Econometrics and empirical economics

Christian Bontemps, and Rohit Kumar, “A Geometric Approach to Inference in Set-Identified Entry Games”, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 373–389.

Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 690–713.

Christian Gouriéroux, Joann Jasiak, and Alain Montfort, “Stationary Bubble Equilibria in Rational Expectation Models”, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 714–735.

Christian Gouriéroux, Alain Montfort, and Jean-Paul Renne, “Identification and Estimation in Nonfundamental Structural Models”, The Review of Economic Studies, vol. 87, n. 4, July 2020, pp. 1915–1953.

Andrea Enache, and Jean-Pierre Florens, “Identification and Estimation in a Third-Price Auction Model”, Econometric Theory, vol. 36, n. 3, June 2020, pp. 386–409.

Jean-Pierre Florens, Léopold Simar, and Ingrid Van Keilegom, “Estimation of the Boundary of a Variable Observed with A Symmetric Error”, Journal of the American Statistical Association, vol. 115, n. 529, March 2020, pp. 425–451.

Frédérique Fève, Thierry Magnac, and Soterios Soteri, “Demand elasticities at the intensive and extensive margins for advertising mail traffic in the UK”, in The Changing Postal Environment: Market and Policy Innovation, Timothy J. Brennan, Pier Luigi Parcu, and Victor Glass (eds.), 2020.

Jean-Pierre Florens, Christian Gouriéroux, and Alain Monfort, “Model Risk Management: Limits and Future of Bayesian Approaches”, Annals of Economics and Statistics, vol. 136, December 2019, pp. 1–26.

José-Raimundo Carvalho, Thierry Magnac, and Qizhou Xiong, “College Choice, Selection and Allocation Mechanisms: A Structural Empirical Analysis”, Quantitative Economics, vol. 10, October 2019, pp. 1233–1277.

Tim Bollerslev, Nour Meddahi, and Serge Nyawa, “High-dimensional multivariate realized volatility estimation”, Journal of Econometrics, vol. 212, n. 1, September 2019, pp. 116–136.