Preprints and publications
"Combining stated and revealed preferences," with Romuald Méango and Ismaël Mourifié
"Finite sample inference in partially identified and incomplete models," with Lixiong Li, Journal of Political Economy, Revise & Resubmit
"Multidimensional inequality measurement via optimal transport," with Yanqin Fan, Brendan Pass and Jorge Rivero, Review of Economics and Statistics (2025) arXiv long version
"Occupational segregation in a Roy model with composition preferences," with Haoning Chen, Miaomiao Dong and Ivan Sidorov, Games and Economic Behavior (2025)
"Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," with Romuald Méango and Ismaël Mourifié, Journal of Econometrics, 238, 105571 (2024)
"Vector copulas," with Yanqin Fan, Journal of Econometrics, 234, 128-150 (2023)
"Stable and extremely unequal," with Alfred Galichon and Octavia Ghelfi, Economics Letters, 226, 111101 (2023)
"Identification of hedonic equilibrium and nonseparable simultaneous equations," with Victor Chernozhukov, Alfred Galichon and Brendan Pass, Journal of Political Economy, 129, 842-870 (2021)
"Sharp bounds and testability of a Roy model of STEM major choices," with Romuald Méango and Ismaël Mourifié, Journal of Political Economy, 128, 3220-83 (2020)
"Monge-Kantorovich depth, quantiles, ranks and signs," with Victor Chernozhukov, Alfred Galichon and Marc Hallin, Annals of Statistics, 45, 223-256 (2017)
"Inference on two component mixtures under tail restrictions," with Koen Jochmans and Bernard Salanié, Econometric Theory, 33, 610-635 (2017)
"Local utility and multivariate risk aversion," with Arthur Charpentier and Alfred Galichon, Mathematics of Operations Research, 41, 266-276 (2016)
"Combinatorial approach to inference in partially identified incomplete structural models," with Romuald Méango and Maurice Queyranne, Quantitative Economics, 6, 499-529 (2015)
"Entropy methods to identify hedonic models," with Arnaud Dupuy and Alfred Galichon, Mathematics and Financial Economics, 8, 405-416, special issue in celebration of Ivar Ekeland's 70th Birthday (2014)
"Partial identification of finite mixtures in econometric models," with Yuichi Kitamura and Bernard Salanié, Quantitative Economics, 5, 123-144 (2014)
"Dilation bootstrap," with Alfred Galichon, Journal of Econometrics, 177, 109-115 (2013)
"Ambiguïté, identification partielle et politique environnementale," with Alfred Galichon, Revue économique, 64, 603-613 (2013)
"Set inference in latent variables models," with Ismaël Mourifié, Econometrics Journal, 16, S93-S105 (2013)
"Euclidean revealed preferences: testing the spatial voting model," with Ismaël Mourifié, Journal of Applied Econometrics, 28, 650-666 (2013)
"Dual theory of choice under multivariate risks," with Alfred Galichon, Journal of Economic Theory, 147, 1501-1516 (2012)
"Comonotone measures of multivariate risks," with Ivar Ekeland and Alfred Galichon, Mathematical Finance, 22, 109-132 (2012)
"Set coverage and robust policy," with Alexei Onatski, Economics Letters, 115, 256-257 (2012)
"Set identification in models with multiple equilibria," with Alfred Galichon, Review of Economic Studies, 78, 1264-1298 (2011)
"Optimal transportation and the falsifiability of incompletely specified models," with Ivar Ekeland and Alfred Galichon, Economic Theory, 42, 355-374 (2010)
"Introduction to the Symposium on Transportation Methods" with Victor Chernozhukov and Pierre-André Chiappori, Economic Theory, 42, 271-273 (2010)
"A test of non-identifying restrictions and confidence regions for partially identified parameters," with Alfred Galichon, Journal of Econometrics, 152, 186-196 (2009).
"A representation of decision by analogy," Journal of Mathematical Economics, 43, 771-794 (2007)
"Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory," in Applications of Long Memory in Economics, A. Kirman and G. Teisseyre eds., pp 157-172, Springer: Heidelberg (2007)
"Higher order kernel semiparametric M-estimation of long memory," with Peter M. Robinson, Journal of Econometrics, 114, 1-27 (2003)
"The long range dependence paradigm for macroeconomics and finance," with Paolo Zaffaroni, in Long range dependence: Theory and applications, P. Doukhan, G. Oppenheim and M.S. Taqqu eds, 417-138, (2003)
"État de la connaissance scientifique et mobilisation du principe de précaution," with Claude Henry, Revue économique, 54, 1277-1290 (2003)
"L'essence du principe de précaution: la science incertaine mais néanmoins fiable," with Claude Henry, Séminaires de l'Iddri, 11, 1-18 (2003)
"Indétermination épistémique et Principe de Précaution," with Claude Henry, Risques 49, 99-104 (2002)
"Robust automatic bandwidth for long memory," Journal of Time Series Analysis, 22, 293-316, (2001)
"Averaged periodogram spectral estimation under long memory conditional heteroscedasticity," Journal of Time Series Analysis, 22, 431-459, (2001)
"Estimation spectrale avec mémoire longue et hétéroscédasticité conditionnelle," Comptes Rendus de l’Académie des Sciences, 328, 811-814 (1999)
"Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," with Peter M. Robinson, Econometric Theory, 15, 299-336 (1999)
"Bandwidth choice in Gaussian semiparametric estimation of long range dependence," with Peter M. Robinson, in Athens Conference in Applied Probability and Time Series Analysis, pp 220-232, Lecture Notes in Statistics, 115, Springer, New York, (1996)
Older unpublished papers
"Universal power of KS tests of under-identifying restrictions," with Alfred Galichon (2007)
"Inference in incomplete models," with Alfred Galichon, Harvard University Discussion Paper (2006)
"Random set inference," Columbia University Discussion Paper (2005)
"Formalization and applications of the precautionary principle," with Claude Henry, Columbia University Discussion Paper (2002)
"Nonparametric specification analysis of dynamic parametric models," with Olivier Scaillet, Columbia University Discussion paper (2002)
"Estimating ambiguity," Columbia University Discussion Paper (2002)
"An investigation of long range dependence in intra-day foreign exchange rate volatility," with Richard Payne, Financial Markets Group Discussion Paper (1997)