| Publication | Date of Publication | Type |
|---|
Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
Quantitative Economics | 2024-11-29 | Paper |
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Journal of Econometrics | 2023-11-17 | Paper |
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Journal of Econometrics | 2023-06-29 | Paper |
Vector copulas
Journal of Econometrics | 2023-04-14 | Paper |
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
Econometric Theory | 2023-03-06 | Paper |
Maximization by parts in extremum estimation
Econometrics Journal | 2022-07-27 | Paper |
Partial identification of average treatment effects on the treated through difference-in-differences
Econometric Reviews | 2022-06-08 | Paper |
Symmetrized multivariate \(k\)-NN estimators
Econometric Reviews | 2022-06-03 | Paper |
Vector copulas
(available as arXiv preprint) | 2020-09-14 | Paper |
On rank estimators in increasing dimensions
Journal of Econometrics | 2020-02-11 | Paper |
Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
Journal of Econometrics | 2019-10-23 | Paper |
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes
Scandinavian Journal of Statistics | 2019-06-07 | Paper |
Identifying Treatment Effects Under Data Combination
Econometrica | 2019-01-29 | Paper |
On the density estimation of air pollution in Beijing
Economics Letters | 2018-10-05 | Paper |
Partial identification and inference in censored quantile regression
Journal of Econometrics | 2018-08-29 | Paper |
Average derivative estimation with errors-in-variables
Journal of Nonparametric Statistics | 2017-12-22 | Paper |
Partial identification of functionals of the joint distribution of ``potential outcomes
Journal of Econometrics | 2017-01-30 | Paper |
Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
Journal of Econometrics | 2016-11-03 | Paper |
Estimation and inference in an ecological inference model
Journal of Econometric Methods | 2016-09-15 | Paper |
Confidence intervals for the quantile of treatment effects in randomized experiments
Journal of Econometrics | 2016-08-15 | Paper |
A new class of asymptotically efficient estimators for moment condition models
Journal of Econometrics | 2016-08-12 | Paper |
Estimation and model selection of semiparametric multivariate survival functions under general censorship
Journal of Econometrics | 2016-08-01 | Paper |
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Journal of Econometrics | 2016-06-10 | Paper |
Estimation of copula-based semiparametric time series models
Journal of Econometrics | 2016-04-25 | Paper |
A direct approach to inference in nonparametric and semiparametric quantile models
Journal of Econometrics | 2015-12-18 | Paper |
Post-\(J\) test inference in non-nested linear regression models
Science China. Mathematics | 2015-11-09 | Paper |
Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV
Journal of Econometrics | 2014-08-07 | Paper |
A flexible parametric approach for estimating switching regime models and treatment effect parameters
Journal of Econometrics | 2014-06-04 | Paper |
Nonparametric instrumental regression
Econometrica | 2013-03-14 | Paper |
Partial identification of distributional and quantile treatment effects in difference-in-differences models
Economics Letters | 2012-12-18 | Paper |
A model selection test for bivariate failure-time data
Econometric Theory | 2012-05-14 | Paper |
UNIT ROOT TESTS WITH WAVELETS
Econometric Theory | 2010-10-14 | Paper |
Sharp bounds on the distribution of treatment effects and their statistical inference
Econometric Theory | 2010-07-23 | Paper |
Partial identification of the distribution of treatment effects and its confidence sets
Advances in Econometrics | 2010-06-30 | Paper |
Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
Review of Economic Studies | 2010-06-15 | Paper |
| Statistical inference for multivariate residual copula of GARCH models | 2009-02-05 | Paper |
A simple test for a parametric single index model.
Opsearch | 2008-01-25 | Paper |
Maximization by Parts in Likelihood Inference
Journal of the American Statistical Association | 2007-08-20 | Paper |
Efficient Estimation of Semiparametric Multivariate Copula Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
Econometric Theory | 2006-11-14 | Paper |
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
The Canadian Journal of Statistics | 2006-01-16 | Paper |
On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes
IEEE Transactions on Information Theory | 2005-05-31 | Paper |
A wavelet solution to the spurious regression of fractionally differenced processes
Applied Stochastic Models in Business and Industry | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2015214 (Why is no real title available?) | 2003-12-09 | Paper |
Some higher-order theory for a consistent non-parametric model specification test
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
Econometric Reviews | 2002-01-01 | Paper |
Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Journal of Nonparametric Statistics | 2001-12-12 | Paper |
Optimal bandwidths for kernel density estimators of functions of observations
Statistics & Probability Letters | 2001-07-31 | Paper |
Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
Econometric Theory | 2001-05-16 | Paper |
On goodness-of-fit tests for weakly dependent processes using kernel method
Journal of Nonparametric Statistics | 2001-02-27 | Paper |
Root-n-consistent estimation of partially linear time series models
Journal of Nonparametric Statistics | 2001-01-29 | Paper |
A data-driven test for dispersive ordering
Statistics & Probability Letters | 2000-10-19 | Paper |
Asymptotic normality of a combined regression estimator
Journal of Multivariate Analysis | 2000-03-16 | Paper |
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Journal of Econometrics | 1999-01-01 | Paper |
A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
Economics Letters | 1998-06-30 | Paper |
| scientific article; zbMATH DE number 1143941 (Why is no real title available?) | 1998-04-20 | Paper |
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
Journal of Multivariate Analysis | 1997-09-04 | Paper |
Bootstrapping J-type tests for non-nested regression models
Economics Letters | 1997-02-28 | Paper |
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
Econometrica | 1997-01-23 | Paper |
Bootstrapping a consistent nonparametric goodness-of-fit test
Econometric Reviews | 1996-03-11 | Paper |
| A Consistent Nonparametric Test of Symmetry in Linear Regression Models | 1995-08-21 | Paper |
