Publication | Date of Publication | Type |
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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 |
A New Specification Test for the Validity of Instrumental Variables | 2006-06-16 | 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 |
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 |
Jackknife minimum distance estimation. | 2002-07-15 | Paper |
Discontinuities of weak instrument limiting distributions. | 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 |