| Publication | Date of Publication | Type |
|---|
Consistent Nonparametric Tests for Lorenz Dominance
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Improving the power of tests of stochastic dominance
Econometric Reviews | 2022-06-07 | Paper |
Choosing instrumental variables in conditional moment restriction models
Journal of Econometrics | 2016-07-18 | Paper |
The effect of college curriculum on earnings: an affinity identifier for non-ignorable non-response bias
Journal of Econometrics | 2016-06-13 | Paper |
Consistent tests for poverty dominance relations
Journal of Econometrics | 2016-03-01 | Paper |
Inverse probability weighted estimation of local average treatment effects: a higher order MSE expansion
Statistics & Probability Letters | 2014-10-27 | Paper |
Estimation and inference for distribution functions and quantile functions in treatment effect models
Journal of Econometrics | 2014-08-07 | Paper |
Incorporating covariates in the measurement of welfare and inequality: methods and applications
The Econometrics Journal | 2012-07-13 | Paper |
A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters
Economics Letters | 2012-06-13 | Paper |
On rank estimation in symmetric matrices: the case of indefinite matrix estimators
Econometric Theory | 2012-05-14 | Paper |
Local and global rank tests for multivariate varying-coefficient models
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Consistent Tests for Stochastic Dominance
Econometrica | 2006-06-19 | Paper |
Empirical likelihood estimation and consistent tests with conditional moment restrictions
Journal of Econometrics | 2003-10-14 | Paper |
Superconsistent estimation and inference in structural econometric models using extreme order statistics.
Journal of Econometrics | 2003-02-17 | Paper |
Choosing the Number of Instruments
Econometrica | 2002-05-28 | Paper |
Differences in wage distributions between Canada and the United States: An application of a flexible estimator of distribution functions in the presence of covariates
The Review of Economic Studies | 2001-07-03 | Paper |
A jackknife interpretation of the continuous updating estimator
Economics Letters | 2000-06-04 | Paper |
| On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix | 1998-01-07 | Paper |
Inferring the rank of a matrix
Journal of Econometrics | 1997-12-14 | Paper |
Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
Econometrica | 1997-11-09 | Paper |
Two-step estimation of heteroskedastic sample selection models
Journal of Econometrics | 1995-06-14 | Paper |
Series estimation of semilinear models
Journal of Multivariate Analysis | 1994-10-17 | Paper |
A simple consistent specification test
Economics Letters | 1994-01-23 | Paper |
Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
International Economic Review | 1993-08-15 | Paper |
A note on the estimation of limited dependent variable models under rational expectations
Economics Letters | 1992-09-27 | Paper |
