| Publication | Date of Publication | Type |
|---|
Estimation of non-smooth non-parametric estimating equations models with dependent data
Journal of Time Series Analysis | 2024-12-27 | Paper |
Local polynomial estimation of nonparametric general estimating equations
Statistics & Probability Letters | 2023-07-04 | Paper |
Misspecified semiparametric model selection with weakly dependent observations
Journal of Time Series Analysis | 2022-08-11 | Paper |
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Econometric Reviews | 2022-08-05 | Paper |
Robust estimation and inference for general varying coefficient models with missing observations
Test | 2021-11-19 | Paper |
Robust nonlinear regression estimation in null recurrent time series
Journal of Econometrics | 2021-10-26 | Paper |
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models
Journal of Nonparametric Statistics | 2021-05-03 | Paper |
A simple test for identification in GMM under conditional moment restrictions
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Average derivative estimation with missing responses
Advances in Econometrics | 2020-07-10 | Paper |
Two-step semiparametric empirical likelihood inference
The Annals of Statistics | 2020-05-05 | Paper |
Semiparametric quantile regression with random censoring
Annals of the Institute of Statistical Mathematics | 2020-03-09 | Paper |
Semiparametric estimation of moment condition models with weakly dependent data
Journal of Nonparametric Statistics | 2017-06-16 | Paper |
Local information theoretic methods for smooth coefficients dynamic panel data models
Journal of Time Series Analysis | 2016-08-30 | Paper |
Second-order power comparisons for a class of nonparametric likelihood-based tests
Biometrika | 2016-06-27 | Paper |
Semiparametric quasi-likelihood estimation with missing data
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Nonparametric likelihood inference for general autoregressive models
Statistical Methods and Applications | 2016-03-17 | Paper |
Semiparametric generalized estimating equations in misspecified models
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Semiparametric estimation with missing covariates
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Varying coefficients partially linear models with randomly censored data
Annals of the Institute of Statistical Mathematics | 2014-10-02 | Paper |
Partially linear varying coefficient models with missing at random responses
Annals of the Institute of Statistical Mathematics | 2013-11-11 | Paper |
Improved generalized method of moments estimators for weakly dependent observations
Journal of Time Series Analysis | 2013-10-04 | Paper |
Efficient bootstrap with weakly dependent processes
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Comment on: Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
The Econometrics Journal | 2012-07-13 | Paper |
Empirical likelihood for efficient semiparametric average treatment effects
Econometric Reviews | 2011-03-30 | Paper |
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Econometrics Journal | 2010-10-15 | Paper |
Efficient M-estimators with auxiliary information
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
Two-step generalised empirical likelihood inference for semiparametric models
Journal of Multivariate Analysis | 2009-06-09 | Paper |
| Generalised empirical likelihood for cointegrating regressions | 2008-02-22 | Paper |
Blockwise empirical entropy tests for time series regressions
Journal of Time Series Analysis | 2006-05-24 | Paper |
Bartlett-type adjustments for empirical discrepancy test statistics
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
Econometric Theory | 2005-10-18 | Paper |
Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.
Statistics & Probability Letters | 2003-05-07 | Paper |
Testing linear restrictions in linear models with empirical likelihood
Econometrics Journal | 2002-08-28 | Paper |
A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
Econometric Theory | 2001-07-19 | Paper |
