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My authors Follow this author# Eric Gautier

## Personal Details

First Name: | Eric |

Middle Name: | Olivier |

Last Name: | Gautier |

Suffix: | |

RePEc Short-ID: | pga665 |

[This author has chosen not to make the email address public] | |

https://www.tse-fr.eu/people/eric-gautier | |

## Affiliation

### Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ)

Toulouse School of Economics (TSE)

Toulouse, Francehttp://www-gremaq.univ-tlse1.fr/

RePEc:edi:getlsfr (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL. - Eric Gautier & Christiern Rose, 2021.
"
**High-dimensional instrumental variables regression and confidence sets**," Working Papers hal-00591732, HAL.- Eric Gautier & Alexandre Tsybakov, 2011.
"
**High-Dimensional Instrumental Variables Regression and Confidence Sets**," Working Papers 2011-13, Center for Research in Economics and Statistics. - Gautier, Eric & Rose, Christiern & Tsybakov, Alexandre, 2018.
"
**High-dimensional instrumental variables regression and confidence sets**," TSE Working Papers 18-930, Toulouse School of Economics (TSE), revised Nov 2019.

- Eric Gautier & Alexandre Tsybakov, 2011.
"
- Gaillac, Christophe & Gautier, Eric, 2021.
"
**Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation**," TSE Working Papers 21-1218, Toulouse School of Economics (TSE).- Christophe Gaillac & Eric Gautier, 2021.
"
**Nonparametric classes for identification in random coefficients models when regressors have limited variation**," Working Papers hal-03231392, HAL.

- Christophe Gaillac & Eric Gautier, 2021.
"
- Jad Beyhum & Eric Gautier, 2020.
"
**Factor and factor loading augmented estimators for panel regression**," Working Papers hal-02957008, HAL.- Beyhum, Jad & Gautier, Eric, 2021.
"
**Factor and factor loading augmented estimators for panel regression**," TSE Working Papers 21-1219, Toulouse School of Economics (TSE).

- Beyhum, Jad & Gautier, Eric, 2021.
"
- Christophe Gaillac & Eric Gautier, 2020.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Working Papers hal-02130472, HAL.- Christophe Gaillac & Eric Gautier, 2021.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Post-Print hal-03374805, HAL. - Gautier, Eric & Gaillac, Christophe, 2019.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).

- Christophe Gaillac & Eric Gautier, 2021.
"
- Eliana Barrenho & Eric Gautier & Marisa Miraldo & Carol Propper & Christiern Rose, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," Discussion Papers Series 638, School of Economics, University of Queensland, Australia.- Propper, Carol & Barrenho, Eliana & Gautier, Eric & Miraldo, Marisa & Rose, Christiern, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," CEPR Discussion Papers 15515, C.E.P.R. Discussion Papers.

- Propper, Carol & Barrenho, Eliana & Gautier, Eric & Miraldo, Marisa & Rose, Christiern, 2020.
"
- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation**," TSE Working Papers 19-1013, Toulouse School of Economics (TSE). - Beyhum, Jad & Gautier, Eric, 2019.
"
**Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity**," TSE Working Papers 19-1008, Toulouse School of Economics (TSE). - Eric Gautier & Erwan Le Pennec, 2017.
"
**Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding**," Working Papers inria-00601274, HAL.- Eric Gautier & Erwann Le Pennec, 2011.
"
**Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding**," Working Papers 2011-20, Center for Research in Economics and Statistics. - Gautier, Eric & Le Pennec, Erwan, 2016.
"
**Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding**," TSE Working Papers 16-713, Toulouse School of Economics (TSE).

- Eric Gautier & Erwann Le Pennec, 2011.
"
- Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Papers 1303.7092, arXiv.org, revised Apr 2013.- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
**Pivotal Estimation in High-Dimensional Regression via Linear Programming**," Working Papers 2013-40, Center for Research in Economics and Statistics. - Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Working Papers hal-00805556, HAL.

- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers 39/12, Institute for Fiscal Studies. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015. - Gautier, Eric & Hoderlein, Stefan, 2011.
"
**A triangular treatment effect model with random coefficients in the selection equation**," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.

- Eric Gautier & Stefan Hoderlein, 2012.
"
- Eric Gautier & Stefan Soderlein, 2011.
"
**Estimating the Distribution of Treatment Effects**," Working Papers 2011-25, Center for Research in Economics and Statistics. - Eric Gautier & Yuichi Kitamura, 2011.
"
**Nonparametric estimation in random coefficients binary choice models**," Working Papers hal-00403939, HAL.- Eric Gautier & Yuichi Kitamura, 2013.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Econometrica, Econometric Society, vol. 81(2), pages 581-607, March.

- Eric Gautier & Yuichi Kitamura, 2009.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Cowles Foundation Discussion Papers 1721, Cowles Foundation for Research in Economics, Yale University. - Eric Gautier & Yuichi Kitamura, 2008.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Working Papers 2008-15, Center for Research in Economics and Statistics.

- Eric Gautier & Yuichi Kitamura, 2013.
"
- Anne De Bouard & Eric Gautier, 2008.
"
**Exit Problems Related to the Persistence of Solitons for the Korteweg-de Vries Equation with Small Noise**," Working Papers 2008-02, Center for Research in Economics and Statistics. - Eric Gautier, 2006.
"
**Stochastic Nonlinear Schrödinger Equations Driven by a Fractional Noise Well Posedness, Large Deviations and Support**," Working Papers 2006-18, Center for Research in Economics and Statistics. - Eric Gautier, 2005.
"
**Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations**," Working Papers 2005-21, Center for Research in Economics and Statistics. - Arnaud Debussche & Eric Gautier, 2005.
"
**Small Noise Asymptotic of the Timing Jitter in Soliton Transmission**," Working Papers 2005-20, Center for Research in Economics and Statistics. - Eric Gautier, 2004.
"
**Large Deviations and Support Results for Nonlinear Schrödinger Equations with Additive Noise and Applications**," Working Papers 2004-21, Center for Research in Economics and Statistics. - Eric Gautier, 2004.
"
**Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise**," Working Papers 2004-42, Center for Research in Economics and Statistics.- Gautier, Eric, 2005.
"
**Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise**," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.

- Gautier, Eric, 2005.
"

### Articles

- Eric Gautier & Yuichi Kitamura, 2013.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Econometrica, Econometric Society, vol. 81(2), pages 581-607, March.- Eric Gautier & Yuichi Kitamura, 2011.
"
**Nonparametric estimation in random coefficients binary choice models**," Working Papers hal-00403939, HAL. - Eric Gautier & Yuichi Kitamura, 2009.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Cowles Foundation Discussion Papers 1721, Cowles Foundation for Research in Economics, Yale University. - Eric Gautier & Yuichi Kitamura, 2008.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Working Papers 2008-15, Center for Research in Economics and Statistics.

- Eric Gautier & Yuichi Kitamura, 2011.
"
- Éric Gautier & Cédric Houdré, 2008.
"
**Estimation des inégalités dans l’enquête Patrimoine 2004**," Économie et Statistique, Programme National Persée, vol. 417(1), pages 135-152. - Gautier, Eric, 2005.
"
**Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise**," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.- Eric Gautier, 2004.
"
**Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise**," Working Papers 2004-42, Center for Research in Economics and Statistics.

- Eric Gautier, 2004.
"

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.### Working papers

- Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL.Cited by:

- Christophe Gaillac & Eric Gautier, 2021.
"
**Nonparametric classes for identification in random coefficients models when regressors have limited variation**," Working Papers hal-03231392, HAL.- Gaillac, Christophe & Gautier, Eric, 2021.
"
**Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation**," TSE Working Papers 21-1218, Toulouse School of Economics (TSE).

- Gaillac, Christophe & Gautier, Eric, 2021.
"

- Christophe Gaillac & Eric Gautier, 2021.
"
- Eric Gautier & Christiern Rose, 2021.
"
**High-dimensional instrumental variables regression and confidence sets**," Working Papers hal-00591732, HAL.- Eric Gautier & Alexandre Tsybakov, 2011.
"
**High-Dimensional Instrumental Variables Regression and Confidence Sets**," Working Papers 2011-13, Center for Research in Economics and Statistics. - Gautier, Eric & Rose, Christiern & Tsybakov, Alexandre, 2018.
"
**High-dimensional instrumental variables regression and confidence sets**," TSE Working Papers 18-930, Toulouse School of Economics (TSE), revised Nov 2019.

