Research

Publication

  • Efficient Estimation Using the Characteristic Function (with M. Carrasco). 2016. Econometric Theory. DOI: https://doi.org/10.1017/S0266466616000025 [pdf] 
  • How Much Do Cartels Overcharge (with M. Boyer). 2015. Review of Industrial Organization[pdf]
  • Are Cartel Fines Optimal? Theory and Evidence From the European Union (with M. Boyer, M-L. Allain and J-P. Ponssard). 2014. International Review of Law and Economics, http://dx.doi.org/10.1016/j.irle.2014.12.004
  • Adaptive Realized Kernels (with M. Carrasco). 2014. Journal of Financial EconometricsDOI:10.1093/jjfinec/nbu015 [pdf]
  • The Indirect Continuum GMM Estimation. 2013Computational Statistics and Data Analysis, The Annals of Computational and Financial Econometrics, 2nd Issue, Volume 76, Pages 464–488. DOI: 10.1016/j.csda.2013.09.023
  • Applications of the Characteristic Function Based Continuum GMM in Finance. 2012. Computational Statistics and Data Analysis. The Annals of Computational and Financial Econometrics, 1st issue, Volume 56 (11), 3599–3622 [pdf]

Working Papers

  • Forecasting economic activity in data-rich environment (with D. Stevanovic) [pdf] [supplementary]
  • Forecasting US Recessions and Economic Activity (with D. Stevanovic) [pdf]
  • Investor Relation Quality and Mispricing (with Houdou Basse Mama) [pdf]
  • Aggregate Productivity Shocks, Zeros and Gravity (with B. Larue)
  • Measuring Nonlinearity
  • Regularized Generalized Empirical Likelihood (with M. Carrasco)
  • Synchronisation des Cycles Économiques au sein de la CEDEAO [pdf]
  • Impact d'une unification monétaire de la CEDEAO sur l'économie béninoise [pdf]