VANHEMS Anne

VANHEMS, A. - "Habilitation à Diriger des Recherches : " Econométrie structurelle, estimation non paramétrique, problèmes inverses. Fonctions de production "" - 2011

VANHEMS, A. - "Thèse : "Estimation non paramétrique de solutions d'équations différentielles"" - 2001

FALL, F. S., H. TCHAKOUTE TCHUIGOUA, A. VANHEMS, L. SIMAR, "Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions", Annals of Operations Research, 2023 [fnege: 2, abs: 3]

HOHAGE, T., P. MARÉCHAL, L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities", Econometric Theory, 2022, pp. 1-40 [fnege: 1, abs: 4]

FALL, F., H. T. TCHUIGOUA, A. VANHEMS, L. SIMAR, "Gender effect on microfinance social efficiency: A robust nonparametric approach", European Journal of Operational Research, 2021, vol. 295, no. 2.1, pp. 744-757 [cnrs: 1, fnege: 1, abs: 4]

VANHEMS, A., I. VAN KEILEGOM, "Estimation of a semiparametric transformation model in the presence of endogeneity", Econometric Theory, 2019, vol. 35, pp. 73–110 [cnrs: 1, abs: 4]

CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, "How to turn managers into data-driven decision makers", Business Process Management Journal, 2019, vol. 25, no. 3, pp. 553-578 [cnrs: 3, fnege: 3, abs: 2]

HODERLEIN, S., A. VANHEMS, "Estimating the distribution of welfare effects using quantiles", Journal of Applied Econometrics, 2018, vol. 33, no. 1, pp. 52-72 [cnrs: 2, abs: 3]

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm", European Journal of Operational Research, 2017, vol. 263, pp. 308-320 [cnrs: 1, fnege: 1, abs: 4]

CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, "« J'aime pas les stats ! » – Mesure et analyse de l'attitude à l'égard du cours de statistique dans une école de management", Statistique et Enseignement, Juin 2016, vol. 7, no. 1, pp. 3-31

SIMAR, L., A. VANHEMS, I. VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation", Journal of Econometrics, Février 2016, vol. 190, no. 2, pp. 360-373 [cnrs: 1, abs: 4]

DO, V. H., C. THOMAS-AGNAN, A. VANHEMS, "Accuracy of areal interpolation methods for count data", Spatial Statistics, Juillet 2015, vol. 14, no. Part C, pp. 412-438

VAN HUYEN, D., C. THOMAS-AGNAN, A. VANHEMS, "Spatial reallocation of areal data – another look at basic methods", Revue d'Économie Régionale et Urbaine, Mai 2015, vol. 1, pp. 27-58 [cnrs: 3]

DO, V. H., C. THOMAS-AGNAN, A. VANHEMS, "Testing areal interpolation methods with US census 2010 data", Région et Développement, Juin 2014, no. 40, pp. 83-96 [cnrs: 4]

GERMAIN, L., F. ROUSSEAU, A. VANHEMS, "Irrational Market Makers", Finance, Avril 2014, vol. 35, no. 1, pp. 107-145 [cnrs: 2, fnege: 2]

JOHANNES, J., S. VAN BELLEGEM, A. VANHEMS, "Iterative regularisation in nonparametric instrumental regression", Journal of Statistical Planning and Inference, Janvier 2013, vol. 143, no. 1, pp. 24-39 [abs: 1]

GRASMAIR, M., A. VANHEMS, O. SCHERZER, "Nonparametric instrumental regression with non-convex constraints", Inverse Problems, Février 2013, vol. 29, no. 3, pp. 035006

SIMAR, L., A. VANHEMS, "Probabilistic characterization of directional distances and their robust versions", Journal of Econometrics, Février 2012, vol. 166, no. 2, pp. 342-354 [cnrs: 1, abs: 4]

SIMAR, L., A. VANHEMS, P. W. WILSON, "Statistical inference for DEA estimators of directional distances", European Journal of Operational Research, Août 2012, vol. 220, no. 3, pp. 853-864 [cnrs: 1, abs: 3]

ROUDAUT, N., A. VANHEMS, "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach", Journal of Productivity Analysis, Avril 2012, vol. 37, no. 2, pp. 155-169 [cnrs: 3, abs: 3]

JOHANNES, J., S. VAN BELLEGEM, A. VANHEMS, "Convergence rates for ill-posed inverse problems with an unknown operator", Econometric Theory, 2011, vol. 27, no. 03, pp. 522-545 [cnrs: 1, abs: 3]

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price", Econometrics Journal, Janvier 2010, vol. 13, no. Special issue 3, pp. 80-98 [cnrs: 2, abs: 3]

