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 0 2 141
Efficient Inference with Poor Instruments: a General Framework 0 0 0 69 0 1 3 195
Efficient Inference with Time-Varying Identification Strength 0 0 0 53 0 1 3 93
Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve 0 0 0 168 0 1 4 318
Efficient Minimum Distance Estimation with Multiple Rates of Convergence 0 0 0 49 0 1 3 242
Efficient two-sample instrumental variable estimators with change points and near-weak identification 0 0 2 2 0 0 22 22
Identifcation-Robust Nonparametric Inference in a Linear IV Model 0 0 0 31 0 0 2 35
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 4 0 0 1 26
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 0 0 0 26 30
Identification-Robust Nonparametric Inference in a Linear IV Model 0 0 0 62 0 0 1 71
Identification-Robust Nonparametric Interference in a Linear IV Model 0 0 1 55 0 0 3 108
Inference in linear models with structural changes and mixed identification strength 0 0 0 147 0 0 2 288
On the relevance of weaker instruments 0 0 2 119 0 0 9 273
Partially Linear Models with Endogeneity: a conditional moment based approach 0 1 8 87 1 3 41 239
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 52 0 0 2 105
ROBUST ESTIMATION WITH EXPONENTIALLY TILTED HELLINGER DISTANCE 0 0 0 19 0 1 3 67
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 2 1 2 4 33
Robust Estimation with Exponentially Tilted Hellinger Distance 0 0 0 10 0 0 4 60
Testing Identification Strength 0 0 0 44 0 1 3 175
Testing Identification Strength 0 0 0 142 0 0 5 449
Total Working Papers 0 1 13 1,136 2 11 143 2,970

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 11 0 0 3 77
Efficient GMM with nearly-weak instruments 0 0 0 58 0 0 5 234
Efficient estimation with time-varying information and the New Keynesian Phillips Curve 0 1 1 10 0 1 2 56
Efficient minimum distance estimation with multiple rates of convergence 0 1 1 27 0 1 4 133
Factor IV Estimation in Conditional Moment Models with an Application to Inflation Dynamics* 0 0 0 0 0 1 4 4
GMM with Nearly-Weak Identification 0 0 0 0 0 1 1 1
Identification, inference and risk 0 1 3 3 1 4 8 8
Identification-Robust Inference With Simulation-Based Pseudo-Matching 0 0 0 4 0 0 1 12
Identification-robust nonparametric inference in a linear IV model 0 0 0 3 1 2 3 14
On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood 0 1 1 90 0 2 4 239
On the relevance of weaker instruments 0 0 1 7 1 1 4 29
Partially linear models with endogeneity: a conditional moment-based approach 0 0 0 4 0 1 3 14
Portfolio Selection with Estimation Risk: A Test-Based Approach 0 0 0 8 0 0 1 52
Pseudo-True SDFs in Conditional Asset Pricing Models* 0 0 0 3 2 2 6 23
Rejoinder on: Pseudo-True SDFs in Conditional Asset Pricing Models* 0 0 0 2 0 0 1 5
Robust estimation with exponentially tilted Hellinger distance 0 0 1 9 0 0 3 29
Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis 0 0 0 0 0 1 2 2
Testing identification strength 0 0 1 9 1 1 7 35
Total Journal Articles 0 4 11 248 6 18 62 967

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Statistics updated 2025-08-05