Bertille Antoine

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All published works

Action	Title	Year	Authors
+	Identification, inference and risk	2024	Bertille Antoine Patrick Gagliardini René García Enrique Sentana
+	Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis	2024	Bertille Antoine Wenqian Sun
+ PDF Chat	Efficient two-sample instrumental variable estimators with change points and near-weak identification	2024	Bertille Antoine Otilia Boldea Niccolò Zaccaria
+ PDF Chat	Efficient Two-Sample Instrumental Variable Estimators with Change Points and Near-Weak Identification	2024	Bertille Antoine Otilia Boldea Niccolò Zaccaria
+ PDF Chat	Identification-robust nonparametric inference in a linear IV model	2022	Bertille Antoine Pascal Lavergne
+	Identification-Robust Inference With Simulation-Based Pseudo-Matching	2021	Bertille Antoine Lynda Khalaf Maral Kichian Zhenjiang Lin
+ PDF Chat	GMM with Nearly-Weak Identification	2021	Bertille Antoine Èric Renault
+	Identification-robust inference with simulation-based pseudo-matching*	2021	Bertille Antoine Lynda Khalaf Maral Kichian Zhenjiang Lin
+ PDF Chat	Robust estimation with exponentially tilted Hellinger distance	2020	Bertille Antoine Prosper Dovonon
+	Robust Estimation with Exponentially Tilted Hellinger Distance	2018	Bertille Antoine Prosper Dovonon
+	On the relevance of weaker instruments	2017	Bertille Antoine Èric Renault
+	On the relevance of weaker instruments	2016	Bertille Antoine Èric Renault
+	Inference in linear models with structural changes and mixed identification strength	2015	Bertille Antoine Otilia Boldea
+	Conditional moment models under semi-strong identification	2014	Bertille Antoine Pascal Lavergne
+ PDF Chat	Efficient minimum distance estimation with multiple rates of convergence	2012	Bertille Antoine Èric Renault
+	Efficient Minimum Distance Estimation with Multiple Rates of Convergence	2012	Bertille Antoine Éric Renault
+	Efficient Inference with Poor Instruments	2010	Bertille Antoine Èric Renault
+	Efficient GMM with nearly-weak instruments	2009	Bertille Antoine Èric Renault