VANHEMS, A., "NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS", Econometric Theory, 2006, vol. 22, no. 01, pp. 127-157

HOHAGE, T., P. MARÉCHAL, L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities" dans JDS 2023, 2023, Bruxelles, Belgique

HOHAGE, T., P. MARÉCHAL, L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities" dans IAAE, 2023, Oslo, Norvège

VANHEMS, A., "A mollifier approach to the nonparametric instrumental regression problem" dans Conférence IPMS 2022 Malte, Malte, 24-29 mai, 2022

VANHEMS, A., "A mollifier approach to the deconvolution problem" dans Conférence IPMS 2022 Malte, Malte, 24-29 mai, 2022

MARECHAL, P., L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities" dans Indo-French Seminar on Optimization, Variational Analysis & Applications (IFSOVAA-2020), 2-4 février, 2020

VANHEMS, A., "A mollifier approach to the deconvolution of probability densities" dans Conférence « Applied Inverse Problems , Grenoble, 08-12 juillet, 2019

MARECHAL, P., A. VANHEMS, W. C. SIMO TAO LEE, "A Mollifier approach to the nonparametric instrumental problem" dans French Econometrics Conference, Marseille, 14-15 novembre, 2019

VANHEMS, A., P. MARÉCHAL, L. SIMAR, "A mollifier approach to the deconvolution of probability densities" dans Conférence Variational Analysis & applications, Palerme, Italie, 28/08 - 5/09 2018, 2018

VANHEMS, A., "A mollifier approach to the deconvolution of probability densities." dans 10th French Econometrics conference, Paris, 29-30 novembre, 2018

CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, "Développement et validation d'une nouvelle échelle de mesure de l'attitude à l'égard des statistiques", 49èmes Journées de statistiques de la SFDS (Société Française de Statistiques)., 2017, Avignon, France

VANHEMS, A., "A partial deconvolution method to solve the deconvolution problem" dans Journées de Statistiques 2017 SFDS Avignon 31-mai-02-juin 2017, Journées de statistiques de la SFDS (Société Française de Statistiques), 2017, Avignon, France

VANHEMS, A., "Solving inverse problems in econometrics using a mollification approach: the instrumental regression" dans Conférence European Meeting of Statisticians Helsinki 24-28-/07/2017, European Meeting of Statisticians, 2017

SIMAR, L., A. VANHEMS, I. VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation" dans Journal of Econometrics, Février, 2016

VANHEMS, A., "Solving inverse problems in econometrics using a mollification approach: the instrumental regression setting" dans Workshop OAW "Inverse Problems in the Alps", Mars, 2016, Munich, Allemagne

CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, ""J'aime pas les stats!" Mesure et analyse de l'attitude à l'égard des statistiques dans une école de management" dans Conference: 47èmes Journées de Statistique de la SFdS / Société Française de Statistique, 2015, Lille, France

VANHEMS, A., I. VAN KEILEGOM, "Estimation of a semiparametric transformation model in the presence of endogeneity" dans 7th French Econometric Conference, 2015, Orléans, France

SIMAR, L., A. VANHEMS, I. VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation" dans Conférence LECCEWEPA, 2015, Lecce, Italie

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" dans World Finance Conference, 2014, Venise, Italie

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" dans The 4th International Conference of the Financial Engineering and Banking Society (FEBS), Juin, 2014, University of Surrey, Royaume Uni

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" dans Conference econometric study group, Juillet, 2014, Bristol, Royaume Uni

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" dans Financial Economics Workshop, Septembre, 2014, Toulouse, France

ALCOUFFE, S., S. KHEMIR, A. VANHEMS, "The influence of environmental, social and governance information on investment allocation decisions: an experimental study of which matters most" dans EAA, 2014, Tallinn, Estonie

ALCOUFFE, S., S. KHEMIR, A. VANHEMS, "The influence of environmental, social and governance information on investment allocation decisions: an experimental study of which matters most" dans AFC, 2014, Lille, France

DO, V. H., C. THOMAS-AGNAN, A. VANHEMS, "Accuracy of areal interpolation methods", Juin, 2013, Toulouse, France

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" dans Inverse Problems, Février, 2013

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints", 2013

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Non parametric instrumental regression with non convex constraint" dans Conférence FGP, 2013, Cracovie, Pologne

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" dans ERCIM, 2013, Londres, Royaume Uni

NALPAS, N., A. VANHEMS, "Non parametric hedge fund performance appraisal using robust directional distance" dans Conférence Forecasting Financial Markets, Mai, 2013, Hanovre, Allemagne

