| Publication | Date of Publication | Type |
|---|
| Efficient bias correction for cross-section and panel data | 2024-11-29 | Paper |
| Locally Robust Semiparametric Estimation | 2024-01-23 | Paper |
| Heterogeneous coefficients, control variables and identification of multiple treatment effects | 2022-09-08 | Paper |
| The influence function of semiparametric estimators | 2022-07-11 | Paper |
| Semiparametric estimation of structural functions in nonseparable triangular models | 2021-06-03 | Paper |
| A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees | 2021-05-31 | Paper |
| Control variables, discrete instruments, and identification of structural functions | 2021-03-24 | Paper |
| Combining Two Consistent Estimators | 2020-11-10 | Paper |
| An Expository Note on the Existence of Moments of Fuller and HFUL Estimators | 2020-11-10 | Paper |
| Nonseparable multinomial choice models in cross-section and panel data | 2019-07-01 | Paper |
| Individual Heterogeneity and Average Welfare | 2019-01-31 | Paper |
| Local Identification of Nonparametric and Semiparametric Models | 2019-01-29 | Paper |
| Instrumental variable estimation with heteroskedasticity and many instruments | 2018-12-04 | Paper |
| Inference in Linear Regression Models with Many Covariates and Heteroscedasticity | 2018-12-04 | Paper |
| ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS | 2018-04-25 | Paper |
| De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers | 2018-02-23 | Paper |
| Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation | 2018-01-27 | Paper |
| Semiparametric Efficient Empirical Higher Order Influence Function Estimators | 2017-05-22 | Paper |
| Properties of the CUE estimator and a modification with moments | 2016-08-12 | Paper |
| Choosing instrumental variables in conditional moment restriction models | 2016-07-18 | Paper |
| Instrumental variable estimation of nonseparable models | 2016-05-09 | Paper |
| Constrained Conditional Moment Restriction Models | 2015-09-21 | Paper |
| Nonparametric identification in panels using quantiles | 2015-08-13 | Paper |
| Testing overidentifying restrictions with many instruments and heteroskedasticity | 2014-08-07 | Paper |
| Neglected heterogeneity in moment condition models | 2014-08-07 | Paper |
| Average and quantile effects in nonseparable panel models | 2013-11-04 | Paper |
| A method of moments interpretation of sequential estimators | 2013-10-24 | Paper |
| A large-sample Chow test for the linear simultaneous equation | 2013-10-24 | Paper |
| ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS | 2012-03-29 | Paper |
| Two-step series estimation of sample selection models | 2010-02-12 | Paper |
| Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity | 2009-12-21 | Paper |
| Generalized Method of Moments With Many Weak Moment Conditions | 2009-11-13 | Paper |
| Two-step series estimation of sample selection models | 2009-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309195 | 2007-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309208 | 2007-10-09 | Paper |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators | 2006-06-19 | Paper |
| Instrumental Variable Estimation of Nonparametric Models | 2006-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475047 | 2006-06-16 | Paper |
| Twicing Kernels and a Small Bias Property of Semiparametric Estimators | 2006-06-16 | Paper |
| Efficient Semiparametric Estimation via Moment Restrictions | 2006-06-16 | Paper |
| Nonparametric Estimation with Nonlinear Budget Sets | 2006-06-16 | Paper |
| Empirical likelihood estimation and consistent tests with conditional moment restrictions | 2003-10-14 | Paper |
| CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS | 2003-05-18 | Paper |
| A Comparison of Partially Adaptive and Reweighted Least Squares Estimation | 2003-05-12 | Paper |
| Nonparametric Estimation of Sample Selection Models | 2003-01-01 | Paper |
| Choosing the Number of Instruments | 2002-05-28 | Paper |
| Nonparametric Estimation of Triangular Simultaneous Equations Models | 2002-05-28 | Paper |
| Efficient Semiparametric Estimation of Expectations | 2002-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518950 | 2002-02-01 | Paper |
| A jackknife interpretation of the continuous updating estimator | 2000-06-04 | Paper |
| Consistency of two-step sample selection estimators despite misspecification of distribution | 1999-06-21 | Paper |
| Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models | 1997-09-18 | Paper |
| Convergence rates and asymptotic normality for series estimators | 1997-08-03 | Paper |
| Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss | 1996-02-01 | Paper |
| Automatic Lag Selection in Covariance Matrix Estimation | 1995-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328417 | 1995-05-10 | Paper |
| Nonlinear errors in variables estimation of some Engel curves | 1995-02-01 | Paper |
| The Asymptotic Variance of Semiparametric Estimators | 1995-01-11 | Paper |
| Series estimation of semilinear models | 1994-10-17 | Paper |
| Efficiency of Weighted Average Derivative Estimators and Index Models | 1994-01-06 | Paper |
| Efficiency bounds for some semiparametric selection models | 1993-08-25 | Paper |
| Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015737 | 1993-01-16 | Paper |
| Identification and estimation of polynomial errors-in-variables models | 1992-06-28 | Paper |
| Uniform Convergence in Probability and Stochastic Equicontinuity | 1992-06-25 | Paper |
| Semiparametric efficiency bounds | 1990-01-01 | Paper |
| Efficient Instrumental Variables Estimation of Nonlinear Models | 1990-01-01 | Paper |
| Estimating Vector Autoregressions with Panel Data | 1988-11-01 | Paper |
| Estimating Vector Autoregressions with Panel Data | 1988-01-01 | Paper |
| Adaptive estimation of regression models via moment restrictions | 1988-01-01 | Paper |
| Asymmetric Least Squares Estimation and Testing | 1987-07-01 | Paper |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions | 1987-01-01 | Paper |
| Asymmetric Least Squares Estimation and Testing | 1987-01-01 | Paper |
| A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix | 1987-01-01 | Paper |
| Hypothesis Testing with Efficient Method of Moments Estimation | 1987-01-01 | Paper |
| Efficient estimation of limited dependent variable models with endogenous explanatory variables | 1987-01-01 | Paper |
| Specification tests for distributional assumptions in the Tobit model | 1987-01-01 | Paper |
| Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables | 1986-01-01 | Paper |
| Maximum Likelihood Specification Testing and Conditional Moment Tests | 1985-09-01 | Paper |
| Generalized method of moments specification testing | 1985-01-01 | Paper |
| Maximum Likelihood Specification Testing and Conditional Moment Tests | 1985-01-01 | Paper |
