Details about Sebastien Van Bellegem

Access statistics for papers by Sebastien Van Bellegem.

Last updated 2013-10-07. Update your information in the RePEc Author Service.

Short-id: pva120

Working Papers

2011

1. Locally stationary volatility modelling
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
2. Nonparametric Beta kernel estimator for long memory time series
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (1)
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2009) View citations (1)

2010

3. Iterative Regularization in Nonparametric Instrumental Regression
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (6)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) View citations (2)
   TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (4)
4. Nonparametric Frontier Estimation from Noisy Data
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (4)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) View citations (5)
   TSE Working Papers, Toulouse School of Economics (TSE) (2010) View citations (4)
5. School System Evaluation By Value-Added Analysis under Endogeneity
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (3)
   Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010)
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010)

2009

6. Consistent Density Deconvolution under Partially Known Error Distribution
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (3)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (1)
   See also Journal Article Consistent density deconvolution under partially known error distribution, Statistics & Probability Letters, Elsevier (2010) View citations (17) (2010)
7. Convergence Rates for III-Posed Inverse Problems with an Unknown Operator
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
   See also Journal Article CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR, Econometric Theory, Cambridge University Press (2011) View citations (19) (2011)
8. Forecasting the Malmquist Productivity Index
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (6)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009)
9. Identification and Estimation by Penalization in Nonparametric Instrumental Regression
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) View citations (10)
   See also Journal Article IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION, Econometric Theory, Cambridge University Press (2011) View citations (47) (2011)
10. Instrumental Regression in Partially Linear Models
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (3)
    See also Journal Article Instrumental regression in partially linear models, Econometrics Journal, Royal Economic Society (2012) View citations (37) (2012)
11. Log-Density Deconvolution by Wavelet Thresholding
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (4)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2009) View citations (4)
    See also Journal Article Log‐density Deconvolution by Wavelet Thresholding, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2009) View citations (4) (2009)

2007

12. A unified approach to solve ill-posed inverse problems in econometrics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)

Journal Articles

2012

1. Instrumental regression in partially linear models
   Econometrics Journal, 2012, 15, (2), 304-324 View citations (37)
   See also Working Paper Instrumental Regression in Partially Linear Models, IDEI Working Papers (2009) View citations (1) (2009)

2011

2. CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
   Econometric Theory, 2011, 27, (3), 522-545 View citations (19)
   See also Working Paper Convergence Rates for III-Posed Inverse Problems with an Unknown Operator, TSE Working Papers (2009) View citations (1) (2009)
3. IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION
   Econometric Theory, 2011, 27, (3), 472-496 View citations (47)
   See also Working Paper Identification and Estimation by Penalization in Nonparametric Instrumental Regression, TSE Working Papers (2009) (2009)

2010

4. Consistent density deconvolution under partially known error distribution
   Statistics & Probability Letters, 2010, 80, (3-4), 236-241 View citations (17)
   See also Working Paper Consistent Density Deconvolution under Partially Known Error Distribution, IDEI Working Papers (2009) View citations (3) (2009)

2009

5. Log‐density Deconvolution by Wavelet Thresholding
   Scandinavian Journal of Statistics, 2009, 36, (4), 749-763 View citations (4)
   See also Working Paper Log-Density Deconvolution by Wavelet Thresholding, IDEI Working Papers (2009) View citations (4) (2009)

2008

6. Nonparametric simultaneous testing for structural breaks
   Journal of Econometrics, 2008, 143, (1), 123-142 View citations (9)

2006

7. Semiparametric estimation by model selection for locally stationary processes
   Journal of the Royal Statistical Society Series B, 2006, 68, (5), 721-746 View citations (9)

2004

8. Forecasting economic time series with unconditional time-varying variance
   International Journal of Forecasting, 2004, 20, (4), 611-627 View citations (35)

2001

9. On the stop-loss and total variation distances between random sums
   Statistics & Probability Letters, 2001, 53, (2), 153-165