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio Selection using directional distance function and FDH approach" dans IFABS, Juin, 2013, Nottingham, Royaume Uni

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection using directional distance function and FDH approach" dans Congrès FEBS, Juin, 2013, Paris, France

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection with higher moments : a nonparametric approach" dans 3rd World Finance Conference, 2012, Rio de Janiero, France

VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity: a control function approach" dans 44èmes Journées de Statistiques, 2012, Bruxelles, Belgique

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraint" dans Symposium Regularization methods in inverse problems, 2012, Cranberra, Australie

VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity: a control function approach" dans Conférence International Society of non-parametrics statistics, 2012, Chalkidiki, Grèce

VANHEMS, A., "Nonparametric study of solutions of differential equations" dans Workshop computational invers problems, 2012, Vienne, Autriche

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non convex constraints" dans International Society of non-parametrics statistics conference, 2012, Bangalore, Inde

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" dans International Society of non-parametrics statistics conference, 2012, Bangalore, Inde

NALPAS, N., L. SIMAR, A. VANHEMS, "Hedge funds performance appraisal : a panel of non-parametric approaches using directional measures" dans IFORS, 2011, Melbourne, Australie

NALPAS, N., L. SIMAR, A. VANHEMS, "Hedge funds performance appraisal : a panel of non-parametric approaches using directional measures" dans EWEPA, 2011, Vérone, Italie

SIMAR, L., A. VANHEMS, "Probabilistic Characterization of Directional Distances and their Robust versions", EWEPA, 2011, Vérone, Italie

HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" dans World Congress of the Econometric Society, 2010, Shanghai, Chine (RPC)

NALPAS, N., A. VANHEMS, "Hedge funds performance appraisal : a directional FDH approach" dans EWG-EPA 2010, 2010, Chania, Grèce

VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity : a control function approach" dans Conférence EC2, 2010, Toulouse, France

HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" dans Restrictions in non and semiparametric estimation of econometric models, 2010, Boston, Etats-Unis d'Amérique

NALPAS, N., A. VANHEMS, "Hedge funds performance appraisal: a non-parametric approach" dans Mathematical and Statistical Methods for actual sciences and finance Conference, 2010, Ravello, Italie

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" dans Séminaire de recherche - Université de Boston, 2010, Boston, Etats-Unis d'Amérique

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" dans Conférence "Semi parametric and nonparametric methods in econometrics", 2009, Banf, Canada

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" dans Latin American Meeting of Econometrics, 2009, Buenos Aires, Argentine

NALPAS, N., A. VANHEMS, "Hedge Funds Performance Appraisal: A Non-Parametric Approach" dans IBFR, 2009, San-José, Costa Rica

VANHEMS, A., N. ROUDAUT, "Explaining firms efficiency in the ivorian manufacturing sector: a robust nonparametric approach" dans Conférence INSEE, 2009, Paris, France

VANHEMS, A., "A unified approach to solve ill-posed inverse problems in econometrics" dans Conférence EEA-ESEM 2008, 2008, Milan, Italie

NALPAS, N., L. GERMAIN, A. VANHEMS, "Hedge funds performance appraisal: a comparison of different nonparametric approaches" dans International Federation of Operational Research Societies (IFORS 2008), 2008, Sandton, Afrique du Sud

VANHEMS, A., "Nonparametric estimation of exact consumer surplus with endogeneity" dans Séminaire de Recherche Université de NUIM, 2008, Dublin, Irlande

VANHEMS, A., "Nonparametric estimation of exact consumer surplus with endogeneity" dans Conférence EC² Structural microeconometrics, 2008, Rome, Italie

FLORENS, J.-P., A. VANHEMS, "Is it always optimal to impose constraints on nonparametric functional estimators? Some evidence on the smoothing parameter choice" dans Inference and Tests in Econometrics, 2008, Marseille, France

VANHEMS, A., J.-P. FLORENS, "Is it always optimal to impose constraints on nonparametric funtional estimators? Some evidence on the smoothing parameter choice" dans Journées de statistiques de la SFDS (Société Française de Statistiques), 2007, Angers, France

VANHEMS, A., "A unified approach to solve ill-posed inverse problems in econometrics" dans Centre International de Rencontres Mathématiques, 2007, Marseille, France

VANHEMS, A., J.-P. FLORENS, "Is it always optimal to impose constraints on nonparametric functional estimators ? Some evidence on the smoothing parameter choice" dans Conférence ISI, 2007, Lisbonne, Portugal

NALPAS, N., L. GERMAIN, A. VANHEMS, "Hedge Funds Performance : A non Parametric Approach" dans 47 ème Congrès de la SCSE, 2007, Québec, Canada

