Details about Bertille Antoine
Access statistics for papers by Bertille Antoine.
Last updated 2023-04-10. Update your information in the RePEc Author Service.
Short-id: pan175
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Working Papers
2021
- Identifcation-Robust Nonparametric Inference in a Linear IV Model
Discussion Papers, Department of Economics, Simon Fraser University 
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)
2020
- Identification-Robust Nonparametric Interference in a Linear IV Model
Discussion Papers, Department of Economics, Simon Fraser University View citations (1)
- Partially Linear Models with Endogeneity: a conditional moment based approach
Discussion Papers, Department of Economics, Simon Fraser University 
See also Journal Article in The Econometrics Journal (2022)
- Robust Estimation with Exponentially Tilted Hellinger Distance
Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
Also in CIRANO Working Papers, CIRANO (2018)  Discussion Papers, Department of Economics, Simon Fraser University (2017) View citations (1) Discussion Papers, Department of Economics, Simon Fraser University (2018) 
See also Journal Article in Journal of Econometrics (2021)
2018
- 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 in Journal of Econometrics (2020)
2016
- Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve
Discussion Papers, Department of Economics, Simon Fraser University View citations (8)
- On the relevance of weaker instruments
Discussion Papers, Department of Economics, Simon Fraser University View citations (2)
See also Journal Article in Econometric Reviews (2017)
2015
- Inference in linear models with structural changes and mixed identification strength
Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
2014
- Efficient Inference with Time-Varying Identification Strength
Discussion Papers, Department of Economics, Simon Fraser University
2012
- Conditional Moment Models under Semi-Strong Identification
Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
See also Journal Article in Journal of Econometrics (2014)
- Efficient Inference with Poor Instruments: a General Framework
Discussion Papers, Department of Economics, Simon Fraser University View citations (5)
- Efficient Minimum Distance Estimation with Multiple Rates of Convergence
Discussion Papers, Department of Economics, Simon Fraser University View citations (26)
See also Journal Article in Journal of Econometrics (2012)
Journal Articles
2023
- Identification-Robust Inference With Simulation-Based Pseudo-Matching
Journal of Business & Economic Statistics, 2023, 41, (2), 321-338
2022
- 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 (1)
See also Working Paper (2020)
2021
- Robust estimation with exponentially tilted Hellinger distance
Journal of Econometrics, 2021, 224, (2), 330-344 
See also Working Paper (2020)
2020
- Testing identification strength
Journal of Econometrics, 2020, 218, (2), 271-293 View citations (2)
See also Working Paper (2018)
2018
- Efficient estimation with time-varying information and the New Keynesian Phillips Curve
Journal of Econometrics, 2018, 204, (2), 268-300 View citations (8)
2017
- On the relevance of weaker instruments
Econometric Reviews, 2017, 36, (6-9), 928-945 View citations (3)
See also Working Paper (2016)
2014
- Conditional moment models under semi-strong identification
Journal of Econometrics, 2014, 182, (1), 59-69 View citations (16)
See also Working Paper (2012)
2012
- Efficient minimum distance estimation with multiple rates of convergence
Journal of Econometrics, 2012, 170, (2), 350-367 View citations (26)
See also Working Paper (2012)
2010
- Portfolio Selection with Estimation Risk: A Test-Based Approach
The Journal of Financial Econometrics, 2010, 10, (1), 164-197 View citations (5)
2009
- Efficient GMM with nearly-weak instruments
Econometrics Journal, 2009, 12, (s1), S135-S171 View citations (35)
2007
- 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 (60)
Undated
- Pseudo-True SDFs in Conditional Asset Pricing Models*
The Journal of Financial Econometrics, 18, (4), 656-714 View citations (2)
- Rejoinder on: Pseudo-True SDFs in Conditional Asset Pricing Models*
The Journal of Financial Econometrics, 18, (4), 776-790
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