Cited by:

- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018.
"
**High-Dimensional Econometrics and Regularized GMM**," Papers 1806.01888, arXiv.org, revised Jun 2018.- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018.
"
**High-dimensional econometrics and regularized GMM**," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018.
"
- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017.
"
**Double/Debiased Machine Learning for Treatment and Structural Parameters**," NBER Working Papers 23564, National Bureau of Economic Research, Inc.- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018.
"
**Double/debiased machine learning for treatment and structural parameters**," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 1-68, February. - Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017.
"
**Double/debiased machine learning for treatment and structural parameters**," CeMMAP working papers CWP28/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey & James Robins, 2017.
"
**Double/debiased machine learning for treatment and structural parameters**," CeMMAP working papers 28/17, Institute for Fiscal Studies.

- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2018.
"
- Eric Gautier & Christiern Rose, 2022.
"
**Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments**," Papers 2211.02249, arXiv.org, revised Nov 2022. - Cheng, Xu & Liao, Zhipeng, 2015.
"
**Select the valid and relevant moments: An information-based LASSO for GMM with many moments**," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464. - Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012.
"
**Inference on treatment effects after selection amongst high-dimensional controls**," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012.
"
**Inference on treatment effects after selection amongst high-dimensional controls**," CeMMAP working papers 10/12, Institute for Fiscal Studies. - Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013.
"
**Inference on treatment effects after selection amongst high-dimensional controls**," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"
**Inference on Treatment Effects After Selection Amongst High-Dimensional Controls**," Papers 1201.0224, arXiv.org, revised May 2012. - Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013.
"
**Inference on treatment effects after selection amongst high-dimensional controls**," CeMMAP working papers 26/13, Institute for Fiscal Studies.

- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012.
"
- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013.
"
**Pivotal estimation via square-root lasso in nonparametric regression**," CeMMAP working papers 62/13, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013.
"
**Pivotal estimation via square-root lasso in nonparametric regression**," CeMMAP working papers CWP62/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013.
"
- Christian Hansen & Yuan Liao, 2016.
"
**The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications**," Papers 1611.09420, arXiv.org, revised Dec 2016.- Hansen, Christian & Liao, Yuan, 2019.
"
**The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications**," Econometric Theory, Cambridge University Press, vol. 35(3), pages 465-509, June. - Hansen, Christian & Liao, Yuan, 2016.
"
**The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications**," MPRA Paper 75313, University Library of Munich, Germany. - Christian Hansen & Yuan Liao, 2016.
"
**The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications**," Departmental Working Papers 201610, Rutgers University, Department of Economics.

- Hansen, Christian & Liao, Yuan, 2019.
"
- Nicolas Apfel, 2019.
"
**Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation**," Papers 1907.00222, arXiv.org, revised Jul 2022. - Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2016.
"
**Double/Debiased Machine Learning for Treatment and Causal Parameters**," Papers 1608.00060, arXiv.org, revised Dec 2017. - Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"
**Central limit theorems and multiplier bootstrap when p is much larger than n**," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"
**Central limit theorems and multiplier bootstrap when p is much larger than n**," CeMMAP working papers 45/12, Institute for Fiscal Studies.

- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"
- Hansen, Christian & Kozbur, Damian, 2014.
"
**Instrumental variables estimation with many weak instruments using regularized JIVE**," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308. - A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012.
"
**Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain**," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010.
"
**Sparse models and methods for optimal instruments with an application to eminent domain**," CeMMAP working papers CWP31/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Alexandre Belloni & Daniel Chen & Victor Chernozhukov & Christian Hansen, 2010.
"
**Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain**," Papers 1010.4345, arXiv.org, revised Apr 2015.

- Alexandre Belloni & D. Chen & Victor Chernozhukov & Christian Hansen, 2010.
"
- Áureo de Paula, 2015.
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**Econometrics of network models**," CeMMAP working papers CWP52/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Áureo de Paula, 2015.
"
**Econometrics of network models**," CeMMAP working papers 52/15, Institute for Fiscal Studies. - Áureo de Paula, 2016.
"
**Econometrics of network models**," CeMMAP working papers 06/16, Institute for Fiscal Studies. - Áureo de Paula, 2016.
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**Econometrics of network models**," CeMMAP working papers CWP06/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Áureo de Paula, 2015.
"
- Qingliang Fan & Yaqian Wu, 2020.
"
**Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments**," Papers 2006.14998, arXiv.org. - Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments**," Papers 1501.03185, arXiv.org.- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Post-selection and post-regularization inference in linear models with many controls and instruments**," CeMMAP working papers CWP02/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments**," American Economic Review, American Economic Association, vol. 105(5), pages 486-490, May. - Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Post-selection and post-regularization inference in linear models with many controls and instruments**," CeMMAP working papers 02/15, Institute for Fiscal Studies.

- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016.
"
**Valid post-selection and post-regularization inference: An elementary, general approach**," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach**," Papers 1501.03430, arXiv.org, revised Aug 2015. - Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016.
"
**Valid post-selection and post-regularization inference: An elementary, general approach**," CeMMAP working papers 36/16, Institute for Fiscal Studies. - Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
**Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach**," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.

- Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015.
"
- Jianqing Fan & Yuan Liao & Han Liu, 2016.
"
**An overview of the estimation of large covariance and precision matrices**," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February. - Mehmet Caner & Xu Han & Yoonseok Lee, 2018.
"
**Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 24-46, January.- Yoonseok Lee & Mehmet Caner & Xu Han, 2015.
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**Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection**," Center for Policy Research Working Papers 177, Center for Policy Research, Maxwell School, Syracuse University.

- Yoonseok Lee & Mehmet Caner & Xu Han, 2015.
"
- Kolesár, Michal, 2018.
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**Minimum distance approach to inference with many instruments**," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100. - Aman Ullah & Huansha Wang, 2013.
"
**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**," Econometrics, MDPI, vol. 1(2), pages 1-23, September. - Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018.
"
**Recovering social networks from panel data: identification, simulations and an application**," CeMMAP working papers CWP58/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018.
"
**Recovering Social Networks from Panel Data: Identification, Simulations and an Application**," Working Papers 2018-013, Human Capital and Economic Opportunity Working Group. - Áureo de Paula & Imran Rasul & Pedro CL Souza, 2018.
"
**Recovering social networks from panel data: identification, simulations and an application**," CeMMAP working papers CWP17/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Aureo de Paula & Imran Rasul & Pedro CL Souza, 2018.
"
**Recovering social networks from panel data: Identification, simulations and an application**," Documentos de Trabajo 16173, The Latin American and Caribbean Economic Association (LACEA).

- Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018.
"
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011.
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**Identification and Inference with Many Invalid Instruments**," NBER Working Papers 17519, National Bureau of Economic Research, Inc.- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015.
"
**Identification and Inference With Many Invalid Instruments**," Scholarly Articles 27769098, Harvard University Department of Economics. - Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
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**Identification and Inference With Many Invalid Instruments**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.

- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015.
"
- Zhu, Ying, 2013.
"
**Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors**," MPRA Paper 49846, University Library of Munich, Germany. - Nishanth Dikkala & Greg Lewis & Lester Mackey & Vasilis Syrgkanis, 2020.
"
**Minimax Estimation of Conditional Moment Models**," Papers 2006.07201, arXiv.org. - Alexandre Belloni & Mathieu Rosenbaum & Alexandre Tsybakov, 2016.
"
**An {l1, l2, l-infinity} Regularization Approach to High-Dimensional Errors-in-variables Models**," Working Papers 2016-12, Center for Research in Economics and Statistics. - Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020.
"
**Ill-posed estimation in high-dimensional models with instrumental variables**," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.- Christoph Breunig & Enno Mammen & Anna Simoni, 2020.
"
**Ill-posed estimation in high-dimensional models with instrumental variables**," Post-Print hal-03089879, HAL. - Christoph Breunig & Enno Mammen & Anna Simoni, 2018.
"
**Ill-posed Estimation in High-Dimensional Models with Instrumental Variables**," Papers 1806.00666, arXiv.org, revised Aug 2020.

