| Publication | Date of Publication | Type |
|---|
Identification and identification failure for treatment effects using structural systems
Econometric Reviews | 2022-05-31 | Paper |
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Testing the equality of two positive-definite matrices with application to information matrix testing
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Estimating nonseparable models with mismeasured endogenous variables
Quantitative Economics | 2018-09-12 | Paper |
Directionally differentiable econometric models
Econometric Theory | 2018-09-06 | Paper |
Multilayer feedforward networks are universal approximators
Neural Networks | 2018-03-27 | Paper |
| scientific article; zbMATH DE number 6811480 (Why is no real title available?) | 2017-11-22 | Paper |
Granger causality and structural causality in cross-section and panel data
Econometric Theory | 2017-05-16 | Paper |
Nonparametric identification in nonseparable panel data models with generalized fixed effects
Journal of Econometrics | 2017-05-12 | Paper |
Nonparametric identification in nonseparable panel data models with generalized fixed effects
Journal of Econometrics | 2017-05-12 | Paper |
A flexible nonparametric test for conditional independence
Econometric Theory | 2017-05-10 | Paper |
Local indirect least squares and average marginal effects in nonseparable structural systems
Journal of Econometrics | 2016-08-15 | Paper |
Generalized runs tests for the IID hypothesis
Journal of Econometrics | 2016-08-12 | Paper |
Testing for unobserved heterogeneity in exponential and Weibull duration models
Journal of Econometrics | 2016-08-04 | Paper |
The construction of empirical credit scoring rules based on maximization principles
Journal of Econometrics | 2016-08-01 | Paper |
Time-series estimation of the effects of natural experiments
Journal of Econometrics | 2016-06-10 | Paper |
Mixtures of \(t\)-distributions for finance and forecasting
Journal of Econometrics | 2016-06-10 | Paper |
A consistent characteristic function-based test for conditional independence
Journal of Econometrics | 2016-05-27 | Paper |
Testing for monotonicity in unobservables under unconfoundedness
Journal of Econometrics | 2016-05-18 | Paper |
Maximum likelihood and the bootstrap for nonlinear dynamic models
Journal of Econometrics | 2016-04-18 | Paper |
Testing for treatment dependence of effects of a continuous treatment
Econometric Theory | 2015-11-20 | Paper |
VAR for VaR: measuring tail dependence using multivariate regression quantiles
Journal of Econometrics | 2015-09-01 | Paper |
Robustness checks and robustness tests in applied economics
Journal of Econometrics | 2014-08-07 | Paper |
Granger causality, exogeneity, cointegration, and economic policy analysis
Journal of Econometrics | 2014-08-06 | Paper |
Testing conditional independence via empirical likelihood
Journal of Econometrics | 2014-06-04 | Paper |
Testing for separability in structural equations
Journal of Econometrics | 2014-06-04 | Paper |
Causal discourse in a game of incomplete information
Journal of Econometrics | 2014-06-04 | Paper |
A two-stage procedure for partially identified models
Journal of Econometrics | 2014-06-04 | Paper |
Subsampling the distribution of diverging statistics with applications to finance
Journal of Econometrics | 2014-03-07 | Paper |
An alternative proof that OLS is BLUE
Journal of Econometric Methods | 2014-01-21 | Paper |
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Econometric Theory | 2013-08-22 | Paper |
Consideration of trends in time series
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Causality, conditional independence, and graphical separation in settable systems
Neural Computation | 2012-10-02 | Paper |
Some extensions of a lemma of Kotlarski
Econometric Theory | 2012-08-30 | Paper |
Higher-order approximations for testing neglected nonlinearity
Neural Computation | 2012-05-21 | Paper |
Settable systems: an extension of Pearl's causal model with optimization, equilibrium, and learning
Journal of Machine Learning Research (JMLR) | 2012-04-17 | Paper |
| scientific article; zbMATH DE number 5984107 (Why is no real title available?) | 2011-12-01 | Paper |
Revisiting tests for neglected nonlinearity using artificial neural networks
Neural Computation | 2011-07-13 | Paper |
Testing structural change in partially linear models
Econometric Theory | 2011-04-21 | Paper |
Testing a conditional form of exogeneity
Economics Letters | 2010-11-26 | Paper |
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Econometric Reviews | 2009-10-21 | Paper |
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Econometric Theory | 2009-06-11 | Paper |
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Econometric Reviews | 2009-01-30 | Paper |
Testing for Regime Switching
Econometrica | 2008-02-21 | Paper |
Tests of Conditional Predictive Ability
Econometrica | 2007-09-18 | Paper |
Bootstrap Standard Error Estimates for Linear Regression
Journal of the American Statistical Association | 2007-08-20 | Paper |
