| Publication | Date of Publication | Type |
|---|
Asymptotic normality of a nonparametric instrumental variables estimator
International Economic Review | 2026-02-04 | Paper |
Bootstrap based asymptotic refinements for high-dimensional nonlinear models
Journal of Econometrics | 2025-06-19 | Paper |
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
Econometrics Journal | 2022-06-22 | Paper |
| Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition | 2021-07-10 | Paper |
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Journal of Econometrics | 2021-05-04 | Paper |
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Journal of Econometrics | 2021-03-24 | Paper |
Measuring the price responsiveness of gasoline demand: economic shape restrictions and nonparametric demand estimation
Quantitative Economics | 2019-01-10 | Paper |
A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions
STATISTICA SINICA | 2018-11-22 | Paper |
Nonparametric estimation and inference under shape restrictions
Journal of Econometrics | 2017-09-28 | Paper |
Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Journal of Econometrics | 2017-05-12 | Paper |
Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Journal of Econometrics | 2017-05-12 | Paper |
Specification testing in nonparametric instrumental variable estimation
Journal of Econometrics | 2016-08-15 | Paper |
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Journal of Econometrics | 2016-07-25 | Paper |
Identification and estimation of statistical functionals using incomplete data
Journal of Econometrics | 2016-06-10 | Paper |
Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
Journal of Econometrics | 2016-04-25 | Paper |
Semiparametric estimation of a panel data proportional hazards model with fixed effects
Journal of Econometrics | 2016-04-18 | Paper |
The bootstrap in econometrics
Statistical Science | 2016-03-02 | Paper |
Identification and shape restrictions in nonparametric instrumental variables estimation
Journal of Econometrics | 2015-09-18 | Paper |
Discussion on: ``Bootstrap methods for dependent data: a review''
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
Journal of Econometrics | 2014-06-04 | Paper |
A simple bootstrap method for constructing nonparametric confidence bands for functions
The Annals of Statistics | 2013-12-11 | Paper |
A simple bootstrap method for constructing nonparametric confidence bands for functions
The Annals of Statistics | 2013-12-11 | Paper |
Penalized estimation of high-dimensional models under a generalized sparsity condition
STATISTICA SINICA | 2013-05-13 | Paper |
Oracle-efficient nonparametric estimation of an additive model with an unknown link function
Econometric Theory | 2011-07-26 | Paper |
Applied nonparametric instrumental variables estimation
Econometrica | 2011-04-27 | Paper |
Variable selection in nonparametric additive models
The Annals of Statistics | 2010-08-24 | Paper |
Goodness-of-fit tests for functional data
Econometrics Journal | 2010-02-12 | Paper |
Semiparametric and nonparametric methods in econometrics
Springer Series in Statistics | 2009-06-10 | Paper |
| scientific article; zbMATH DE number 5280088 (Why is no real title available?) | 2008-05-28 | Paper |
Asymptotic properties of bridge estimators in sparse high-dimensional regression models
The Annals of Statistics | 2008-04-23 | Paper |
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
The Annals of Statistics | 2008-02-26 | Paper |
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
The Annals of Statistics | 2008-02-26 | Paper |
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model
Econometrica | 2008-02-11 | Paper |
A Non-Parametric Test of Exogeneity
Review of Economic Studies | 2007-11-21 | Paper |
Nonparametric Estimation of an Additive Quantile Regression Model
Journal of the American Statistical Association | 2007-08-20 | Paper |
Methodology and convergence rates for functional linear regression
The Annals of Statistics | 2007-07-23 | Paper |
Semiparametric methods in applied econometrics: do the models fit the data?
Statistical Modelling | 2007-03-20 | Paper |
Optimal estimation in additive regression models
Bernoulli | 2006-11-06 | Paper |
Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
Econometrica | 2006-09-25 | Paper |
Bootstrap Methods for Markov Processes
Econometrica | 2006-06-19 | Paper |
Nonparametric methods for inference in the presence of instrumental variables
The Annals of Statistics | 2006-03-23 | Paper |
Nonparametric estimation of an additive model with a link function
The Annals of Statistics | 2005-09-12 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
Journal of the American Statistical Association | 2004-06-10 | Paper |
Should the DEA's STRIDE Data Be Used for Economic Analyses of Markets for Illegal Drugs?
Journal of the American Statistical Association | 2004-06-10 | Paper |
Computation of bounds on population parameters when the data are incomplete
Reliable Computing | 2003-11-10 | Paper |
Bootstrap critical values for tests based on the smoothed maximum score estimator
Journal of Econometrics | 2003-04-02 | Paper |
| Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data | 2002-07-30 | Paper |
An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
Econometrica | 2002-05-28 | Paper |
Bootstrap Methods for Median Regression Models
Econometrica | 2002-05-28 | Paper |
Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
Econometrica | 2002-05-28 | Paper |
Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
Econometrica | 2002-05-28 | Paper |
Internet-based econometric computing
Journal of Econometrics | 2001-09-17 | Paper |
The bootstrap and hypothesis tests in econometrics
Journal of Econometrics | 2001-01-01 | Paper |
Empirically relevant critical values for hypothesis tests: A bootstrap approach
Journal of Econometrics | 2000-11-22 | Paper |
Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations
Journal of Econometrics | 1999-05-26 | Paper |
Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
Journal of Econometrics | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1211748 (Why is no real title available?) | 1998-10-15 | Paper |
Semiparametric methods in econometrics
Lecture Notes in Statistics | 1998-06-24 | Paper |
| Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates | 1998-02-25 | Paper |
Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
Econometrica | 1997-04-27 | Paper |
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
Econometrica | 1997-01-19 | Paper |
Robust scale estimation in the error‐components model using the empirical characteristic function
The Canadian Journal of Statistics | 1996-09-03 | Paper |
Semiparametric Estimation of Regression Models for Panel Data
Review of Economic Studies | 1996-02-28 | Paper |
Robust scale estimation based on the empirical characteristic function
Statistics & Probability Letters | 1996-02-13 | Paper |
On blocking rules for the bootstrap with dependent data
Biometrika | 1996-01-25 | Paper |
Identification and Robustness with Contaminated and Corrupted Data
Econometrica | 1995-09-14 | Paper |
Fairness in simple bargaining experiments
Games and Economic Behavior | 1994-05-18 | Paper |
Semiparametric estimation of a work-trip mode choice model
Journal of Econometrics | 1993-08-25 | Paper |
| A Generalized Moments Specification Test of the Proportional Hazards Model | 1993-04-01 | Paper |
A Smoothed Maximum Score Estimator for the Binary Response Model
Econometrica | 1992-09-27 | Paper |
Computational and statistical efficiency of semiparametric gls estimators
Econometric Reviews | 1989-01-01 | Paper |
Semiparametric estimation of employment duration models
Econometric Reviews | 1987-01-01 | Paper |
A distribution-free least squares estimator for censored linear regression models
Journal of Econometrics | 1986-01-01 | Paper |
Critical Path Problems with Concave Cost-Time Curves
Management Science | 1972-01-01 | Paper |