- Christoph Breunig & Enno Mammen & Anna Simoni, 2020.
"
- Gold, David & Lederer, Johannes & Tao, Jing, 2020.
"
**Inference for high-dimensional instrumental variables regression**," Journal of Econometrics, Elsevier, vol. 217(1), pages 79-111. - Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
**Confidence bands for coefficients in high dimensional linear models with error-in-variables**," CeMMAP working papers 22/17, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
**Confidence bands for coefficients in high dimensional linear models with error-in-variables**," CeMMAP working papers CWP22/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
- Achim Ahrens & Arnab Bhattacharjee, 2015.
"
**Two-Step Lasso Estimation of the Spatial Weights Matrix**," Econometrics, MDPI, vol. 3(1), pages 1-28, March. - Propper, Carol & Barrenho, Eliana & Gautier, Eric & Miraldo, Marisa & Rose, Christiern, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," CEPR Discussion Papers 15515, C.E.P.R. Discussion Papers.- Eliana Barrenho & Eric Gautier & Marisa Miraldo & Carol Propper & Christiern Rose, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," Discussion Papers Series 638, School of Economics, University of Queensland, Australia.

- Eliana Barrenho & Eric Gautier & Marisa Miraldo & Carol Propper & Christiern Rose, 2020.
"
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013.
"
**High dimensional methods and inference on structural and treatment effects**," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013.
"
**High dimensional methods and inference on structural and treatment effects**," CeMMAP working papers 59/13, Institute for Fiscal Studies. - Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014.
"
**High-Dimensional Methods and Inference on Structural and Treatment Effects**," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.

- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013.
"
- Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2023.
"
**An autocovariance-based learning framework for high-dimensional functional time series**," LSE Research Online Documents on Economics 117910, London School of Economics and Political Science, LSE Library. - Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018.
"
**Testing endogeneity with high dimensional covariates**," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187. - Qinqin Hu & Lu Lin, 2022.
"
**Feature Screening in High Dimensional Regression with Endogenous Covariates**," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 949-969, October. - Fan, Jianqing & Liao, Yuan, 2012.
"
**Endogeneity in ultrahigh dimension**," MPRA Paper 38698, University Library of Munich, Germany. - Alexandre Belloni & Mathieu Rosenbaum & Alexandre B. Tsybakov, 2017.
"
**Linear and conic programming estimators in high dimensional errors-in-variables models**," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 939-956, June. - Zhu, Ying, 2018.
"
**Sparse linear models and l1-regularized 2SLS with high-dimensional endogenous regressors and instruments**," Journal of Econometrics, Elsevier, vol. 202(2), pages 196-213. - Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Papers 1303.7092, arXiv.org, revised Apr 2013.- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
**Pivotal Estimation in High-Dimensional Regression via Linear Programming**," Working Papers 2013-40, Center for Research in Economics and Statistics. - Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Working Papers hal-00805556, HAL.

- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"
**Inference for high-dimensional sparse econometric models**," CeMMAP working papers CWP41/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"
**Inference for High-Dimensional Sparse Econometric Models**," Papers 1201.0220, arXiv.org.

- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"
- Barrenho, E.; & Miraldo, M.; & Propper, C; & Rose, C.;, 2019.
"
**Peer and network effects in medical innovation: the case of laparoscopic surgery in the English NHS**," Health, Econometrics and Data Group (HEDG) Working Papers 19/10, HEDG, c/o Department of Economics, University of York. - Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022.
"
**High-dimensional linear models with many endogenous variables**," Journal of Econometrics, Elsevier, vol. 228(1), pages 4-26. - Chatterjee, A. & Gupta, S. & Lahiri, S.N., 2015.
"
**On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property**," Journal of Econometrics, Elsevier, vol. 186(2), pages 317-324. - Alexandre Belloni & Mathieu Rosenbaum & Alexandre B. Tsybakov, 2014.
"
**Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models**," Working Papers 2014-34, Center for Research in Economics and Statistics. - Xu Cheng & Zhipeng Liao, 2012.
"
**Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments**," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Eric Gautier & Alexandre Tsybakov, 2011.
"
- Christophe Gaillac & Eric Gautier, 2020.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Working Papers hal-02130472, HAL.- Christophe Gaillac & Eric Gautier, 2021.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Post-Print hal-03374805, HAL. - Gautier, Eric & Gaillac, Christophe, 2019.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," TSE Working Papers 19-1026, Toulouse School of Economics (TSE).

Cited by:

- Michael Jansson & Demian Pouzo, 2019.
"
**Towards a general large sample theory for regularized estimators**," CeMMAP working papers CWP63/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Michael Jansson & Demian Pouzo, 2017.
"
**Towards a General Large Sample Theory for Regularized Estimators**," Papers 1712.07248, arXiv.org, revised Jul 2020.

- Michael Jansson & Demian Pouzo, 2017.
"
- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation**," TSE Working Papers 19-1013, Toulouse School of Economics (TSE). - Christophe Gaillac & Eric Gautier, 2021.
"
**Nonparametric classes for identification in random coefficients models when regressors have limited variation**," Working Papers hal-03231392, HAL.- Gaillac, Christophe & Gautier, Eric, 2021.
"
**Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation**," TSE Working Papers 21-1218, Toulouse School of Economics (TSE).

- Gaillac, Christophe & Gautier, Eric, 2021.
"
- Wang, Ao, 2023.
"
**Sieve BLP: A semi-nonparametric model of demand for differentiated products**," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351. - Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL. - Wang, Ao, 2020.
"
**Identifying the Distribution of Random Coefficients in BLP Demand Models Using One Single Variation in Product Characteristics**," The Warwick Economics Research Paper Series (TWERPS) 1304, University of Warwick, Department of Economics.

- Christophe Gaillac & Eric Gautier, 2021.
"
- Eliana Barrenho & Eric Gautier & Marisa Miraldo & Carol Propper & Christiern Rose, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," Discussion Papers Series 638, School of Economics, University of Queensland, Australia.- Propper, Carol & Barrenho, Eliana & Gautier, Eric & Miraldo, Marisa & Rose, Christiern, 2020.
"
**Innovation Diffusion and Physician Networks: Keyhole Surgery for Cancer in the English NHS**," CEPR Discussion Papers 15515, C.E.P.R. Discussion Papers.

Cited by:

- Marisa Miraldo & Carol Propper & Christiern Rose, 2020.
"
**Identification of Peer Effects using Panel Data**," Discussion Papers Series 639, School of Economics, University of Queensland, Australia.- Marisa Miraldo & Carol Propper & Christiern Rose, 2021.
"
**Identification of Peer Effects using Panel Data**," Papers 2108.11545, arXiv.org, revised Sep 2021.

- Marisa Miraldo & Carol Propper & Christiern Rose, 2021.
"
- Meilin Möllenkamp & Benedetta Pongiglione & Stefan Rabbe & Aleksandra Torbica & Jonas Schreyögg, 2022.
"
**Spillover effects and other determinants of medical device uptake in the presence of a medical guideline: An analysis of drug‐eluting stents in Germany and Italy**," Health Economics, John Wiley & Sons, Ltd., vol. 31(S1), pages 157-178, September. - McKibbin, Rebecca, 2023.
"
**The effect of RCTs on drug demand: Evidence from off-label cancer drugs**," Journal of Health Economics, Elsevier, vol. 90(C). - Avdic, Daniel & von Hinke, Stephanie & Lagerqvist, Bo & Propper, Carol & Vikström, Johan, 2024.
"
**Do responses to news matter? Evidence from interventional cardiology**," Journal of Health Economics, Elsevier, vol. 94(C).

- Propper, Carol & Barrenho, Eliana & Gautier, Eric & Miraldo, Marisa & Rose, Christiern, 2020.
"
- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation**," TSE Working Papers 19-1013, Toulouse School of Economics (TSE).Cited by:

- Christophe Gaillac & Eric Gautier, 2021.
"
- Gaillac, Christophe & Gautier, Eric, 2021.
"

- Gaillac, Christophe & Gautier, Eric, 2021.
"
- Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL. - Christophe Gaillac & Eric Gautier, 2021.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Post-Print hal-03374805, HAL.- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," TSE Working Papers 19-1026, Toulouse School of Economics (TSE). - Christophe Gaillac & Eric Gautier, 2020.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Working Papers hal-02130472, HAL.

- Gautier, Eric & Gaillac, Christophe, 2019.
"

- Christophe Gaillac & Eric Gautier, 2021.
"
- Beyhum, Jad & Gautier, Eric, 2019.
"
**Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved Heterogeneity**," TSE Working Papers 19-1008, Toulouse School of Economics (TSE).Cited by:

- Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020.
"
**Low-rank approximations of nonseparable panel models**," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2021.
"
**Low-rank approximations of nonseparable panel models**," CeMMAP working papers CWP10/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2021.
"
- Vogt, M. & Walsh, C. & Linton, O., 2022.
"
**CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects**," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge. - Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020.
"
**Low-Rank Approximations of Nonseparable Panel Models**," Papers 2010.12439, arXiv.org, revised Mar 2021. - Beyhum, Jad & Gautier, Eric, 2021.
"
**Factor and factor loading augmented estimators for panel regression**," TSE Working Papers 21-1219, Toulouse School of Economics (TSE).- Jad Beyhum & Eric Gautier, 2020.
"
**Factor and factor loading augmented estimators for panel regression**," Working Papers hal-02957008, HAL.

