Bertille Antoine - Research

---

Research  ~  Vita (pdf)

• Publications:


• "Portfolio Selection with Estimation Risk: a Test-based Approach", 2012,
  Journal of Financial Econometrics , Volume 10, Pages 164-197.

• "Efficient Inference with Poor Instruments: a General Framework", with Eric Renault,
  Chapter 2 in Handbook of Empirical Economics and Finance; Editors A. Ullah and D. Giles, December 2010.
  

• "Efficient Minimum Distance Estimation with Multiple Rates of Convergence", with Eric Renault,
  Accepted in Journal of Econometrics (April 2010).

• "Efficient GMM with Nearly-Weak Identification" with Eric Renault,
  The Econometrics Journal, Tenth Anniversary Issue, Volume 12, Issue 1, March 2009, Pages 135-171.

• "On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood",
  with Hélène Bonnal and Eric Renault,
  Journal of Econometrics, Volume 138, Issue 2, June 2007, Pages 461-487.

• Working papers:

• "Conditional moment models under weak identification" joint with P. Lavergne.
  
• Has been circulating under the title: "Consistent Estimation and Inference of Conditional Moment Models under Nearly-Weak Identification".

• "Testing identification strengths" joint with E. Renault.
• Has been presented at the World Congress of the Econometric Society in Shanghai, Aug. 2010.
• Has been circulating under the title: "Specification Tests for Strong Identification".

• "On the Inference on Parameter Ratios with Applications to Weak Identification".

News

• Upcoming talks: Brown, BU, BC, UPenn, PennState, Vanderbilt, NYU, McGill.
  
• I am currently visiting Brown University until the end of May 2012.
  

Links  ~

• Vancouver Econometrics Workshop