| Publication | Date of Publication | Type |
|---|
| Efficient bias correction for cross-section and panel data | 2024-11-29 | Paper |
| LM Test of Neglected Correlated Random Effects and Its Application | 2024-10-09 | Paper |
| Some finite-sample results on the Hausman test | 2024-06-14 | Paper |
| Central limit theory for combined cross section and time series with an application to aggregate productivity shocks | 2024-05-22 | Paper |
| IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR | 2023-10-24 | Paper |
| The influence function of semiparametric two-step estimators with estimated control variables | 2023-09-12 | Paper |
| THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM | 2023-03-06 | Paper |
| JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS | 2022-11-23 | Paper |
| Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models | 2022-10-11 | Paper |
| Bootstrap Standard Error Estimates and Inference | 2022-01-06 | Paper |
| A small sigma approach to certain problems in errors-in-variables models | 2021-10-22 | Paper |
| Specification test on mixed logit models | 2021-02-09 | Paper |
| Three-stage semi-parametric inference: control variables and differentiability | 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 | 2019-01-23 | Paper |
| NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE | 2018-11-09 | Paper |
| A quantile correlated random coefficients panel data model | 2018-10-12 | Paper |
| NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION | 2018-05-24 | Paper |
| Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables | 2017-08-24 | Paper |
| Non-standard tests through a composite null and alternative in point-identified parameters | 2016-09-15 | Paper |
| The Hausman test and weak instruments | 2016-08-10 | Paper |
| Neglected heterogeneity in moment condition models | 2014-08-07 | Paper |
| Partial identification and mergers | 2014-04-08 | Paper |
| Average and quantile effects in nonseparable panel models | 2013-11-04 | Paper |
| Asymptotic variance of semiparametric estimators with generated regressors | 2013-10-31 | Paper |
| Test of random versus fixed effects with small within variation | 2013-03-14 | Paper |
| Identification and estimation of the linear-in-means model of social interactions | 2013-01-02 | Paper |
| Does Jeffrey's prior alleviate the incidental parameter problem? | 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 | 2013-01-01 | Paper |
| Long difference instrumental variables estimation for dynamic panel models with fixed effects | 2012-09-23 | Paper |
| BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS | 2012-01-04 | Paper |
| Parameter orthogonalization and Bayesian inference with many instruments | 2011-08-09 | Paper |
| Adaptive Experimental Design Using the Propensity Score | 2011-04-13 | Paper |
| Bounds on ATE with discrete outcomes | 2010-12-20 | Paper |
| Semiparametric information bound of dynamic discrete choice models | 2010-08-18 | Paper |
| PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA | 2010-07-23 | Paper |
| Stationarity and mixing properties of the dynamic Tobit model | 2010-05-27 | Paper |
| Design of randomized experiments to measure social interaction effects | 2010-02-09 | Paper |
| Comments on Convergence Properties of the Likelihood of Computed Dynamic Models | 2010-02-03 | Paper |
| The incidental parameter problem in a non-differentiable panel data model | 2009-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447124 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3409064 | 2006-11-07 | Paper |
| Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475047 | 2006-06-16 | Paper |
| A New Specification Test for the Validity of Instrumental Variables | 2006-06-16 | Paper |
| Finite Sample Properties of the Two-Step Empirical Likelihood Estimator | 2005-10-17 | Paper |
| TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS | 2005-06-07 | Paper |
| Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations | 2005-01-06 | Paper |
| A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS | 2004-03-22 | Paper |
| THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS | 2003-05-18 | Paper |
| OPTIMAL INFERENCE WITH MANY INSTRUMENTS | 2003-05-18 | Paper |
| Discontinuities of weak instrument limiting distributions. | 2002-07-15 | Paper |
| Jackknife minimum distance estimation. | 2002-07-15 | Paper |
| On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects | 2002-05-28 | Paper |
| An Alternative Estimator for the Censored Quantile Regression Model | 2002-05-28 | Paper |
| Notes on bias in estimators for simultaneous equation models. | 2002-03-03 | Paper |
| Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system | 2002-03-03 | Paper |
| A consistent semiparametric estimation of the consumer surplus distribution | 2000-10-26 | Paper |
| How informative is the initial condition in the dynamic panel model with fixed effects? | 2000-09-10 | Paper |
| Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study | 1998-06-22 | Paper |
| Efficient estimation of panel data models with sequential moment restrictions | 1997-08-03 | Paper |
| The Efficiency Bound of the Mixed Proportional Hazard Model | 1995-03-01 | Paper |
| Bootstrapping Quantile Regression Estimators | 1995-01-01 | Paper |
