| Publication | Date of Publication | Type |
|---|
A zero serial cross-correlation test before fitting heteroscedasticity
Journal of Time Series Analysis | 2026-02-23 | Paper |
Improved estimation of semiparametric dynamic copula models with filtered nonstationarity
Journal of Econometrics | 2025-12-04 | Paper |
A simple quantile regression model linking micro outcomes to macro covariates
International Economic Review | 2025-10-14 | Paper |
Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities
The Review of Economic Studies | 2025-03-21 | Paper |
| Matching \(\mu \)-logic | 2024-12-19 | Paper |
Information bounds for Gaussian copula parameter in stationary semiparametric Markov models
Statistics & Probability Letters | 2024-12-09 | Paper |
Robust inference for moment condition models without rational expectations
Journal of Econometrics | 2024-09-06 | Paper |
Working along both lines? The relationship between government green publicity and emissions tax
European Journal of Operational Research | 2024-07-16 | Paper |
| Gallai's path decomposition conjecture for cartesian product of graphs (\uppercase\expandafter{\romannumeral 2}) | 2023-10-18 | Paper |
| Gallai's path decomposition conjecture for Cartesian product of graphs | 2023-10-17 | Paper |
Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
Journal of Econometrics | 2023-06-29 | Paper |
Robust identification of investor beliefs
Proceedings of the National Academy of Sciences | 2022-05-05 | Paper |
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Journal of Econometrics | 2021-03-24 | Paper |
| Traffic Network Partitioning for Hierarchical Macroscopic Fundamental Diagram Applications Based on Fusion of GPS Probe and Loop Detector Data | 2020-11-17 | Paper |
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
Journal of Econometrics | 2019-10-23 | Paper |
Semiparametric estimation of the bid-ask spread in extended roll models
Journal of Econometrics | 2019-04-26 | Paper |
Monte Carlo confidence sets for identified sets
Econometrica | 2019-03-29 | Paper |
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Econometrica | 2019-01-30 | Paper |
Local identification of nonparametric and semiparametric models
Econometrica | 2019-01-29 | Paper |
Asymptotic efficiency of semiparametric two-step GMM
Review of Economic Studies | 2019-01-23 | Paper |
Overidentification in regular models
Econometrica | 2019-01-09 | Paper |
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
Quantitative Economics | 2018-09-12 | Paper |
Semiparametric identification of the bid-ask spread in extended Roll models
Journal of Econometrics | 2017-08-24 | Paper |
Recursive Nonparametric Estimation for Time Series
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Journal of Econometrics | 2017-05-12 | Paper |
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Journal of Econometrics | 2017-05-12 | Paper |
A reverse Gaussian correlation inequality by adding cones
Statistics & Probability Letters | 2017-02-21 | Paper |
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics | 2016-09-07 | Paper |
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics | 2016-09-07 | Paper |
Estimation and model selection of semiparametric multivariate survival functions under general censorship
Journal of Econometrics | 2016-08-01 | Paper |
Nonlinearity and temporal dependence
Journal of Econometrics | 2016-07-25 | Paper |
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Journal of Econometrics | 2016-07-18 | Paper |
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Journal of Econometrics | 2016-06-10 | Paper |
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
Journal of Econometrics | 2016-05-25 | Paper |
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Journal of Econometrics | 2016-05-25 | Paper |
Estimation of copula-based semiparametric time series models
Journal of Econometrics | 2016-04-25 | Paper |
Averaging of an increasing number of moment condition estimators
Econometric Theory | 2016-02-23 | Paper |
Sieve semiparametric two-step GMM under weak dependence
Journal of Econometrics | 2015-09-18 | Paper |
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Journal of Econometrics | 2015-08-13 | Paper |
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Journal of Econometrics | 2015-05-06 | Paper |
Sieve inference on possibly misspecified semi-nonparametric time series models
Journal of Econometrics | 2014-08-07 | Paper |
Sieve \(M\) inference on irregular parameters
Journal of Econometrics | 2014-06-04 | Paper |
Likelihood inference in some finite mixture models
Journal of Econometrics | 2014-06-04 | Paper |
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Econometric Theory | 2014-03-25 | Paper |
Efficient estimation of semiparametric copula models for bivariate survival data
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
Econometrica | 2013-11-06 | Paper |
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
Economics Letters | 2013-01-29 | Paper |
A model selection test for bivariate failure-time data
Econometric Theory | 2012-05-14 | Paper |
On rate optimality for ill-posed inverse problems in econometrics
Econometric Theory | 2011-07-26 | Paper |
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
Copula-based nonlinear quantile autoregression
Econometrics Journal | 2010-02-12 | Paper |
Efficient estimation of copula-based semiparametric Markov models
The Annals of Statistics | 2009-12-09 | Paper |
Nonlinear principal components and long-run implications of multivariate diffusions
The Annals of Statistics | 2009-12-09 | Paper |
On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
Science in China. Series A | 2009-12-07 | Paper |
| Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information | 2009-07-24 | Paper |
| Statistical inference for multivariate residual copula of GARCH models | 2009-02-05 | Paper |
A note on the closed-form identification of regression models with a mismeasured binary regressor
Statistics & Probability Letters | 2008-09-17 | Paper |
Semiparametric efficiency in GMM models with auxiliary data
The Annals of Statistics | 2008-04-23 | Paper |
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
Econometrica | 2008-02-21 | Paper |
Efficient Estimation of Semiparametric Multivariate Copula Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
Econometrica | 2006-06-19 | Paper |
Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
Econometrica | 2006-06-19 | Paper |
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
The Canadian Journal of Statistics | 2006-01-16 | Paper |
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
Econometric Theory | 2003-05-18 | Paper |
Sieve Extremum Estimates for Weakly Dependent Data
Econometrica | 2002-05-28 | Paper |
Model check by kernel methods under weak moment conditions.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
β-mixing and moment properties of RCA models with application to GARCH(p,q)
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-01-11 | Paper |
Improved rates and asymptotic normality for nonparametric neural network estimators
IEEE Transactions on Information Theory | 1999-11-21 | Paper |
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Journal of Econometrics | 1999-01-01 | Paper |
Nonparametric adaptive learning with feedback
Journal of Economic Theory | 1998-11-03 | Paper |