Common Coauthors

Coauthor	Papers Together
Éric Renault	7
Otilia Boldea	3
Niccolò Zaccaria	2
Pascal Lavergne	2
Maral Kichian	2
Zhenjiang Lin	2
Prosper Dovonon	2
Lynda Khalaf	2
Wenqian Sun	1
Enrique Sentana	1
Patrick Gagliardini	1
René García	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Discontinuities of weak instrument limiting distributions	2002	Jinyong Hahn Guido M. Kuersteiner	6
+	Efficient GMM with nearly-weak instruments	2009	Bertille Antoine Èric Renault	5
+	Testing, Estimation in GMM and CUE with Nearly-Weak Identification	2009	Mehmet Caner	4
+	Estimation and Inference With Weak, Semi-Strong, and Strong Identification	2012	Donald W. K. Andrews Xu Cheng	4
+ PDF Chat	Estimation With Many Instrumental Variables	2008	Christian Hansen Jerry A. Hausman Whitney K. Newey	4
+ PDF Chat	Efficient minimum distance estimation with multiple rates of convergence	2012	Bertille Antoine Èric Renault	4
+	Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity	1994	Donald W. K. Andrews	4
+ PDF Chat	Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators	2003	WhitneyK. Newey Richard J. Smith	3
+ PDF Chat	Estimation with many instrumental variables	2006	Christian Hansen Jerry A. Hausman Whitney K. Newey	3
+	Partially Identified Econometric Models	1989	Peter C.B. Phillips	3
+	Identification and Lack of Identification	1983	J. D. Sargan	3
+	Nonparametric Kernel Estimation for Semiparametric Models	1995	Donald W. K. Andrews	3
+	TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS	2012	Sung Jae Jun Joris Pinkse	2
+	Hypothesis Testing with Efficient Method of Moments Estimation	1987	Whitney K. Newey Kenneth D. West	2
+	Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics	2014	Mehmet Caner	2
+	Which Moments to Match?	1996	A. Ronald Gallant George Tauchen	2
+	Consistent model specification tests	1982	Herman J. Bierens	2
+	Weak Instruments: Diagnosis and Cures in Empirical Econometrics	2003	Jinyong Hahn Jerry A. Hausman	2
+ PDF Chat	A New Specification Test for the Validity of Instrumental Variables	2002	Jinyong Hahn Jerry A. Hausman	2
+	GMM with many weak moment conditions	2005	Whitney K. Newey Frank Windmeijer	2
+	Nearly-singular design in GMM and generalized empirical likelihood estimators	2008	Mehmet Caner	2
+	Redundancy of moment conditions	1999	Trevor Breusch Hailong Qian Peter Schmidt Donald Wyhowski	2
+ PDF Chat	Impulse response matching estimators for DSGE models	2016	Pablo Guerrón-Quintana Atsushi Inoue Lutz Kilian	2
+ PDF Chat	Inference with Many Weak Instruments	2021	Anna Mikusheva Liyang Sun	2
+ PDF Chat	Consistent Estimation of Models Defined by Conditional Moment Restrictions	2004	Manuel Domínguez Ignacio N. Lobato	2
+ PDF Chat	Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory	2013	Pascal Lavergne Valentin Patilea	2
+ PDF Chat	GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS	2000	Marine Carrasco Jean‐Pierre Florens	2
+	Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models	1997	Jean–Marie Dufour	2
+ PDF Chat	Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations	1992	In Choi Peter C.B. Phillips	2
+	Efficient Inference with Poor Instruments	2010	Bertille Antoine Èric Renault	2
+	The ABC of simulation estimation with auxiliary statistics	2018	Jean-Jacques Forneron Serena Ng	2
+	Local Projections and VARs Estimate the Same Impulse Responses	2021	Mikkel Plagborg‐Møller Christian K. Wolf	2
+	Some Properties of a Modification of the Limited Information Estimator	1977	Wayne A. Fuller	1
+ PDF Chat	Non- and semi-parametric estimation in models with unknown smoothness	2006	Yulia Kotlyarova Victoria Zinde‐Walsh	1
+ PDF Chat	Computation and analysis of multiple structural change models	2002	Jushan Bai Pierre Perrón	1
+ PDF Chat	Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models	1998	Peter J. Bickel Ya’acov Ritov Tobias Rydén	1
+	Selection of Trimming Proportions for Robust Adaptive Trimmed Means	1978	P. Prescott	1
+	QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES	1998	Laurence Broze Olivier Scaillet Jean-Michel Zakoı̈an	1
+ PDF Chat	Asymptotic Properties of Non-Linear Least Squares Estimators	1969	Robert I. Jennrich	1
+ PDF Chat	Instrumental Models and Indirect Encompassing	1998	Geert Dhaene Christian Gouriéroux Olivier Scaillet	1
+ PDF Chat	Asymptotic Distributions for Quadratic Forms with Applications to Tests of Fit	1973	Tertius de Wet J. H. Venter	1
+	Efficient and Adaptive Estimation for Semiparametric Models.	1994	Anton Schίck Peter J. Bickel Chris A. J. Klaassen Ya’acov Ritov Jon A. Wellner	1
+	Generalized Method of Moments	2020	Alastair R. Hall	1
+ PDF Chat	Estimating and Testing Linear Models with Multiple Structural Changes	1998	Jushan Bai Pierre Perrón	1
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	1
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill	1
+ PDF Chat	Efficient estimation of general dynamic models with a continuum of moment conditions	2006	Marine Carrasco Mikhail Chernov Jean‐Pierre Florens Éric Ghysels	1
+ PDF Chat	Robust confidence sets in the presence of weak instruments	2010	Anna Mikusheva	1
+ PDF Chat	Nonparametric estimation of residual variance revisited	1993	Burkhardt Seifert Théo Gasser	1
+ PDF Chat	The Jackknife and the Bootstrap for General Stationary Observations	1989	Hans R. Künsch	1