econometrics, 2018, 204, (2), 268-300 View citations (10)

2017

11. On the relevance of weaker instruments
    Econometric Reviews, 2017, 36, (6-9), 928-945 View citations (4)
    See also Working Paper On the relevance of weaker instruments, Discussion Papers (2016) View citations (2) (2016)

2014

12. Conditional moment models under semi-strong identification
    Journal of Econometrics, 2014, 182, (1), 59-69 View citations (18)
    See also Working Paper Conditional Moment Models under Semi-Strong Identification, Discussion Papers (2012) View citations (5) (2012)

2012

13. Efficient minimum distance estimation with multiple rates of convergence
    Journal of Econometrics, 2012, 170, (2), 350-367 View citations (30)
    See also Working Paper Efficient Minimum Distance Estimation with Multiple Rates of Convergence, Discussion Papers (2012) View citations (30) (2012)

2010

14. Portfolio Selection with Estimation Risk: A Test-Based Approach
    Journal of Financial Econometrics, 2010, 10, (1), 164-197 View citations (5)

2009

15. Efficient GMM with nearly-weak instruments
    Econometrics Journal, 2009, 12, (s1), S135-S171 View citations (38)

2007

16. On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
    Journal of Econometrics, 2007, 138, (2), 461-487 View citations (61)

Undated

17. Pseudo-True SDFs in Conditional Asset Pricing Models*
    Journal of Financial Econometrics, 18, (4), 656-714 View citations (2)
18. Rejoinder on: Pseudo-True SDFs in Conditional Asset Pricing Models*
    Journal of Financial Econometrics, 18, (4), 776-790