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, June 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, February 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, July 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, May 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, June 2014, no. 40, pp. 83-96 [cnrs: 4]

GERMAIN, L., F. ROUSSEAU, A. VANHEMS, "Irrational Market Makers", Finance, April 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, January 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, February 2013, vol. 29, no. 3, pp. 035006

SIMAR, L., A. VANHEMS, "Probabilistic characterization of directional distances and their robust versions", Journal of Econometrics, February 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, August 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, April 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, January 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" in JDS 2023, 2023, Bruxelles, Belgium

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

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

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

MARECHAL, P., L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities" in 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" in 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" in French Econometrics Conference, Marseille, 14-15 novembre, 2019

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

VANHEMS, A., "A mollifier approach to the deconvolution of probability densities." in 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" in 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" in 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" in Journal of Econometrics, February, 2016

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

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" in 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" in 7th French Econometric Conference, 2015, Orléans, France

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

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

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

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in Conference econometric study group, July, 2014, Bristol, Great Britain

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" in Financial Economics Workshop, September, 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" in EAA, 2014, Tallinn, Estonia

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" in AFC, 2014, Lille, France

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

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in Inverse Problems, February, 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" in Conférence FGP, 2013, Cracovie, Poland

GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in ERCIM, 2013, Londres, Great Britain

NALPAS, N., A. VANHEMS, "Non parametric hedge fund performance appraisal using robust directional distance" in Conférence Forecasting Financial Markets, May, 2013, Hanovre, Germany

NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio Selection using directional distance function and FDH approach" in IFABS, June, 2013, Nottingham, Great Britain

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

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

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

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

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

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

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

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

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

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

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

HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" in World Congress of the Econometric Society, 2010, Shanghai, China (PRC)

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

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

HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" in Restrictions in non and semiparametric estimation of econometric models, 2010, Boston, United States of America

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

VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" in Séminaire de recherche - Université de Boston, 2010, Boston, United States of America

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

VANHEMS, A., "Nonparametric estimation under shape constraints" in 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" in 31st conference of the European Association for Research in Industrial Economics (E.A.R.I.E.), EARIE (European Association in Industrial Economics), 2004, Berlin, Germany

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

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

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

VANHEMS, A., J.-M. LOUBES, "Adaptative penalized density estimation with L1 penalty" in 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" in Congrès européen de l’Econometric Society, 2002, Venise, Italy

VANHEMS, A., "Differential operators and inverse problems" in Workshop on inverse problems, March, 2001, Aalborg, Denmark

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

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

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

MARÉCHAL, P., W. C. SIMO TAO LEE, A. VANHEMS, "Nonparametric Instrumental Regression via Mollification" in 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" in 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" in 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" in 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