| Publication | Date of Publication | Type |
|---|
Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application
Journal of Econometrics | 2025-01-16 | Paper |
Asymptotic Plateau problem via equidistant hyperplanes
The Journal of Geometric Analysis | 2025-01-13 | Paper |
Large Steklov eigenvalues on hyperbolic surfaces
Mathematische Zeitschrift | 2024-10-23 | Paper |
Inference on finite-population treatment effects under limited overlap
Econometrics Journal | 2022-06-22 | Paper |
Constrained estimation using penalization and MCMC
Journal of Econometrics | 2022-03-16 | Paper |
Higher dimensional surgery and Steklov eigenvalues
The Journal of Geometric Analysis | 2021-11-19 | Paper |
BLP estimation using Laplace transformation and overlapping simulation draws
Journal of Econometrics | 2021-03-24 | Paper |
Index estimates for surfaces with constant mean curvature in 3-dimensional manifolds
Calculus of Variations and Partial Differential Equations | 2021-01-14 | Paper |
Robustness properties of a sequential test for vaccine safety in the presence of misspecification
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
The numerical bootstrap
The Annals of Statistics | 2020-05-05 | Paper |
The Orlicz-Petty bodies
IMRN. International Mathematics Research Notices | 2019-02-06 | Paper |
Sharp geometric inequalities for the general \(p\)-affine capacity
The Journal of Geometric Analysis | 2019-01-16 | Paper |
Generalized empirical likelihood-based model selection criteria for moment condition models
Econometric Theory | 2018-12-21 | Paper |
The numerical delta method
Journal of Econometrics | 2018-10-12 | Paper |
Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts
Quantitative Economics | 2018-09-12 | Paper |
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Journal of Econometrics | 2018-03-22 | Paper |
The \(p\)-capacitary Orlicz-Hadamard variational formula and Orlicz-Minkowski problems
Calculus of Variations and Partial Differential Equations | 2018-03-01 | Paper |
Efficient local IV estimation of an empirical auction model
Journal of Econometrics | 2017-05-12 | Paper |
Bayesian averaging, prediction and nonnested model selection
Journal of Econometrics | 2016-08-15 | Paper |
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Journal of Econometrics | 2016-05-25 | Paper |
A fast subsampling method for nonlinear dynamic models
Journal of Econometrics | 2016-04-25 | Paper |
Estimation of dynamic discrete models from time aggregated data
Journal of Econometrics | 2015-08-13 | Paper |
Extremum estimation and numerical derivatives
Journal of Econometrics | 2015-07-27 | Paper |
A fast resample method for parametric and semiparametric models
Journal of Econometrics | 2014-11-11 | Paper |
Endogenous binary choice model with median restrictions
Economics Letters | 2013-01-01 | Paper |
Semiparametric efficiency in nonlinear LATE models
Quantitative Economics | 2011-02-04 | Paper |
Estimating static models of strategic interactions
Journal of Business and Economic Statistics | 2010-12-30 | Paper |
Identification and estimation of a discrete game of complete information
Econometrica | 2010-11-17 | Paper |
Comment for `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors', by Carroll, Chen and Hu
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
Pairwise-difference estimation of a dynamic optimization model
Review of Economic Studies | 2010-02-12 | Paper |
Semiparametric efficiency in GMM models with auxiliary data
The Annals of Statistics | 2008-04-23 | Paper |
Estimation and Confidence Regions for Parameter Sets in Econometric Models
Econometrica | 2008-02-15 | Paper |
Inference in Censored Models with Endogenous Regressors
Econometrica | 2006-06-19 | Paper |
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Econometrica | 2006-06-16 | Paper |
Measurement Error Models with Auxiliary Data
Review of Economic Studies | 2005-11-21 | Paper |
Rates of information aggregation in common value auctions
Journal of Economic Theory | 2004-08-16 | Paper |
Three-Step Censored Quantile Regression and Extramarital Affairs
Journal of the American Statistical Association | 2004-06-10 | Paper |
A simple estimator for nonlinear error in variable models
Journal of Econometrics | 2003-10-14 | Paper |
Increasing Competition and the Winner's Curse: Evidence from Procurement
Review of Economic Studies | 2003-08-13 | Paper |
An MCMC approach to classical estimation.
Journal of Econometrics | 2003-08-07 | Paper |
Econometric models of asymmetric ascending auctions
Journal of Econometrics | 2003-04-09 | Paper |
Structural estimation of auction models
| 2001-08-30 | Paper |
CMC hypersurface with finite index in hyperbolic space $\mathbb{H}^4$
| N/A | Paper |