- Jad Beyhum & Eric Gautier, 2020.
"
- Freeman, Hugo & Weidner, Martin, 2023.
"
**Linear panel regressions with two-way unobserved heterogeneity**," Journal of Econometrics, Elsevier, vol. 237(1). - Vogt, M. & Walsh, C. & Linton, O., 2022.
"
**CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects**," Janeway Institute Working Papers 2218, Faculty of Economics, University of Cambridge. - Michael Vogt & Christopher Walsh & Oliver Linton, 2022.
"
**CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects**," Papers 2206.12152, arXiv.org.

- Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020.
"
- Eric Gautier & Erwan Le Pennec, 2017.
"
**Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding**," Working Papers inria-00601274, HAL.- Eric Gautier & Erwann Le Pennec, 2011.
"
**Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding**," Working Papers 2011-20, Center for Research in Economics and Statistics. - Gautier, Eric & Le Pennec, Erwan, 2016.
"

Cited by:

- Christoph Breunig, 2018.
"
**Varying Random Coefficient Models**," Papers 1804.03110, arXiv.org, revised Aug 2020. - Andrew Chesher & Adam Rosen, 2012.
"
**An instrumental variable random coefficients model for binary outcomes**," CeMMAP working papers 34/12, Institute for Fiscal Studies.- Andrew Chesher & Adam Rosen, 2012.
"
**An instrumental variable random coefficients model for binary outcomes**," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Andrew Chesher & Adam M. Rosen, 2014.
"
**An instrumental variable random‐coefficients model for binary outcomes**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 1-19, June.

- Andrew Chesher & Adam Rosen, 2012.
"
- Xiaohong Chen & Timothy M. Christensen, 2015.
"
**Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation**," CeMMAP working papers 32/15, Institute for Fiscal Studies. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers 39/12, Institute for Fiscal Studies. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015. - Gautier, Eric & Hoderlein, Stefan, 2011.
"
**A triangular treatment effect model with random coefficients in the selection equation**," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.

- Eric Gautier & Stefan Hoderlein, 2012.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers 12/13, Institute for Fiscal Studies.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random Coefficients in Static Games of Complete Information**," Boston College Working Papers in Economics 835, Boston College Department of Economics. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
- Xiaohong Chen & Timothy M. Christensen, 2015.
"
**Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation**," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Xiaohong Chen & Timothy Christensen, 2013.
"
**Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation**," Cowles Foundation Discussion Papers 1923R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.

- Xiaohong Chen & Timothy Christensen, 2013.
"
- Durastanti, Claudio, 2016.
"
**Adaptive global thresholding on the sphere**," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 110-132.

- Eric Gautier & Erwann Le Pennec, 2011.
"
- Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Papers 1303.7092, arXiv.org, revised Apr 2013.- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
**Pivotal Estimation in High-Dimensional Regression via Linear Programming**," Working Papers 2013-40, Center for Research in Economics and Statistics. - Eric Gautier & Alexandre Tsybakov, 2013.
"
**Pivotal estimation in high-dimensional regression via linear programming**," Working Papers hal-00805556, HAL.

Cited by:

- Shi, Zhentao, 2016.
"
**Econometric estimation with high-dimensional moment equalities**," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119. - Alexandre Belloni & Mathieu Rosenbaum & Alexandre Tsybakov, 2016.
"
**An {l1, l2, l-infinity} Regularization Approach to High-Dimensional Errors-in-variables Models**," Working Papers 2016-12, Center for Research in Economics and Statistics. - Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
**Confidence bands for coefficients in high dimensional linear models with error-in-variables**," CeMMAP working papers 22/17, Institute for Fiscal Studies.- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
**Confidence bands for coefficients in high dimensional linear models with error-in-variables**," CeMMAP working papers CWP22/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul, 2017.
"
- Zhentao Shi, 2016.
"
**Estimation of Sparse Structural Parameters with Many Endogenous Variables**," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1582-1608, December. - Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022.
"
**High-dimensional linear models with many endogenous variables**," Journal of Econometrics, Elsevier, vol. 228(1), pages 4-26. - Alexandre Belloni & Mathieu Rosenbaum & Alexandre B. Tsybakov, 2014.
"
**Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models**," Working Papers 2014-34, Center for Research in Economics and Statistics.

- Eric Gautier & Alexandre B, Tsybakov, 2013.
"
- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers 39/12, Institute for Fiscal Studies. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015. - Gautier, Eric & Hoderlein, Stefan, 2011.
"
**A triangular treatment effect model with random coefficients in the selection equation**," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.

Cited by:

- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
**Tests for qualitative features in the random coefficients model**," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
**Tests for qualitative features in the random coefficients model**," Papers 1704.01066, arXiv.org, revised Mar 2018.

- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
- Breunig, Christoph & Hoderlein, Stefan, 2018.
"
**Specification Testing in Random Coefficient Models**," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.- Christoph Breunig & Stefan Hoderlein, "undated".
"
**Specification Testing in Random Coefficient Models**," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Christoph Breunig & Stefan Hoderlein, 2018.
"
**Specification testing in random coefficient models**," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.

- Christoph Breunig & Stefan Hoderlein, "undated".
"
- Sokbae (Simon) Lee & Bernard Salanie, 2018.
"
**Identifying effects of multivalued treatments**," CeMMAP working papers CWP34/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Sokbae (Simon) Lee & Bernard Salanie, 2015.
"
**Identifying effects of multivalued treatments**," CeMMAP working papers CWP72/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Sokbae Lee & Bernard Salanié, 2018.
"
**Identifying Effects of Multivalued Treatments**," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November. - Sokbae (Simon) Lee & Bernard Salanie, 2015.
"
**Identifying effects of multivalued treatments**," CeMMAP working papers 72/15, Institute for Fiscal Studies. - Sokbae Lee & Bernard Salani'e, 2018.
"
**Identifying Effects of Multivalued Treatments**," Papers 1805.00057, arXiv.org. - SalaniÃ©, Bernard, 2015.
"
**Identifying Effects of Multivalued Treatments**," CEPR Discussion Papers 10970, C.E.P.R. Discussion Papers.

- Sokbae (Simon) Lee & Bernard Salanie, 2015.
"
- Kasy, Maximilian, "undated".
"
**Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW**," Working Paper 33257, Harvard University OpenScholar. - Gautier, Eric & Le Pennec, Erwan, 2016.
"
- Eric Gautier & Erwann Le Pennec, 2011.
"
**Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding**," Working Papers 2011-20, Center for Research in Economics and Statistics. - Eric Gautier & Erwan Le Pennec, 2017.
"

- Eric Gautier & Erwann Le Pennec, 2011.
"
- Stefan Hoderlein & Hajo Holzmann & Maximilian Kasy & Alexander Meister, 2015.
"
**Erratum regarding “Instrumental variables with unrestricted heterogeneity and continuous treatment”**," Boston College Working Papers in Economics 896, Boston College Department of Economics, revised 01 Feb 2016. - Nail Kashaev, 2022.
"
**Identification and Estimation of Multinomial Choice Models with Latent Special Covariates**," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.- Nail Kashaev, 2018.
"
**Identification and estimation of multinomial choice models with latent special covariates**," Papers 1811.05555, arXiv.org, revised Mar 2022.

- Nail Kashaev, 2018.
"
- Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL. - Gao, Z. & Pesaran, M. H., 2022.
"
**Identification and Estimation of Categorical Random Coeficient Models**," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.- Zhan Gao & M. Hashem Pesaran, 2023.
"
**Identification and estimation of categorical random coefficient models**," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June. - Zhan Gao & M. Hashem Pesaran, 2023.
"
**Identification and Estimation of Categorical Random Coefficient Models**," Papers 2302.14380, arXiv.org. - Zhan Gao & M. Hashem Pesaran, 2022.
"
**Identification and Estimation of Categorical Random Coefficient Models**," CESifo Working Paper Series 9714, CESifo.

