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Dridi, Ramdan; Renault, Eric - 2000

Persistent link: https://www.econbiz.de/10001482794

Statistical inference for random-variance option pricing

Pastorello, Sergio; Renault, Eric; Touzi, Nizar - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 358-367

Persistent link: https://www.econbiz.de/10001493867

Asymptotic Normal Inference in Linear Inverse Problems

Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: The Oxford handbook of applied nonparametric and …. 2014

Persistent link: https://www.econbiz.de/10012881205

Estimation of stable distributions by indirect inference

Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-337

Persistent link: https://www.econbiz.de/10009242117

Efficient inference with poor instruments : a general framework

Antoine, Bertille; Renault, Eric - In: Handbook of empirical economics and finance, (pp. 29-70). 2011

Persistent link: https://www.econbiz.de/10009130217

Estimation of stable distributions by indirect inference

Garcia, René (contributor); Renault, Eric (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402433

Indirect inference with endogenously missing exogenous variables

Chaudhuriy, Saraswata; Frazier, David T.; Renault, Eric - 2016

Persistent link: https://www.econbiz.de/10011453598

Indirect Inference with endogenously missing exogenous variables

Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10012110238

Approximate maximum likelihood for complex structural models

Czellar, Veronika; Frazier, David T.; Renault, Eric - 2021

Persistent link: https://www.econbiz.de/10012488041

Semi-Parametric Indirect Inference

Dridi, Ramdan - 2008

We develop in this paper a generalization of the Indirect Inference (II) to semi-parametric settings and termed Semi-parametric Indirect Inference (SII). We introduce a new notion of Partial Encompassing which lays the emphasis on Pseudo True Values of Interest. The main difference with the...

Persistent link: https://www.econbiz.de/10012771057