- "Inference in models with multiple equilibria," with Alfred Galichon (2008)
- "Comonotone measures of multivariate risks," with Alfred Galichon (2008)
- "Universal power of Kolmogorov-Smirnov tests of under-identifying restrictions," with Alfred Galichon (2008)
- “A test of non-identifying restrictions and confidence regions for partially identified parameters,” with Alfred Galichon forthcoming, Journal of Econometrics (2008).
- “Optimal
transportation and the falsifiability of incompletely specified economic
models,” Part I, with Alfred Galichon (2007); Part II, with Ivar Ekeland and Alfred Galichon, forthcoming, Economic Theory (2008).
- “A Representation of Reasoning by Analogy,” Journal of
Mathematical Economics, 43(7) 771-794 (2007).
- "Bandwidth
choice, optimal rates and adaptivity in semiparametric estimation of long
memory,” in Applications of Long Memory in Economics, A. Kirman and
G. Teisseyre eds., pp 157-172,
Springer: Heidelberg (2007).
- “Inference in incomplete models,” with Alfred Galichon (2006).
- “Dilation Bootstrap,” with Alfred Galichon (2006).
- “Generalized Entropy Measure of Ambiguity and their Estimation,” Columbia University
(2005).
- “Random Set Inference,” Columbia University (2005)
- “Science incertaine et Principe de Précaution,” with Claude Henry, Revue
Économique vol. 54(6), 1277-1290 (2003).
- “Higher order kernel semiparametric M-estimation of long memory,” with Peter M. Robinson, Journal
of Econometrics, 114(1), 1-27 (2003).
- “The long range dependence paradigm for macroeconomics and finance,” with Paolo Zaffaroni,
in Long range dependence: Theory and
applications, P. Doukhan, G. Oppenheim and M.S. Taqqu eds, 417-138,
(2003).
- “Formalizations and Applications of the Precautionary Principle,” with Claude
Henry, Cahier du Laboratoire d’Économétrie de l’École polytechnique
n°2002-008 (2002).
- “Indétermination épistémique et Principe de Précaution,” with Claude
Henry, Risques 49, 99-104 (2002).
- “Robust automatic bandwidth for long memory,” Journal
of Time Series Analysis, 22(3), 293-316, 2001.
- “Averaged periodogram spectral estimation under long memory conditional heteroscedasticity,” Journal of Time Series Analysis, 22(4),
431-459, 2001.
- “Nonparametric
specification analysis of dynamic parametric models,” with Olivier
Scaillet, Columbia
University and
Université Catholique de Louvain (2000)
- “Estimation spectrale avec mémoire longue et hétéroscedasticité
conditionnelle,” Comptes Rendus de
l’Académie des Sciences, 328(9), (1999).
- “Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels,” with Peter M. Robinson, Econometric
Theory 15, 299-336 (1999).
- “Bandwidth choice in Gaussian semiparametric estimation of long range dependence,” with Peter M.
Robinson, in Athens Conference in
Applied Probability and Time Series Analysis, pp 220-232, Lecture Notes in Statistics, 115, Springer, New York, (1996)
- “An Investigation of long memory in intra day foreign exchange volatility,” with
Richard Payne, Financial Markets Group DP 256 (1996).