- Zhan Gao & M. Hashem Pesaran, 2023.
"
- Sloczynski, Tymon, 2021.
"
**When Should We (Not) Interpret Linear IV Estimands as LATE?**," IZA Discussion Papers 14349, Institute of Labor Economics (IZA).- Tymon Sloczynski, 2021.
"
**When Should We (Not) Interpret Linear IV Estimands as LATE?**," CESifo Working Paper Series 9064, CESifo.

- Tymon Sloczynski, 2021.
"
- Christoph Breunig & Stefan Hoderlein, 2016.
"
**Nonparametric Specification Testing in Random Parameter Models**," Boston College Working Papers in Economics 897, Boston College Department of Economics. - Christophe Gaillac & Eric Gautier, 2021.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Post-Print hal-03374805, HAL.- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," TSE Working Papers 19-1026, Toulouse School of Economics (TSE). - Christophe Gaillac & Eric Gautier, 2020.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Working Papers hal-02130472, HAL.

- Gautier, Eric & Gaillac, Christophe, 2019.
"
- D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2024.
"
**Testing and relaxing the exclusion restriction in the control function approach**," Journal of Econometrics, Elsevier, vol. 240(2). - Maximilian Kasy, 2014.
"
**Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment**," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636. - Gaurab Aryal & Federico Zincenko, 2014.
"
**Identification and Estimation of Multidimensional Screening**," Papers 1411.6250, arXiv.org, revised May 2024. - Arthur Lewbel & Thomas Tao Yang, 2013.
"
**Identifying the Average Treatment Effect in a Two Threshold Model**," Boston College Working Papers in Economics 825, Boston College Department of Economics.

- Eric Gautier & Stefan Hoderlein, 2012.
"
- Eric Gautier & Stefan Soderlein, 2011.
"
**Estimating the Distribution of Treatment Effects**," Working Papers 2011-25, Center for Research in Economics and Statistics.Cited by:

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"
**Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models**," Papers 2201.06140, arXiv.org.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"
**Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models**," CeMMAP working papers 11/17, Institute for Fiscal Studies. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"
**Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models**," CeMMAP working papers CWP11/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"
- Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014.
"
**Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level**," Economics Series 307, Institute for Advanced Studies.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
**Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level**," CeMMAP working papers CWP23/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2015.
"
**Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level**," CeMMAP working papers CWP51/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
**Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level**," CeMMAP working papers 23/14, Institute for Fiscal Studies. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
**Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level**," Boston University - Department of Economics - Working Papers Series 2014-005, Boston University - Department of Economics. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2015.
"

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
- Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The triangular model with random coefficients**," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017.
"
**The triangular model with random coefficients**," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169. - Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The Triangular Model with Random Coefficients**," Boston College Working Papers in Economics 894, Boston College Department of Economics, revised 01 Feb 2016. - Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The triangular model with random coefficients**," CeMMAP working papers 33/15, Institute for Fiscal Studies.

- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017.
"
- Gautier, Eric & Le Pennec, Erwan, 2016.
"
- Eric Gautier & Erwann Le Pennec, 2011.
"
- Eric Gautier & Erwan Le Pennec, 2017.
"

- Eric Gautier & Erwann Le Pennec, 2011.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers 12/13, Institute for Fiscal Studies.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random Coefficients in Static Games of Complete Information**," Boston College Working Papers in Economics 835, Boston College Department of Economics. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"
- Eric Gautier & Yuichi Kitamura, 2011.
"
**Nonparametric estimation in random coefficients binary choice models**," Working Papers hal-00403939, HAL.- Eric Gautier & Yuichi Kitamura, 2013.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Econometrica, Econometric Society, vol. 81(2), pages 581-607, March.

- Eric Gautier & Yuichi Kitamura, 2009.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Cowles Foundation Discussion Papers 1721, Cowles Foundation for Research in Economics, Yale University. - Eric Gautier & Yuichi Kitamura, 2008.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Working Papers 2008-15, Center for Research in Economics and Statistics.

Cited by:

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2022.
"
**Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models**," Papers 2201.06140, arXiv.org.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"
**Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models**," CeMMAP working papers 11/17, Institute for Fiscal Studies. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017.
"
- Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014.
"
**Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level**," Economics Series 307, Institute for Advanced Studies.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2015.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2015.
"

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014.
"
- Antonio Merlo & Áureo de Paula, 2015.
"
**Identification and estimation of preference distributions when voters are ideological**," CeMMAP working papers CWP50/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Merlo, Antonio & de Paula, Aureo, 2015.
"
**Identification and Estimation of Preference Distributions When Voters Are Ideological**," CEPR Discussion Papers 10821, C.E.P.R. Discussion Papers. - Antonio Merlo & Áureo de Paula, 2017.
"
**Identification and Estimation of Preference Distributions When Voters Are Ideological**," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(3), pages 1238-1263. - Antonio Merlo & Áureo de Paula, 2013.
"
**Identification and estimation of preference distributions when voters are ideological**," CeMMAP working papers 51/13, Institute for Fiscal Studies. - Antonio Merlo & Áureo de Paula, 2013.
"
**Identification and estimation of preference distributions when voters are ideological**," CeMMAP working papers CWP51/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Antonio Merlo & Áureo de Paula, 2015.
"
**Identification and estimation of preference distributions when voters are ideological**," CeMMAP working papers 50/15, Institute for Fiscal Studies. - Antonio Merlo & Aureo de Paula, 2010.
"
**Identification and Estimation of Preference Distributions When Voters Are Ideological**," PIER Working Paper Archive 11-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - Merlo, Antonio & de Paula, Aureo, 2015.
"
**Identification and Estimation of Preference Distributions When Voters Are Ideological**," Working Papers 15-007, Rice University, Department of Economics.

- Merlo, Antonio & de Paula, Aureo, 2015.
"
- Martin Browning & Jesus M. Carro, 2009.
"
**Dynamic binary outcome models with maximal heterogeneity**," Economics Series Working Papers 426, University of Oxford, Department of Economics.- Martin Browning & Jesus M. Carro, 2007.
"
**Dynamic Binary Outcome Models with Maximal Heterogeneity**," CAM Working Papers 2009-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Feb 2009. - Browning, Martin & Carro, Jesús M., 2009.
"
**Dynamic binary outcome models with maximal heterogeneity**," UC3M Working papers. Economics we091710, Universidad Carlos III de Madrid. Departamento de EconomÃa. - Browning, Martin & Carro, Jesus M., 2014.
"
**Dynamic binary outcome models with maximal heterogeneity**," Journal of Econometrics, Elsevier, vol. 178(2), pages 805-823.

- Martin Browning & Jesus M. Carro, 2007.
"
- Babii, Andrii, 2020.
"
**Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models**," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.- Andrii Babii, 2016.
"
**Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models**," Papers 1611.03015, arXiv.org, revised Dec 2020. - Babii, Andrii, 2017.
"
**Honest confidence sets in nonparametric IV regression and other ill-posed models**," TSE Working Papers 17-803, Toulouse School of Economics (TSE).

- Andrii Babii, 2016.
"
- Tsionas, Mike, 2012.
"
**Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models**," MPRA Paper 40966, University Library of Munich, Germany, revised 20 Aug 2012. - Joel L. Horowitz, 2013.
"
**Ill-posed inverse problems in economics**," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Jeremy T. Fox & David H. Hsu & Chenyu Yang, 2012.
"
**Unobserved Heterogeneity in Matching Games with an Application to Venture Capital**," NBER Working Papers 18168, National Bureau of Economic Research, Inc. - Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The triangular model with random coefficients**," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017.
"
**The triangular model with random coefficients**," Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169. - Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The Triangular Model with Random Coefficients**," Boston College Working Papers in Economics 894, Boston College Department of Economics, revised 01 Feb 2016. - Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015.
"
**The triangular model with random coefficients**," CeMMAP working papers 33/15, Institute for Fiscal Studies.

- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017.
"
- HOSHINO Tadao & SHIMAMOTO Daichi & TODO Yasuyuki, 2017.
"
**Accounting for Heterogeneity in Network Formation Behavior: An application to Vietnamese SMEs**," Discussion papers 17023, Research Institute of Economy, Trade and Industry (RIETI).- Tadao Hoshino & Daichi Shimamoto & Yasuyuki Todo, 2020.
"
**Accounting for Heterogeneity in Network Formation Behaviour: An Application to Vietnamese SMEs**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(5), pages 1042-1067, October.

- Tadao Hoshino & Daichi Shimamoto & Yasuyuki Todo, 2020.
"
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
**Tests for qualitative features in the random coefficients model**," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
**Tests for qualitative features in the random coefficients model**," Papers 1704.01066, arXiv.org, revised Mar 2018.

- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"
- Gu, Jiaying & Russell, Thomas M., 2023.
"
**Partial identification in nonseparable binary response models with endogenous regressors**," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562. - Arthur Lewbel & Krishna Pendakur, 2017.
"
**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 1100-1148.- Arthur Lewbel & Krishna Pendakur, 2012.
"
**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**," Boston College Working Papers in Economics 791, Boston College Department of Economics, revised 01 Jul 2013. - Arthur Lewbel & Krishna Pendakur, 2015.
"
**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**," Discussion Papers dp16-03, Department of Economics, Simon Fraser University. - Arthur Lewbel & Krishna Pendakur, 2015.
"
**Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients**," Discussion Papers dp15-12, Department of Economics, Simon Fraser University.

- Arthur Lewbel & Krishna Pendakur, 2012.
"
- Fox, Jeremy T. & Kim, Kyoo il & Ryan, Stephen P. & Bajari, Patrick, 2012.
"
**The random coefficients logit model is identified**," Journal of Econometrics, Elsevier, vol. 166(2), pages 204-212.- Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan, 2009.
"
**The Random Coefficients Logit Model Is Identified**," NBER Working Papers 14934, National Bureau of Economic Research, Inc.

- Patrick Bajari & Jeremy Fox & Kyoo il Kim & Stephen P. Ryan, 2009.
"
- Jackson Bunting, 2022.
"
**Continuous permanent unobserved heterogeneity in dynamic discrete choice models**," Papers 2202.03960, arXiv.org, revised Feb 2024. - Breunig, Christoph & Hoderlein, Stefan, 2018.
"
**Specification Testing in Random Coefficient Models**," Rationality and Competition Discussion Paper Series 77, CRC TRR 190 Rationality and Competition.- Christoph Breunig & Stefan Hoderlein, "undated".
"
**Specification Testing in Random Coefficient Models**," SFB 649 Discussion Papers SFB649DP2015-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. - Christoph Breunig & Stefan Hoderlein, 2018.
"
**Specification testing in random coefficient models**," Quantitative Economics, Econometric Society, vol. 9(3), pages 1371-1417, November.

- Christoph Breunig & Stefan Hoderlein, "undated".
"
- Taisuke Otsu & Myung Hwan Seo, 2014.
"
**Asymptotics for maximum score method under general conditions**," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Manuel Arellano & Stéphane Bonhomme, 2019.
"
**Recovering Latent Variables by Matching**," Working Papers wp2019_1914, CEMFI.- Manuel Arellano & Stéphane Bonhomme, 2020.
"
**Recovering Latent Variables by Matching**," CeMMAP working papers CWP2/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Manuel Arellano & Stephane Bonhomme, 2019.
"
**Recovering Latent Variables by Matching**," Papers 1912.13081, arXiv.org. - Manuel Arellano & Stéphane Bonhomme, 2023.
"
**Recovering Latent Variables by Matching**," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(541), pages 693-706, January.

- Manuel Arellano & Stéphane Bonhomme, 2020.
"
- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021.
"
**Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models**," IZA Discussion Papers 14015, Institute of Labor Economics (IZA).- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020.
"
**Empirical Monte Carlo evidence on estimation of Timing-of-Events models**," Working Paper Series 2020:26, IFAU - Institute for Evaluation of Labour Market and Education Policy, revised 05 Jan 2021.

- Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2020.
"
- Pierre-Andre Chiappori & Bernard Salanie & Francois Salanie & Amit Gandhi, 2019.
"
**From aggregate betting data to individual risk preferences**," Post-Print hal-02121859, HAL.- Pierre‐André Chiappori & Bernard Salanié & François Salanié & Amit Gandhi, 2019.
"
**From Aggregate Betting Data to Individual Risk Preferences**," Econometrica, Econometric Society, vol. 87(1), pages 1-36, January. - Chiappori, Pierre-André & Gandhi, Amit & Salanié, Bernard & Salanié, François, 2012.
"
**From Aggregate Betting Data to Individual Risk Preferences**," IDEI Working Papers 810, Institut d'Économie Industrielle (IDEI), Toulouse. - Chiappori, Pierre-André & Gandhi, Amit & Salanié, Bernard & Salanié, François, 2012.
"
**From Aggregate Betting Data to Individual Risk Preferences**," TSE Working Papers 13-453, Toulouse School of Economics (TSE).

- Pierre‐André Chiappori & Bernard Salanié & François Salanié & Amit Gandhi, 2019.
"
- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2017.
"
**Semiparametric Estimation Of Random Coefficients In Structural Economic Models**," Post-Print hal-03089886, HAL.- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012.
"
**Semiparametric estimation of random coefficients in structural economic models**," CeMMAP working papers 09/12, Institute for Fiscal Studies. - Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012.
"
**Semiparametric estimation of random coefficients in structural economic models**," CeMMAP working papers CWP09/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Hoderlein, Stefan & Nesheim, Lars & Simoni, Anna, 2017.
"
**Semiparametric Estimation Of Random Coefficients In Structural Economic Models**," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1265-1305, December. - Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2015.
"
**Semiparametric Estimation of Random Coefficients in Structural Economic Models**," Boston College Working Papers in Economics 895, Boston College Department of Economics, revised 01 Feb 2016.

- Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012.
"
- Andrew Chesher & Adam Rosen, 2012.
"
**An instrumental variable random coefficients model for binary outcomes**," CeMMAP working papers 34/12, Institute for Fiscal Studies.- Andrew Chesher & Adam Rosen, 2012.
"
**An instrumental variable random coefficients model for binary outcomes**," CeMMAP working papers CWP34/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Andrew Chesher & Adam M. Rosen, 2014.
"
**An instrumental variable random‐coefficients model for binary outcomes**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 1-19, June.

- Andrew Chesher & Adam Rosen, 2012.
"
- Steven T. Berry & Philip A. Haile, 2009.
"
**Identification of a Heterogeneous Generalized Regression Model with Group Effects**," Cowles Foundation Discussion Papers 1732, Cowles Foundation for Research in Economics, Yale University. - Jiaying Gu & Thomas M. Russell, 2021.
"
**Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors**," Papers 2101.01254, arXiv.org, revised Jul 2022. - Carrasco, Marine & Florens, Jean-Pierre, 2002.
"
**Spectral Method for Deconvolving a Density**," IDEI Working Papers 138, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"
**A Spectral Method For Deconvolving A Density**," Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.

- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"
- Haikady N Nagaraja & Shane Sanders, 2020.
"
**The aggregation paradox for statistical rankings and nonparametric tests**," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-21, March. - Victor H. Aguiar & Nail Kashaev, 2019.
"
**Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets**," Papers 1907.04853, arXiv.org, revised Jun 2021. - Florens, Jean-Pierre & Simoni, Anna, 2016.
"
**Regularizing Priors For Linear Inverse Problems**," Econometric Theory, Cambridge University Press, vol. 32(1), pages 71-121, February.- Florens, Jean-Pierre & Simoni, Anna, 2013.
"
**Regularizing Priors for Linear Inverse Problems**," IDEI Working Papers 767, Institut d'Économie Industrielle (IDEI), Toulouse. - Jean-Pierre Florens & Anna Simoni, 2016.
"
**Regularizing Priors For Linear Inverse Problems**," Post-Print hal-03089887, HAL. - Florens, Jean-Pierre & Simoni, Anna, 2010.
"
**Regularizing priors for linear inverse problems**," TSE Working Papers 10-175, Toulouse School of Economics (TSE). - Florens, Jean-Pierre & Simoni, Anna, 2013.
"
**Regularizing Priors for Linear Inverse Problems**," TSE Working Papers 13-384, Toulouse School of Economics (TSE). - Anna Simoni & Jean-Pierre Florens, 2013.
"
**Regularizing Priors for Linear Inverse Problems**," THEMA Working Papers 2013-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. - Jean-Pierre Florens & Anna Simoni, 2013.
"
**Regularizing Priors for Linear Inverse Problems**," Working Papers hal-00873180, HAL. - Florens, Jean-Pierre & Simoni, Anna, 2010.
"
**Regularizing priors for linear inverse problems**," IDEI Working Papers 621, Institut d'Économie Industrielle (IDEI), Toulouse.

