Sebastien Van Bellegem : Citation Profile


Are you Sebastien Van Bellegem?

Université Catholique de Louvain

7

H index

3

i10 index

130

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 11
   Journals where Sebastien Van Bellegem has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 14 (9.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva120
   Updated: 2018-10-13    RAS profile: 2013-10-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sebastien Van Bellegem.

Is cited by:

Teräsvirta, Timo (16)

Chen, Xiaohong (13)

Amado, Cristina (12)

Simoni, Anna (11)

FEVE, Frédérique (8)

Silvennoinen, Annastiina (7)

Centorrino, Samuele (6)

Newey, Whitney (4)

Zelenyuk, Valentin (4)

Chernozhukov, Victor (4)

Lee, Sokbae (Simon) (4)

Cites to:

Bauwens, Luc (5)

Pohlmeier, Winfried (4)

White, Halbert (4)

Veredas, David (4)

pagan, adrian (4)

Härdle, Wolfgang (3)

Swanson, Norman (3)

Newey, Whitney (3)

Lo, Andrew (3)

Simar, Leopold (3)

Phillips, Peter (3)

Main data


Where Sebastien Van Bellegem has published?


Journals with more than one article published# docs
Statistics & Probability Letters2
Econometric Theory2

Working Papers Series with more than one paper published# docs
TSE Working Papers / Toulouse School of Economics (TSE)10
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse8

Recent works citing Sebastien Van Bellegem (2018 and 2017)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2017Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2017Semi-parametric Estimation in a Single-index Model with Endogenous Variables. (2017). Birke, Melanie ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; VanBellegem, Sebastien ; Van Bellegem, Sebastien . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:168-191.

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2017Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients. (2017). Alj, Abdelkamel ; Melard, Guy ; Ley, Christophe ; Azrak, Rajae . In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:617-635.

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2017Boundary Limit Theory for Functional Local to Unity Regression. (2017). Bykhovskaya, Anna ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3008.

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2017Functional linear regression with functional response. (2017). Benatia, David ; FLORENS, Jean-Pierre ; Carrasco, Marine. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:269-291.

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2017M-Estimation of a Nonparametric Threshold Regression Model. (2017). Su, Liangjun ; Parmeter, Christopher ; Henderson, Daniel. In: Working Papers. RePEc:mia:wpaper:2017-15.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2017Additive Nonparametric Instrumental Regressions: A Guide to Implementation. (2017). Centorrino, Samuele ; FLORENS, Jean-Pierre ; Feve, Frederique . In: Department of Economics Working Papers. RePEc:nys:sunysb:17-06.

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2017A general class of SemiGARCH models based on the Box-Cox transformation. (2017). Zhang, Xuehai ; Peitz, Christian ; Feng, Yuanhua . In: Working Papers CIE. RePEc:pdn:ciepap:104.

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2017Modelling and Forecasting WIG20 Daily Returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:173-200.

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2018Aggregation of Individual Efficiency Measures and Productivity Indices. (2018). Zelenyuk, Valentin ; Mayer, Andreas . In: CEPA Working Papers Series. RePEc:qld:uqcepa:122.

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2017Discontinuities in robust nonparametric regression with α-mixing dependence. (2017). Hukova, Marie ; MacIak, Matu . In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:447-475.

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2017Distribution of residuals in the nonparametric IV model with application to separability testing. (2017). Babii, Andrii ; FLORENS, Jean-Pierre. In: TSE Working Papers. RePEc:tse:wpaper:31686.

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2017Honest confidence sets in nonparametric IV regression and other ill-posed models. (2017). Babii, Andrii . In: TSE Working Papers. RePEc:tse:wpaper:31687.

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Works by Sebastien Van Bellegem:


YearTitleTypeCited
2006Semiparametric estimation by model selection for locally stationary processes In: Journal of the Royal Statistical Society Series B.
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article8
2009Log-density Deconvolution by Wavelet Thresholding In: Scandinavian Journal of Statistics.
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article0
2009Log-Density Deconvolution by Wavelet Thresholding.(2009) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 0
paper
2009Log-Density Deconvolution by Wavelet Thresholding.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2006Instrumental regression in partially linear models In: CORE Discussion Papers.
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paper22
2009Instrumental Regression in Partially Linear Models.(2009) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 22
paper
2009Instrumental Regression in Partially Linear Models.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 22
paper
2012Instrumental regression in partially linear models.(2012) In: Econometrics Journal.
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This paper has another version. Agregated cites: 22
article
2007A unified approach to solve ill-posed inverse problems in econometrics In: CORE Discussion Papers.
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paper3
2007Identification and estimation by penalization in nonparametric instrumental regression In: CORE Discussion Papers.
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paper33
2011IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION.(2011) In: Econometric Theory.
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This paper has another version. Agregated cites: 33
article
2009Identification and Estimation by Penalization in Nonparametric Instrumental Regression.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 33
paper
2010School system evaluation by value-added analysis under endogeneity In: CORE Discussion Papers.
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paper3
2010School System Evaluation By Value-Added Analysis under Endogeneity.(2010) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 3
paper
2010School System Evaluation By Value-Added Analysis under Endogeneity.(2010) In: TSE Working Papers.
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This paper has another version. Agregated cites: 3
paper
2010Nonparametric frontier estimation from noisy data In: CORE Discussion Papers.
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paper2
2010Nonparametric Frontier Estimation from Noisy Data.(2010) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 2
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2010Nonparametric Frontier Estimation from Noisy Data.(2010) In: TSE Working Papers.
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This paper has another version. Agregated cites: 2
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2010Iterative regularization in nonparametric instrumental regression In: CORE Discussion Papers.
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paper5
2010Iterative Regularization in Nonparametric Instrumental Regression.(2010) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 5
paper
2010Iterative Regularization in Nonparametric Instrumental Regression.(2010) In: TSE Working Papers.
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This paper has another version. Agregated cites: 5
paper
2011Nonparametric Beta kernel estimator for long memory time series In: CORE Discussion Papers.
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paper0
2009Nonparametric Beta Kernel Estimator for Long Memory Time Series.(2009) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 0
paper
2009Nonparametric Beta Kernel Estimator for Long Memory Time Series.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 0
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2011Locally stationary volatility modelling In: CORE Discussion Papers.
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paper4
2011CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR In: Econometric Theory.
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article9
2009Convergence Rates for III-Posed Inverse Problems with an Unknown Operator.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 9
paper
2008Nonparametric simultaneous testing for structural breaks In: Journal of Econometrics.
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article7
2004Forecasting economic time series with unconditional time-varying variance In: International Journal of Forecasting.
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article22
2001On the stop-loss and total variation distances between random sums In: Statistics & Probability Letters.
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article0
2010Consistent density deconvolution under partially known error distribution In: Statistics & Probability Letters.
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article4
2009Consistent Density Deconvolution under Partially Known Error Distribution.(2009) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 4
paper
2009Consistent Density Deconvolution under Partially Known Error Distribution.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 4
paper
2009Forecasting the Malmquist Productivity Index In: IDEI Working Papers.
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paper8
2009Forecasting the Malmquist Productivity Index.(2009) In: TSE Working Papers.
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This paper has another version. Agregated cites: 8
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team