| Publication | Date of Publication | Type |
|---|
Learning Markov processes with latent variables
Econometric Theory | 2026-07-24 | Paper |
Semiparametric Analysis of Network Formation
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Nonparametric identification and estimation of stochastic block models from many small networks
Journal of Econometrics | 2024-09-06 | Paper |
Inference on a distribution from noisy draws
Econometric Theory | 2024-05-22 | Paper |
Bootstrap inference for fixed-effect models
Econometrica | 2024-05-14 | Paper |
Identification of mixtures of dynamic discrete choices
Journal of Econometrics | 2023-11-17 | Paper |
Peer effects and endogenous social interactions
Journal of Econometrics | 2023-06-29 | Paper |
Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates
Journal of the American Statistical Association | 2023-03-27 | Paper |
A note on sufficiency in binary panel models
Econometrics Journal | 2022-08-02 | Paper |
Pairwise-comparison estimation with non-parametric controls
Econometrics Journal | 2022-07-26 | Paper |
First-differencing in panel data models with incidental functions
Econometrics Journal | 2022-07-26 | Paper |
Bias in instrumental-variable estimators of fixed-effect models for count data
Economics Letters | 2022-04-14 | Paper |
A portmanteau test for correlation in short panels
Econometric Theory | 2021-04-16 | Paper |
Fixed‐Effect Regressions on Network Data
Econometrica | 2020-02-07 | Paper |
Non-Parametric Estimation of Finite Mixtures from Repeated Measurements
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Split-panel jackknife estimation of fixed-effect models
Review of Economic Studies | 2019-01-23 | Paper |
Heteroskedasticity-robust inference in linear regression models with many covariates
(available as arXiv preprint) | 2018-09-17 | Paper |
Bias-corrected estimation of panel vector autoregressions
Economics Letters | 2018-09-05 | Paper |
Nonparametric estimation of non-exchangeable latent-variable models
Journal of Econometrics | 2017-11-07 | Paper |
Inference on two-component mixtures under tail restrictions
Econometric Theory | 2017-08-22 | Paper |
Likelihood inference in an autoregression with fixed effects
Econometric Theory | 2017-04-28 | Paper |
Estimating multivariate latent-structure models
The Annals of Statistics | 2016-05-12 | Paper |
Estimating multivariate latent-structure models
The Annals of Statistics | 2016-05-12 | Paper |
Multiplicative-error models with sample selection
Journal of Econometrics | 2015-05-06 | Paper |
The variance of a rank estimator of transformation models
Economics Letters | 2012-12-27 | Paper |
