| Publication | Date of Publication | Type |
|---|
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Nonparametric Testing for Asymmetric Information
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Additive Nonparametric Regression in the Presence of Endogenous Regressors
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A Combined Approach to the Inference of Conditional Factor Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Estimation and Inference on Time-Varying FAVAR Models
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Specification Test for Spatial Autoregressive Models
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach
Journal of Econometrics | 2024-06-12 | Paper |
Testing for strict stationarity via the discrete Fourier transform
Econometric Theory | 2024-05-14 | Paper |
Panel data models with time-varying latent group structures
Journal of Econometrics | 2024-03-21 | Paper |
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Specification tests for time-varying coefficient models
Journal of Econometrics | 2023-06-29 | Paper |
Identifying latent group structures in spatial dynamic panels
Journal of Econometrics | 2023-06-29 | Paper |
Uniform inference in linear panel data models with two-dimensional heterogeneity
Journal of Econometrics | 2023-06-29 | Paper |
High-dimensional VARs with common factors
Journal of Econometrics | 2023-03-03 | Paper |
Testing additive separability of error term in nonparametric structural models
Econometric Reviews | 2022-06-03 | Paper |
A nonparametric poolability test for panel data models with cross section dependence
Econometric Reviews | 2022-05-31 | Paper |
Robustify financial time series forecasting with bagging
Econometric Reviews | 2022-05-31 | Paper |
Asymptotics and bootstrap for random-effects panel data transformation models
Econometric Reviews | 2022-03-09 | Paper |
Common threshold in quantile regressions with an application to pricing for reputation
Econometric Reviews | 2022-03-04 | Paper |
Determination of different types of fixed effects in three-dimensional panels
Econometric Reviews | 2022-03-04 | Paper |
scientific article; zbMATH DE number 7370586 (Why is no real title available?)
| 2021-07-09 | Paper |
On factor models with random missing: EM estimation, inference, and cross validation
Journal of Econometrics | 2021-05-04 | Paper |
Panel threshold models with interactive fixed effects
Journal of Econometrics | 2021-02-09 | Paper |
Identifying latent group structures in nonlinear panels
Journal of Econometrics | 2021-02-04 | Paper |
Nonstationary panel models with latent group structures and cross-section dependence
Journal of Econometrics | 2021-02-04 | Paper |
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Identifying latent grouped patterns in cointegrated panels
Econometric Theory | 2020-05-27 | Paper |
Determining individual or time effects in panel data models
Journal of Econometrics | 2020-02-17 | Paper |
Panel threshold regressions with latent group structures
Journal of Econometrics | 2020-02-11 | Paper |
Strong Consistency of Spectral Clustering for Stochastic Block Models
IEEE Transactions on Information Theory | 2020-01-28 | Paper |
Non-separable models with high-dimensional data
Journal of Econometrics | 2019-10-23 | Paper |
Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
Journal of Econometrics | 2019-10-23 | Paper |
The heterogeneous effects of the minimum wage on employment across states
Economics Letters | 2019-10-10 | Paper |
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes
Scandinavian Journal of Statistics | 2019-06-07 | Paper |
Identifying latent structures in panel data
Econometrica | 2019-01-31 | Paper |
Estimation of large dimensional factor models with an unknown number of breaks
Journal of Econometrics | 2018-10-12 | Paper |
Identifying latent grouped patterns in panel data models with interactive fixed effects
Journal of Econometrics | 2018-10-12 | Paper |
Determining the number of groups in latent panel structures with an application to income and democracy
Quantitative Economics | 2018-09-13 | Paper |
A martingale-difference-divergence-based test for specification
Economics Letters | 2018-09-12 | Paper |
A practical test for strict exogeneity in linear panel data models with fixed effects
Economics Letters | 2018-09-11 | Paper |
Granger causality and structural causality in cross-section and panel data
Econometric Theory | 2017-05-16 | Paper |
Sieve estimation of panel data models with cross section dependence
Journal of Econometrics | 2017-05-12 | Paper |
Shrinkage estimation of regression models with multiple structural changes
Econometric Theory | 2017-05-10 | Paper |
Semiparametric GMM estimation of spatial autoregressive models
Journal of Econometrics | 2016-08-15 | Paper |
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Journal of Econometrics | 2016-08-01 | Paper |
Local polynomial estimation of nonparametric simultaneous equations models
Journal of Econometrics | 2016-06-10 | Paper |
A consistent characteristic function-based test for conditional independence
Journal of Econometrics | 2016-05-27 | Paper |
Testing for monotonicity in unobservables under unconfoundedness
Journal of Econometrics | 2016-05-18 | Paper |
Adaptive nonparametric regression with conditional heteroskedasticity
Econometric Theory | 2016-01-22 | Paper |
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Journal of Econometrics | 2015-12-18 | Paper |
Sieve instrumental variable quantile regression estimation of functional coefficient models
Journal of Econometrics | 2015-12-18 | Paper |
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Journal of Econometrics | 2015-12-02 | Paper |
Jackknife model averaging for quantile regressions
Journal of Econometrics | 2015-07-27 | Paper |
Specification test for panel data models with interactive fixed effects
Journal of Econometrics | 2015-05-29 | Paper |
Structural change estimation in time series regressions with endogenous variables
Economics Letters | 2015-05-19 | Paper |
QML estimation of dynamic panel data models with spatial errors
Journal of Econometrics | 2015-05-06 | Paper |
Specification testing for transformation models with an application to generalized accelerated failure-time models
Journal of Econometrics | 2014-11-24 | Paper |
Testing homogeneity in panel data models with interactive fixed effects
Econometric Theory | 2014-06-23 | Paper |
Testing conditional independence via empirical likelihood
Journal of Econometrics | 2014-06-04 | Paper |
Nonparametric dynamic panel data models: kernel estimation and specification testing
Journal of Econometrics | 2014-04-03 | Paper |
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Econometric Theory | 2013-04-29 | Paper |
Non-parametric regression under location shifts
Econometrics Journal | 2013-04-17 | Paper |
More efficient estimation of nonparametric panel data models with random effects
Economics Letters | 2013-01-28 | Paper |
Profile likelihood estimation of partially linear panel data models with fixed effects
Economics Letters | 2013-01-08 | Paper |
A simple test for multivariate conditional symmetry
Economics Letters | 2013-01-08 | Paper |
Testing for common trends in semi-parametric panel data models with fixed effects
The Econometrics Journal | 2012-07-13 | Paper |
Testing structural change in time-series nonparametric regression models
Statistics and Its Interface | 2012-01-25 | Paper |
Testing structural change in partially linear models
Econometric Theory | 2011-04-21 | Paper |
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Semiparametric Estimator of Time Series Conditional Variance
Journal of Business and Economic Statistics | 2010-10-11 | Paper |
Functional coefficient estimation with both categorical and continuous data
Advances in Econometrics | 2010-06-30 | Paper |
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Econometric Theory | 2009-06-11 | Paper |
Testing for parameter stability in quantile regression models
Statistics \& Probability Letters | 2008-11-14 | Paper |
Nonparametric prewhitening estimators for conditional quantiles
| 2008-11-05 | Paper |
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Econometric Theory | 2006-03-22 | Paper |
