| Publication | Date of Publication | Type |
|---|
Extending the scope of instrumental variable methods
The Econometrics Journal | 2026-02-03 | Paper |
IV methods for Tobit models
Journal of Econometrics | 2023-06-29 | Paper |
An instrumental variable random-coefficients model for binary outcomes
Econometrics Journal | 2022-07-26 | Paper |
Generalized Instrumental Variable Models
Econometrica | 2019-02-01 | Paper |
An instrumental variable model of multiple discrete choice
Quantitative Economics | 2019-01-10 | Paper |
Understanding the effect of measurement error on quantile regressions
Journal of Econometrics | 2017-08-24 | Paper |
IV models of ordered choice
Journal of Econometrics | 2016-08-15 | Paper |
Excess heterogeneity, endogeneity and index restrictions
Journal of Econometrics | 2016-07-18 | Paper |
Instrumental values
Journal of Econometrics | 2016-05-09 | Paper |
Treatment effect estimation with covariate measurement error
Journal of Econometrics | 2014-08-07 | Paper |
Semiparametric structural models of binary response: shape restrictions and partial identification
Econometric Theory | 2013-09-11 | Paper |
The effect of measurement error
Biometrika | 2010-08-13 | Paper |
Instrumental variable models for discrete outcomes
Econometrica | 2010-05-26 | Paper |
| Identification of nonadditive structural functions | 2008-03-06 | Paper |
Nonparametric Identification under Discrete Variation
Econometrica | 2006-10-24 | Paper |
Identification in Nonseparable Models
Econometrica | 2006-06-19 | Paper |
Welfare Measurement and Measurement Error
Review of Economic Studies | 2003-04-14 | Paper |
Duration response measurement error
Journal of Econometrics | 2003-04-02 | Paper |
On the use of enumeration for investigating the performance of hypothesis tests for economic models with a discrete response variable
Computational Economics | 2001-04-17 | Paper |
Likelihood Ratio Specification Tests
Econometrica | 1997-06-10 | Paper |
Bartlett corrections to likelihood ratio tests
Biometrika | 1995-11-28 | Paper |
A Mirror Image Invariance for M-Estimators
Econometrica | 1995-09-14 | Paper |
Asymptotic Expansions of the Information Matrix Test Statistic
Econometrica | 1991-01-01 | Paper |
Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
Econometrica | 1989-01-01 | Paper |
Residual analysis in the grouped and censored normal linear model
Journal of Econometrics | 1987-01-01 | Paper |
The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
Econometrica | 1987-01-01 | Paper |
Specification testing when score test statistics are identically zero
Journal of Econometrics | 1986-01-01 | Paper |
Score tests for zero covariances in recursive linear models for grouped or censored data
Journal of Econometrics | 1985-01-01 | Paper |
Testing for Neglected Heterogeneity
Econometrica | 1984-01-01 | Paper |
The Estimation of Models of Labour Market Behaviour
Review of Economic Studies | 1983-01-01 | Paper |
An Econometric Analysis of Reservation Wages
Econometrica | 1983-01-01 | Paper |
Some Measures of the "Difference" Between Regression Models
Journal of the American Statistical Association | 1976-01-01 | Paper |
