| Publication | Date of Publication | Type |
|---|
Efficient bias correction for cross-section and panel data
Quantitative Economics | 2024-11-29 | Paper |
LM Test of Neglected Correlated Random Effects and Its Application
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Some finite-sample results on the Hausman test
Economics Letters | 2024-06-14 | Paper |
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Econometric Theory | 2024-05-22 | Paper |
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
Econometric Theory | 2023-10-24 | Paper |
The influence function of semiparametric two-step estimators with estimated control variables
Economics Letters | 2023-09-12 | Paper |
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM
Econometric Theory | 2023-03-06 | Paper |
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
Econometric Theory | 2022-11-23 | Paper |
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Economics Letters | 2022-10-11 | Paper |
Bootstrap standard error estimates and inference
Econometrica | 2022-01-06 | Paper |
A small sigma approach to certain problems in errors-in-variables models
Economics Letters | 2021-10-22 | Paper |
Specification test on mixed logit models
Journal of Econometrics | 2021-02-09 | Paper |
Three-stage semi-parametric inference: control variables and differentiability
Journal of Econometrics | 2019-07-01 | Paper |
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions
| 2019-03-11 | Paper |
Asymptotic efficiency of semiparametric two-step GMM
Review of Economic Studies | 2019-01-23 | Paper |
Nonparametric two-step sieve M estimation and inference
Econometric Theory | 2018-11-09 | Paper |
A quantile correlated random coefficients panel data model
Journal of Econometrics | 2018-10-12 | Paper |
Nonparametric instrumental variables and regular estimation
Econometric Theory | 2018-05-24 | Paper |
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Journal of Econometrics | 2017-08-24 | Paper |
Non-standard tests through a composite null and alternative in point-identified parameters
Journal of Econometric Methods | 2016-09-15 | Paper |
The Hausman test and weak instruments
Journal of Econometrics | 2016-08-10 | Paper |
Neglected heterogeneity in moment condition models
Journal of Econometrics | 2014-08-07 | Paper |
Partial identification and mergers
Economics Letters | 2014-04-08 | Paper |
Average and quantile effects in nonseparable panel models
Econometrica | 2013-11-04 | Paper |
Asymptotic variance of semiparametric estimators with generated regressors
Econometrica | 2013-10-31 | Paper |
Test of random versus fixed effects with small within variation
Economics Letters | 2013-03-14 | Paper |
Identification and estimation of the linear-in-means model of social interactions
Economics Letters | 2013-01-02 | Paper |
Does Jeffrey's prior alleviate the incidental parameter problem?
Economics Letters | 2013-01-01 | Paper |
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
Economics Letters | 2013-01-01 | Paper |
Long difference instrumental variables estimation for dynamic panel models with fixed effects
Journal of Econometrics | 2012-09-23 | Paper |
Bias reduction for dynamic nonlinear panel models with fixed effects
Econometric Theory | 2012-01-04 | Paper |
Parameter orthogonalization and Bayesian inference with many instruments
Economics Letters | 2011-08-09 | Paper |
Adaptive experimental design using the propensity score
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Bounds on ATE with discrete outcomes
Economics Letters | 2010-12-20 | Paper |
Semiparametric information bound of dynamic discrete choice models
Economics Letters | 2010-08-18 | Paper |
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory | 2010-07-23 | Paper |
Stationarity and mixing properties of the dynamic Tobit model
Economics Letters | 2010-05-27 | Paper |
Design of randomized experiments to measure social interaction effects
Economics Letters | 2010-02-09 | Paper |
Comments on ``Convergence properties of the likelihood of computed dynamic models
Econometrica | 2010-02-03 | Paper |
The incidental parameter problem in a non-differentiable panel data model
Economics Letters | 2009-12-21 | Paper |
scientific article; zbMATH DE number 5245028 (Why is no real title available?)
| 2008-03-06 | Paper |
scientific article; zbMATH DE number 5071101 (Why is no real title available?)
| 2006-11-07 | Paper |
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
Econometrica | 2006-06-16 | Paper |
Jackknife and analytical bias reduction for nonlinear panel models.
| 2006-06-16 | Paper |
A New Specification Test for the Validity of Instrumental Variables
Econometrica | 2006-06-16 | Paper |
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Econometric Reviews | 2005-10-17 | Paper |
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
Econometric Theory | 2005-06-07 | Paper |
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
Econometrics Journal | 2005-01-06 | Paper |
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
Econometric Reviews | 2004-03-22 | Paper |
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
Econometric Theory | 2003-05-18 | Paper |
OPTIMAL INFERENCE WITH MANY INSTRUMENTS
Econometric Theory | 2003-05-18 | Paper |
Discontinuities of weak instrument limiting distributions.
Economics Letters | 2002-07-15 | Paper |
Jackknife minimum distance estimation.
Economics Letters | 2002-07-15 | Paper |
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
Econometrica | 2002-05-28 | Paper |
An Alternative Estimator for the Censored Quantile Regression Model
Econometrica | 2002-05-28 | Paper |
Notes on bias in estimators for simultaneous equation models.
Economics Letters | 2002-03-03 | Paper |
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Economics Letters | 2002-03-03 | Paper |
A consistent semiparametric estimation of the consumer surplus distribution
Economics Letters | 2000-10-26 | Paper |
How informative is the initial condition in the dynamic panel model with fixed effects?
Journal of Econometrics | 2000-09-10 | Paper |
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
International Economic Review | 1998-06-22 | Paper |
Efficient estimation of panel data models with sequential moment restrictions
Journal of Econometrics | 1997-08-03 | Paper |
The Efficiency Bound of the Mixed Proportional Hazard Model
Review of Economic Studies | 1995-03-01 | Paper |
Bootstrapping Quantile Regression Estimators
Econometric Theory | 1995-01-01 | Paper |
