C. Gaillac

activity

20192026

most citedRationalizing Rational Expectations: Characterization and Tests

27 citations · 32 across the 9 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.CA2019★ 1 cited

Estimates for the SVD of the truncated Fourier transform on L2(exp(b| $\times$ |)) and stable analytic continuation

Christophe Gaillac, Eric Gautier

The Fourier transform truncated on [-c,c] is usually analyzed when acting on L^2(-1/b,1/b) and its right-singular vectors are the prolate spheroidal wave functions. This paper cons…

math.ST2019★ 2 cited

Adaptive estimation in the linear random coefficients model when regressors have limited variation

Christophe Gaillac, Eric Gautier

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often…

Estimates for the SVD of the truncated Fourier transform on L2(exp(b|×|)) and stable analytic continuation

Adaptive estimation in the linear random coefficients model when regressors have limited variation

Estimates for the SVD of the truncated Fourier transform on L2(exp(b| $\times$ |)) and stable analytic continuation