Serge Darolles

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All published works

Action	Title	Year	Authors
+	Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas	2018	Serge Darolles Christian Francq Sébastien Laurent
+	Some Probability Densities	2013	Serge Darolles Patrick Duvaut Emmanuelle Jay
+	MLiq a meta liquidity measure	2012	Serge Darolles Jérémy Dudek Gaëlle Le Fol
+	Nonparametric Instrumental Regression	2011	Serge Darolles Jean‐Pierre Florens Yanqin Fan Éric Renault
+ PDF Chat	Nonparametric Instrumental Regression	2010	Serge Darolles Yanqin Fan Jean‐Pierre Florens Éric Renault
+ PDF Chat	Factor ARMA representation of a Markov process	2001	Serge Darolles Jean‐Pierre Florens Christian Gouriéroux
+ PDF Chat	Truncated dynamics and estimation of diffusion equations	2001	Serge Darolles Christian Gouriéroux
+	Nonparametric Estimation of a Diffusion Equation from Tick Observations	1997	Éric Burgayran Serge Darolles
+	Truncated Dynamics and Estimation of DiffusionEquations	1997	Serge Darolles Christian Gouriéroux

Common Coauthors

Coauthor	Papers Together
Christian Gouriéroux	3
Jean‐Pierre Florens	3
Éric Renault	2
Yanqin Fan	2
Éric Burgayran	1
Jérémy Dudek	1
Sébastien Laurent	1
Christian Francq	1
Patrick Duvaut	1
Emmanuelle Jay	1
Gaëlle Le Fol	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Spectral methods for identifying scalar diffusions	1998	Lars Peter Hansen José Scheinkman Nizar Touzi	3
+	A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model	1997	George J. Jiang John Knight	2
+ PDF Chat	The Structure of Bivariate Distributions	1958	H. O. Lancaster	2
+	Regularization of Inverse Problems	1996	Heinz W. Engl Martin Hanke Andreas B. Neubauer	1
+ PDF Chat	The practice of non‐parametric estimation by solving inverse problems: the example of transformation models	2010	Frédérique Fève Jean‐Pierre Florens	1
+ PDF Chat	Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization	2007	Marine Carrasco Jean‐Pierre Florens Èric Renault	1
+ PDF Chat	Nonparametric Instrumental Regression	2010	Serge Darolles Yanqin Fan Jean‐Pierre Florens Éric Renault	1
+	Tikhonov Regularization for Nonparametric Instrumental Variable Estimators	2011	Patrick Gagliardini Olivier Scaillet	1
+	Simple boundary correction for kernel density estimation	1993	M. C. Jones	1
+ PDF Chat	Regularization Methods for Ill-Posed Problems	2012	Heinz W. Engl	1
+ PDF Chat	A Non-Parametric Test of Exogeneity	2007	Richard Blundell Joël L. Horowitz	1
+ PDF Chat	A SPECTRAL METHOD FOR DECONVOLVING A DENSITY	2010	Marine Carrasco Jean‐Pierre Florens	1
+	A Decision_Theoretic Approach to Forecast Evaluation	1996	Clive W. J. Granger M. Hashem Pesaran	1
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	1
+	Convergence rates and asymptotic normality for series estimators	1997	Whitney K. Newey	1
+	Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions	2003	Chunrong Ai Xiaohong Chen	1
+ PDF Chat	Probability Density Estimation Using Delta Sequences	1979	G.G. Walter J. R. Blum	1
+	Instrumental Variable Estimation of Nonparametric Models	2003	Whitney K. Newey James L. Powell	1
+ PDF Chat	Nonparametric methods for inference in the presence of instrumental variables	2005	Peter Hall Joël L. Horowitz	1
+ PDF Chat	Nonparametric Estimation of Triangular Simultaneous Equations Models	1999	Whitney K. Newey James L. Powell Francis Vella	1
+ PDF Chat	Convergence rates of certain approximate solutions to Fredholm integral equations of the first kind	1973	Grace Wahba	1
+	Twicing Kernels and a Small Bias Property of Semiparametric Estimators	2004	Whitney K. Newey Fushing Hsieh James M. Robins	1
+	Graduation by Kernel and adaptive kernel methods with a boundary correction.	1996	J. B. Gavin	1
+	Generalized Inverses in Reproducing Kernel Spaces: An Approach to Regularization of Linear Operator Equations	1974	M. Zuhair Nashed Grace Wahba	1
+ PDF Chat	Identification and Estimation of Local Average Treatment Effects	1994	Guido W. Imbens Joshua D. Angrist	1
+	EVALUATING DENSITY FORECASTS	1997	Francis X. Diebold Todd A. Gunther Anthony S. Tay	1
+	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA	2008	Bruce E. Hansen	1
+ PDF Chat	Nonparametric Instrumental Variables Estimation of a Quantile Regression Model	2007	Joël L. Horowitz Sokbae Lee	1
+ PDF Chat	GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS	2000	Marine Carrasco Jean‐Pierre Florens	1
+ PDF Chat	Instrumental Regression in Partially Linear Models	2005	Jean‐Pierre Florens Jan Johannes Sébastien Van Bellegem	1
+ PDF Chat	Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves	2007	Richard Blundell Xiaohong Chen Dennis Kristensen	1
+ PDF Chat	Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior	2012	Jean‐Pierre Florens Anna Simoni	1
+ PDF Chat	Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables	2006	Joël L. Horowitz	1
+	On Statistics Independent of a Complete Sufficient Statistic	2010	Dipankar N. Basu	1
+ PDF Chat	IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION	2010	Jean‐Pierre Florens Jan Johannes Sébastien Van Bellegem	1
+	On estimating the diffusion coefficient from discrete observations	1993	Danielle Florens-Zmirou	1
+	MULTI-DIMENSIONAL DIFFUSION PROCESSES	1980	J. F. C. Kingmán	1
+	Forecasting Transformed Series	1976	Clive W. J. Granger Paul Newbold	1
+ PDF Chat	Methodology and convergence rates for functional linear regression	2007	Peter Hall Joël L. Horowitz	1
+	Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects	2008	Jean‐Pierre Florens James Heckman Costas Meghir Edward Vytlacil	1
+ PDF Chat	ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS	2010	Xiaohong Chen Markus Reiß	1
+	Chapter 38 Applied nonparametric methods	1994	Wolfgang Karl Härdle Oliver Linton	1
+	Nonparametric Estimation of Triangular Simultaneous Equations Models	1998	Whitney K. Newey James L. Powell Francis Vella	1
+	Completeness, Similar Regions, and Unbiased Estimation—Part II	2011	E. L. Lehmann Henry Scheffé	1
+	Tikhonov Regularization	2000	Heinz W. Engl Martin Hanke Andreas Neubauer	1
+	The theory of Tikhonov regularization for Fredholm equations of the first kind	1984	C. W. Groetsch	1
+	Smooth Optimum Kernel Estimators Near Endpoints	1991	Hans‐Georg Müller	1
+	Singular Integral Equations	1999	Rainer Kreß	1
+	Multidimensional Diffusion Processes	1997	Daniel W. Stroock S. R. Srinivasa Varadhan	1