- Florens, Jean-Pierre & Simoni, Anna, 2013.
"
- Christophe Gaillac & Eric Gautier, 2021.
"
- Gaillac, Christophe & Gautier, Eric, 2021.
"

- Gaillac, Christophe & Gautier, Eric, 2021.
"
- Frédérique Fève & Jean-Pierre Florens, 2010.
"
**The practice of non-parametric estimation by solving inverse problems: the example of transformation models**," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 1-27, October.- Fève, Frédérique & Florens, Jean-Pierre, 2009.
"
**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**," IDEI Working Papers 615, Institut d'Économie Industrielle (IDEI), Toulouse. - Fève, Frédérique & Florens, Jean-Pierre, 2009.
"
**The Practice of Non Parametric Estimation by Solving Inverse Problems: The Example of Transformation Models**," TSE Working Papers 10-169, Toulouse School of Economics (TSE).

- Fève, Frédérique & Florens, Jean-Pierre, 2009.
"
- Kasy, Maximilian, "undated".
"
**Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW**," Working Paper 33257, Harvard University OpenScholar. - Klein, T.J., 2008.
"
**Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?**," Other publications TiSEM e015611a-6b97-4cd5-8dc8-7, Tilburg University, School of Economics and Management.- Klein, T.J., 2010.
"
**Heterogeneous treatment effects : Instrumental variables without monotonicity?**," Other publications TiSEM 0ec85b01-ab6a-4c2a-9e23-1, Tilburg University, School of Economics and Management. - Klein, T.J., 2008.
"
**Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?**," Discussion Paper 2008-45, Tilburg University, Center for Economic Research. - Klein, Tobias J., 2007.
"
**Heterogeneous Treatment Effects: Instrumental Variables without Monotonicity?**," IZA Discussion Papers 2738, Institute of Labor Economics (IZA). - Klein, Tobias J., 2010.
"
**Heterogeneous treatment effects: Instrumental variables without monotonicity?**," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.

- Klein, T.J., 2010.
"
- Roy Allen & John Rehbeck, 2020.
"
**Identification of Random Coefficient Latent Utility Models**," Papers 2003.00276, arXiv.org. - Steven T. Berry & Philip A. Haile, 2014.
"
**Identification in Differentiated Products Markets Using Market Level Data**," Econometrica, Econometric Society, vol. 82(5), pages 1749-1797, September.- Steven T. Berry & Philip Haile, 2010.
"
**Identification in Differentiated Products Markets Using Market Level Data**," Cowles Foundation Discussion Papers 1744, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010. - Steven T. Berry & Philip Haile, 2010.
"
**Identification in Differentiated Products Markets Using Market Level Data**," Cowles Foundation Discussion Papers 1744R, Cowles Foundation for Research in Economics, Yale University, revised May 2012. - Steven T. Berry & Philip A. Haile, 2010.
"
**Identification in Differentiated Products Markets Using Market Level Data**," NBER Working Papers 15641, National Bureau of Economic Research, Inc. - Steven T. Berry & Philip A. Haile, 2014.
"
**Identification in Differentiated Products Markets Using Market Level Data**," Econometrica, Econometric Society, vol. 82, pages 1749-1797, September.

- Steven T. Berry & Philip Haile, 2010.
"
- Steven T. Berry & Philip A. Haile, 2009.
"
**Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers**," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.- Steven T. Berry & Philip A. Haile, 2009.
"
**Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers**," NBER Working Papers 15276, National Bureau of Economic Research, Inc.

- Steven T. Berry & Philip A. Haile, 2009.
"
- Stefan Hoderlein & Robert Sherman, 2012.
"
**Identification and estimation in a correlated random coefficients binary response model**," CeMMAP working papers CWP42/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Stefan Hoderlein & Robert Sherman, 2012.
"
**Identification and estimation in a correlated random coefficients binary response model**," CeMMAP working papers 42/12, Institute for Fiscal Studies. - Stefan Hoderlein & Robert Sherman, 2012.
"
**Identification And Estimation In A Correlated Random Coefficients Binary Response Model**," Boston College Working Papers in Economics 837, Boston College Department of Economics. - Hoderlein, Stefan & Sherman, Robert, 2015.
"
**Identification and estimation in a correlated random coefficients binary response model**," Journal of Econometrics, Elsevier, vol. 188(1), pages 135-149.

- Stefan Hoderlein & Robert Sherman, 2012.
"
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017.
"
**Nonseparable multinomial choice models in cross-section and panel data**," CeMMAP working papers 33/17, Institute for Fiscal Studies.- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017.
"
**Nonseparable multinomial choice models in cross-section and panel data**," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019.
"
**Nonseparable multinomial choice models in cross-section and panel data**," Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116. - Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey, 2017.
"
**Nonseparable Multinomial Choice Models in Cross-Section and Panel Data**," Papers 1706.08418, arXiv.org, revised May 2018.

- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017.
"
- Gautier, Eric & Le Pennec, Erwan, 2016.
"
- Eric Gautier & Erwann Le Pennec, 2011.
"
- Eric Gautier & Erwan Le Pennec, 2017.
"

- Eric Gautier & Erwann Le Pennec, 2011.
"
- Jeremy T. Fox & Amit Gandhi, 2009.
"
**Identifying Heterogeneity in Economic Choice Models**," NBER Working Papers 15147, National Bureau of Economic Research, Inc. - Arthur Lewbel, 2012.
"
**An Overview of the Special Regressor Method**," Boston College Working Papers in Economics 810, Boston College Department of Economics. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers CWP39/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Eric Gautier & Stefan Hoderlein, 2012.
"
**A triangular treatment effect model with random coefficients in the selection equation**," CeMMAP working papers 39/12, Institute for Fiscal Studies. - Eric Gautier & Stefan Hoderlein, 2012.
"
**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**," Boston College Working Papers in Economics 838, Boston College Department of Economics, revised 15 Sep 2015. - Gautier, Eric & Hoderlein, Stefan, 2011.
"
**A triangular treatment effect model with random coefficients in the selection equation**," TSE Working Papers 15-598, Toulouse School of Economics (TSE), revised 25 Aug 2015.

- Eric Gautier & Stefan Hoderlein, 2012.
"
- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers 12/13, Institute for Fiscal Studies.- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random Coefficients in Static Games of Complete Information**," Boston College Working Papers in Economics 835, Boston College Department of Economics. - Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
**Random coefficients in static games of complete information**," CeMMAP working papers CWP12/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2013.
"
- Jeremy T. Fox, 2021.
"
**A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models**," Annals of Economics and Statistics, GENES, issue 142, pages 305-310.- Jeremy T. Fox, 2017.
"
**A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models**," NBER Working Papers 23621, National Bureau of Economic Research, Inc.

- Jeremy T. Fox, 2017.
"
- Wang, Ao, 2023.
"
**Sieve BLP: A semi-nonparametric model of demand for differentiated products**," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351. - Matzkin, Rosa L., 2012.
"
**Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity**," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115. - Nail Kashaev, 2022.
"
**Identification and Estimation of Multinomial Choice Models with Latent Special Covariates**," University of Western Ontario, Departmental Research Report Series 20224, University of Western Ontario, Department of Economics.- Nail Kashaev, 2018.
"
**Identification and estimation of multinomial choice models with latent special covariates**," Papers 1811.05555, arXiv.org, revised Mar 2022.

- Nail Kashaev, 2018.
"
- Juan Carlos Escanciano, 2020.
"
**Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity**," Papers 2005.08611, arXiv.org. - Santiago Pereda-Fernández, 2021.
"
**Copula-Based Random Effects Models for Clustered Data**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.- Santiago Pereda Fernández, 2016.
"
**Copula-based random effects models for clustered data**," Temi di discussione (Economic working papers) 1092, Bank of Italy, Economic Research and International Relations Area.

- Santiago Pereda Fernández, 2016.
"
- Jiaying Gu & Roger Koenker, 2018.
"
**Nonparametric maximum likelihood methods for binary response models with random coefficients**," CeMMAP working papers CWP65/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Eric Gautier & Stefan Soderlein, 2011.
"
**Estimating the Distribution of Treatment Effects**," Working Papers 2011-25, Center for Research in Economics and Statistics. - Éric Gautier, 2021.
"
**Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys**," Post-Print hal-03306234, HAL. - Amit Gandhi & Jeremy T. Fox, 2009.
"
**Identifying Heterogeneity in Economic Choice and Selection Models Using Mixtures**," 2009 Meeting Papers 165, Society for Economic Dynamics. - Hall, Peter & Yatchew, Adonis, 2010.
"
**Nonparametric least squares estimation in derivative families**," Journal of Econometrics, Elsevier, vol. 157(2), pages 362-374, August. - Giovanni Compiani & Yuichi Kitamura, 2016.
"
**Using mixtures in econometric models: a brief review and some new results**," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October. - Gao, Z. & Pesaran, M. H., 2022.
"
**Identification and Estimation of Categorical Random Coeficient Models**," Cambridge Working Papers in Economics 2228, Faculty of Economics, University of Cambridge.- Zhan Gao & M. Hashem Pesaran, 2023.
"
**Identification and estimation of categorical random coefficient models**," Empirical Economics, Springer, vol. 64(6), pages 2543-2588, June. - Zhan Gao & M. Hashem Pesaran, 2023.
"
**Identification and Estimation of Categorical Random Coefficient Models**," Papers 2302.14380, arXiv.org. - Zhan Gao & M. Hashem Pesaran, 2022.
"
**Identification and Estimation of Categorical Random Coefficient Models**," CESifo Working Paper Series 9714, CESifo.

