Access Statistics for Bertille Antoine

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Moment Models under Semi-Strong Identification 0 0 0 21 0 1 3 141
Efficient Inference with Poor Instruments: a General Framework 0 0 1 69 0 1 3 194
Efficient Inference with Time-Varying Identification Strength 0 0 0 53 0 1 2 92
Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve 0 0 0 168 1 2 3 317
Efficient Minimum Distance Estimation with Multiple Rates of Convergence 0 0 0 49 0 1 2 241
Efficient two-sample instrumental variable estimators with change points and near-weak identification 0 0 2 2 0 4 22 22
Identifcation-Robust Nonparametric Inference in a Linear IV Model 0 0 0 31 0 1 2 35
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 62 0 1 1 71
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 0 0 0 27 30
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 4 0 1 1 26
Identification-Robust Nonparametric Interference in a Linear IV Model 0 0 1 55 0 1 3 108
Inference in linear models with structural changes and mixed identification strength 0 0 3 147 1 2 9 288
On the relevance of weaker instruments 0 0 2 119 0 3 11 272
Partially Linear Models with Endogeneity: a conditional moment based approach 0 1 7 86 0 4 40 235
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 1 2 105
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 19 0 2 4 66
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 1 4 4 60
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 0 0 1 30
Testing Identification Strength 0 0 0 142 0 3 5 448
Testing Identification Strength 0 0 0 44 0 1 1 173
Total Working Papers 0 1 16 1,135 3 34 146 2,954

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional moment models under semi-strong identification 0 0 2 9 0 1 4 75
Efficient GMM with nearly-weak instruments 0 0 0 58 0 2 5 233
Efficient estimation with time-varying information and the New Keynesian Phillips Curve 0 0 1 9 0 1 2 55
Efficient minimum distance estimation with multiple rates of convergence 0 0 0 26 0 1 2 131
Factor IV Estimation in Conditional Moment Models with an Application to Inflation Dynamics* 0 0 0 0 0 2 3 3
GMM with Nearly-Weak Identification 0 0 0 0 0 0 0 0
Identification, inference and risk 1 1 1 1 2 2 2 2
Identification-Robust Inference With Simulation-Based Pseudo-Matching 0 0 0 4 0 1 1 12
Identification-robust nonparametric inference in a linear IV model 0 0 0 3 0 1 1 12
On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood 0 0 0 89 0 2 2 237
On the relevance of weaker instruments 0 0 2 7 0 1 5 28
Partially linear models with endogeneity: a conditional moment-based approach 0 0 0 4 0 1 3 13
Portfolio Selection with Estimation Risk: A Test-Based Approach 0 0 0 8 0 1 1 52
Pseudo-True SDFs in Conditional Asset Pricing Models* 0 0 0 3 0 2 5 21
Rejoinder on: Pseudo-True SDFs in Conditional Asset Pricing Models* 0 0 0 2 0 1 1 5
Robust estimation with exponentially tilted Hellinger distance 0 0 1 9 0 1 5 29
Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis 0 0 0 0 0 0 0 0
Testing identification strength 0 1 1 9 0 6 6 34
Total Journal Articles 1 2 8 241 2 26 48 942

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Statistics updated 2025-04-04