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
Econometrica | 2006-10-24 | Paper |
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| scientific article; zbMATH DE number 2231204 (Why is no real title available?) | 2005-11-22 | Paper |
A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
Econometric Theory | 2005-10-18 | Paper |
Automatic Block-Length Selection for the Dependent Bootstrap
Econometric Reviews | 2004-02-26 | Paper |
James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
Journal of the American Statistical Association | 2003-08-13 | Paper |
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
Econometric Theory | 2003-05-18 | Paper |
\(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
Journal of Econometrics | 2002-11-28 | Paper |
High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
Econometrica | 2002-05-29 | Paper |
A Reality Check for Data Snooping
Econometrica | 2002-05-28 | Paper |
Dangers of data mining: The case of calendar effects in stock returns
Journal of Econometrics | 2001-01-01 | Paper |
Consistent Specification Testing Via Nonparametric Series Regression
Econometrica | 2000-08-02 | Paper |
An efficient algorithm to compute maximum entropy densities
Econometric Reviews | 2000-03-14 | Paper |
Specification Tests for the Variance of a Diffusion
Journal of Time Series Analysis | 2000-03-01 | Paper |
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Journal of Econometrics | 2000-01-01 | Paper |
Improved rates and asymptotic normality for nonparametric neural network estimators
IEEE Transactions on Information Theory | 1999-11-21 | Paper |
Comments on testing economic theories and the use of model selection criteria
Journal of Econometrics | 1999-11-08 | Paper |
Nonparametric adaptive learning with feedback
Journal of Economic Theory | 1998-11-03 | Paper |
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
Econometric Theory | 1998-01-01 | Paper |
An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators
Journal of the American Statistical Association | 1996-11-11 | Paper |
Monitoring Structural Change
Econometrica | 1996-10-13 | Paper |
Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
Neural Computation | 1996-09-23 | Paper |
Information criteria for selecting possibly misspecified parametric models
Journal of Econometrics | 1996-08-14 | Paper |
| scientific article; zbMATH DE number 854558 (Why is no real title available?) | 1996-03-11 | Paper |
Artificial neural networks: an econometric perspective<sup>∗</sup>
Econometric Reviews | 1996-03-05 | Paper |
Sup-norm approximation bounds for networks through probabilistic methods
IEEE Transactions on Information Theory | 1995-11-29 | Paper |
| scientific article; zbMATH DE number 778113 (Why is no real title available?) | 1995-10-18 | Paper |
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
Econometrica | 1994-12-11 | Paper |
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
Journal of Econometrics | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 131052 (Why is no real title available?) | 1993-03-16 | Paper |
| scientific article; zbMATH DE number 88844 (Why is no real title available?) | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 66820 (Why is no real title available?) | 1992-09-27 | Paper |
Some Measurability Results for Extrema of Random Functions Over Random Sets
Review of Economic Studies | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 19013 (Why is no real title available?) | 1992-06-26 | Paper |
| Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4201448 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3923929 (Why is no real title available?) | 1984-01-01 | Paper |
Nonlinear Regression with Dependent Observations
Econometrica | 1984-01-01 | Paper |
Tests for model specification in the presence of alternative hypotheses
Journal of Econometrics | 1983-01-01 | Paper |
Maximum Likelihood Estimation of Misspecified Models
Econometrica | 1983-01-01 | Paper |
Maximum Likelihood Estimation of Misspecified Models
Econometrica | 1982-01-01 | Paper |
Misspecified models with dependent observations
Journal of Econometrics | 1982-01-01 | Paper |
Instrumental Variables Regression with Independent Observations
Econometrica | 1982-01-01 | Paper |
Regularity conditions for Cox's test of non-nested hypotheses
Journal of Econometrics | 1982-01-01 | Paper |
Differencing as a Test of Specification
International Economic Review | 1982-01-01 | Paper |
| Consequences and Detection of Misspecified Nonlinear Regression Models | 1981-01-01 | Paper |
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Econometrica | 1980-05-01 | Paper |
| Some Large-Sample Tests for Nonnormality in the Linear Regression Model | 1980-01-01 | Paper |
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Econometrica | 1980-01-01 | Paper |
Nonlinear Regression on Cross-Section Data
Econometrica | 1980-01-01 | Paper |
Using Least Squares to Approximate Unknown Regression Functions
International Economic Review | 1980-01-01 | Paper |