- Zhan Gao & M. Hashem Pesaran, 2023.
"
- Joel L. Horowitz, 2013.
"
**Ill-posed inverse problems in economics**," CeMMAP working papers 37/13, Institute for Fiscal Studies. - Gao, Yichen & Li, Cong & Liang, Zhongwen, 2015.
"
**Binary response correlated random coefficient panel data models**," Journal of Econometrics, Elsevier, vol. 188(2), pages 421-434. - Xiyuan Ren & Joseph Y. J. Chow & Prateek Bansal, 2023.
"
**Estimating a k-modal nonparametric mixed logit model with market-level data**," Papers 2309.13159, arXiv.org, revised Aug 2024. - Christoph Breunig & Stefan Hoderlein, 2016.
"
**Nonparametric Specification Testing in Random Parameter Models**," Boston College Working Papers in Economics 897, Boston College Department of Economics. - Christophe Gaillac & Eric Gautier, 2021.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Post-Print hal-03374805, HAL.- Gautier, Eric & Gaillac, Christophe, 2019.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," TSE Working Papers 19-1026, Toulouse School of Economics (TSE). - Christophe Gaillac & Eric Gautier, 2020.
"
**Adaptive estimation in the linear random coefficients model when regressors have limited variation**," Working Papers hal-02130472, HAL.

- Gautier, Eric & Gaillac, Christophe, 2019.
"
- Wang, Ao, 2020.
"
**Identifying the Distribution of Random Coefficients in BLP Demand Models Using One Single Variation in Product Characteristics**," The Warwick Economics Research Paper Series (TWERPS) 1304, University of Warwick, Department of Economics. - Juan Carlos Escanciano & Wei Li, 2013.
"
**On the identification of structural linear functionals**," CeMMAP working papers 48/13, Institute for Fiscal Studies. - Juan Carlos Escanciano & Wei Li, 2013.
"
**On the identification of structural linear functionals**," CeMMAP working papers CWP48/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Arthur Lewbel, 2018.
"
**The Identification Zoo - Meanings of Identification in Econometrics**," Boston College Working Papers in Economics 957, Boston College Department of Economics, revised 14 Dec 2019.- Arthur Lewbel, 2019.
"
**The Identification Zoo: Meanings of Identification in Econometrics**," Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.

- Arthur Lewbel, 2019.
"
- Jiaying Gu & Roger Koenker, 2018.
"
**Nonparametric maximum likelihood methods for binary response models with random coefficients**," Papers 1811.03329, arXiv.org, revised Jan 2020. - Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009.
"
**A Simple Nonparametric Estimator for the Distribution of Random Coefficients**," NBER Working Papers 15210, National Bureau of Economic Research, Inc. - Matzkin, Rosa L., 2019.
"
**Constructive identification in some nonseparable discrete choice models**," Journal of Econometrics, Elsevier, vol. 211(1), pages 83-103. - Antonio Merlo & Aureo de Paula, 2010.
"
**Identification and Estimation of Preference Distributions When Voters Are Ideological, Second Version**," PIER Working Paper Archive 13-055, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 13 Oct 2013. - Escanciano, Juan Carlos, 2023.
"
**Irregular identification of structural models with nonparametric unobserved heterogeneity**," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127. - Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki & Sherman, Robert, 2018.
"
**Nonparametric identification of the distribution of random coefficients in binary response static games of complete information**," Journal of Econometrics, Elsevier, vol. 206(1), pages 83-102. - Junpei Komiyama & Hajime Shimao, 2018.
"
**Cross Validation Based Model Selection via Generalized Method of Moments**," Papers 1807.06993, arXiv.org.

- Eric Gautier & Yuichi Kitamura, 2013.
"
- Eric Gautier, 2005.
"
**Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations**," Working Papers 2005-21, Center for Research in Economics and Statistics.Cited by:

- Arnaud Debussche & Eric Gautier, 2005.
"
**Small Noise Asymptotic of the Timing Jitter in Soliton Transmission**," Working Papers 2005-20, Center for Research in Economics and Statistics.

- Arnaud Debussche & Eric Gautier, 2005.
"
- Arnaud Debussche & Eric Gautier, 2005.
"
**Small Noise Asymptotic of the Timing Jitter in Soliton Transmission**," Working Papers 2005-20, Center for Research in Economics and Statistics.Cited by:

- Eric Gautier, 2005.
"
**Exit from a Neighborhood of Zero for Weakly Damped Stochastic Nonlinear Schrödinger Equations**," Working Papers 2005-21, Center for Research in Economics and Statistics. - Gautier, Eric, 2005.
"
**Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise**," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.- Eric Gautier, 2004.
"
**Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise**," Working Papers 2004-42, Center for Research in Economics and Statistics.

- Eric Gautier, 2004.
"

- Eric Gautier, 2005.
"
- Eric Gautier, 2004.
"
**Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise**," Working Papers 2004-42, Center for Research in Economics and Statistics.- Gautier, Eric, 2005.
"
**Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise**," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.

Cited by:

- Salins, M., 2021.
"
**Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data**," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194. - Meng, Lixin & Li, Jingyu & Tao, Jian, 2017.
"
**Global energy solutions to a stochastic Schrödinger–Poisson system with multiplicative noise in two dimensions**," Applied Mathematics and Computation, Elsevier, vol. 300(C), pages 40-59.

- Gautier, Eric, 2005.
"

### Articles

- Eric Gautier & Yuichi Kitamura, 2013.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Econometrica, Econometric Society, vol. 81(2), pages 581-607, March.See citations under working paper version above.- Eric Gautier & Yuichi Kitamura, 2011.
"
**Nonparametric estimation in random coefficients binary choice models**," Working Papers hal-00403939, HAL. - Eric Gautier & Yuichi Kitamura, 2009.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Cowles Foundation Discussion Papers 1721, Cowles Foundation for Research in Economics, Yale University. - Eric Gautier & Yuichi Kitamura, 2008.
"
**Nonparametric Estimation in Random Coefficients Binary Choice Models**," Working Papers 2008-15, Center for Research in Economics and Statistics.

- Eric Gautier & Yuichi Kitamura, 2011.
"
- Gautier, Eric, 2005.
"
**Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise**," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.See citations under working paper version above.Sorry, no citations of articles recorded.- Eric Gautier, 2004.
"
**Uniform Large Deviations for the Nonlinear Schrödinger Equation with Multiplicative Noise**," Working Papers 2004-42, Center for Research in Economics and Statistics.

- Eric Gautier, 2004.
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

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### Co-authorship network on CollEc

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM:
**Econometrics**(16) 2009-07-28 2009-08-30 2011-05-24 2011-06-25 2012-05-22 2012-05-22 2012-12-15 2013-03-30 2013-04-06 2015-10-10 2019-04-29 2019-05-27 2020-11-02 2021-05-31 2021-06-21 2021-08-16. Author is listed - NEP-DCM:
**Discrete Choice Models**(6) 2009-08-30 2011-06-25 2012-05-22 2016-11-13 2021-05-31 2021-06-21. Author is listed - NEP-ORE: Operations Research (3) 2011-05-24 2020-11-02 2021-05-31
- NEP-COM: Industrial Competition (2) 2021-04-12 2021-05-17
- NEP-EUR: Microeconomic European Issues (2) 2021-04-12 2021-05-17
- NEP-HEA: Health Economics (2) 2021-04-12 2021-05-17
- NEP-NET: Network Economics (2) 2021-04-12 2021-05-17
- NEP-URE: Urban and Real Estate Economics (2) 2021-04-12 2021-05-17
- NEP-INO: Innovation (1) 2021-04-12
- NEP-ISF: Islamic Finance (1) 2021-08-16

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