1. Guiding principles in setting cartel sanctions (with M. Boyer, A-C. Faye and E. Gravel) Concurrences No 3-2019Available online at
  2. The Continuum-GMM Estimation: Theory and Application. International Financial Markets [Book], Vol 1, June 2019. Available online at:
  3. Macroeconomic Forecast Accuracy in data-rich environment (with M. Leroux and D. Stevanovic). Journal of Applied Econometrics, Available online at
  4. Synchronisation des Cycles Économiques au sein de la CEDEAO. Revue Internationale de Management et d'Economie Appliquée, Vol 1, No 2 Novembre 2018. [pdf]
  5. Detecting and Measuring Nonlinearity. Econometrics 2018, 6(3), 37;
  6. Impact d'une unification monétaire de la CEDEAO sur l'économie béninoise. Revue d'Analyse des Politiques Economiques et Financieres, Vol 3, Numero 1, Fevrier 2018 [pdf]
  7. Challenges and Pitfalls in Cartel Fining (with M. Boyer, A-C. Faye and E. Gravel). Canadian Competition Law Review, Vol 31, No 1, September 2018.
  8. Efficient Estimation Using the Characteristic Function (with M. Carrasco). Econometric Theory. Vol 33Issue 2, April 2017, pp. 479-526.
  9. How Much Do Cartels Overcharge (with M. Boyer). Review of Industrial Organization. Vol 47, Issue 2, September 2015, pp. 119–153.
  10. Are Cartel Fines Optimal? Theory and Evidence From the European Union (with M. Boyer, M-L. Allain and J-P. Ponssard). Int. Rev. of Law and Econ., Vol 42, June 2015, pp. 38-47.
  11. Adaptive Realized Kernels (with M. Carrasco). Journal of Financial EconometricsVolume 13, Issue 4, 1 September 2015, Pages 757–797.
  12. The Indirect Continuum GMM Estimation. Comp. Statis. and Data Analysis, The Annals of Computational and Financial Econometrics, 2nd Issue, Vol 76, August 2014, pp. 464–488.
  13. Applications of the Characteristic Function Based Continuum GMM in Finance. Comp. Statis. and Data Analysis. The Annals of Computational and Financial Econometrics, 1st issueVol 56 (11), November 2012, pp. 3599–3622.

Working Papers

  1. Optimal Jump Test in the Presence of Microstructure Noise (with I. El-Ouadghiri)
  2. Forecasting US Recessions and Economic Activity (with D. Stevanovic) [pdf]
  3. Investor Relation Quality and Mispricing (with Houdou Basse Mama) [pdf]
  4. Aggregate Productivity Shocks, Zeros and Gravity (with B. Larue)
  5. Regularized Generalized Empirical Likelihood (with M. Carrasco)