GERMAIN, L., F. ROUSSEAU, A. VANHEMS, "Optimistic and Pessimistic Trading in Financial Markets" dans Conférence de l'European Financial Management Association, 2006, Durham, Royaume Uni

VANHEMS, A., "Inverse problems in Econometrics" dans Journées MAS de la SMAI, 2006, Lille, France

VANHEMS, A., "Recovering signals form observations of its derivatives on disconnected intervals" dans Congrès Mondial de l'ISI, 2005, Sydney, Australie

VANHEMS, A., "Nonparametric study of solutions of differential equations" dans Congrès Mondial de l'ISI, 2005, Sydney, Australie

VANHEMS, A., "Regularization spaces in inverse problems" dans Econometric Society World Congress, 2005, London

VANHEMS, A., "Nonparametric estimation under shape constraints" dans Econometric Society World Congress, 2005, London

ROUDAUT, N., A. VANHEMS, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" dans 31st conference of the European Association for Research in Industrial Economics (E.A.R.I.E.), EARIE (European Association in Industrial Economics), 2004, Berlin, Allemagne

VANHEMS, A., N. ROUDAUT, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" dans LIIIème Congrès annuel de l'Association Française de Science Economique, AFSE, 2004, Paris, France

ROUDAUT, N., A. VANHEMS, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" dans 4th International Symposium of DEA, 2004, Birmingham, Royaume Uni

VANHEMS, A., C. NAUGES, "Estimation non paramétrique d’une fonction de demande avec tarification non linéaire" dans 35ème Journées de Statistique, 2003, Lyon, France

VANHEMS, A., J.-M. LOUBES, "Saturation spaces for regularization methods in inverse problems" dans European Meeting of the Econometric Society, 2003, Stockholm, Suède

VANHEMS, A., J.-M. LOUBES, "Adaptative penalized density estimation with L1 penalty" dans 35ème Journées de Statistique, 2003, Lyon, France

VANHEMS, A., "Nonparametric study of solutions of differential equations", Working paper, 2003

VANHEMS, A., "Non-parametric study of differential equations with endogeneous effects" dans Congrès européen de l’Econometric Society, 2002, Venise, Italie

VANHEMS, A., "Differential operators and inverse problems" dans Workshop on inverse problems, Mars, 2001, Aalborg, Danemark

VANHEMS, A., "Nonparametric study of differential equations and inverse problems", 56th European Meeting of the Econometric Society (ESEM), 2001, Lausanne, Suisse

VANHEMS, A., "Etude non paramétrique d’équations différentielles bruitées : application à la théorie du consommateur représentatif" dans 33ème Journées de la Statistique, 2001, Nantes, France

VANHEMS, A., "Random ordinary differential equations and application to the representative consumer" dans European Economic Association, 2001, Lausanne, Suisse

MARÉCHAL, P., W. C. SIMO TAO LEE, A. VANHEMS, "Nonparametric Instrumental Regression via Mollification" dans Control and Inverse Problems., Kaïs Ammari, Chaker Jammazi, Faouzi Triki Eds, Springer Nature Switzerland, pp. 189-200, 2023

GERMAIN, L., N. NALPAS, A. VANHEMS, "Non-parametric hedge funds and replication indices performance analysis : a robust directional application" dans Hedge Funds Replication., Greg N.Gregoriou et Maher Kooli Ed., pp. 90-105, 2011

GERMAIN, L., F. ROUSSEAU, A. VANHEMS, "Strategic Financial Intermediaries with Brokerage Activities" dans Handbook of Trading., Greg N. Gregoriou Ed., chap. Ch 26, pp. 389-402, 2010

VANHEMS, A., J.-P. FLORENS, "Is it always optimal to impose constraints on nonparametric functional estimators? Some evidence on the smoothing parameter choice - functional and operatorial statistics" dans Functional and operational statistics., Sophie Dabo-Niang & Frédéric Ferraty Ed., pp. 173-179, 2008

GERMAIN, L., A. VANHEMS - "Bulles et irrationalité : une affaire de traders ?" - 2015, TBSearch

GERMAIN, L., A. VANHEMS - "Les market makers ne se comprtent pas toujours rationnellement" - 2014, TBSearch

VANHEMS, A., H. BOCO - "Les mathématiques : outil indispensable en finance?" - 2012, Grand Angle

GALY, N., A. VANHEMS - "Cas PATERNE" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

GALY, N., A. VANHEMS - "Cas CASH 2" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

GALY, N., A. VANHEMS - "Cas CASH 1" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

GALY, N., A. VANHEMS - "Princesse électroménager" - 2006, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France