| Publication | Date of Publication | Type |
|---|
| Varying-coefficient spatial dynamic panel data models with fixed effects: theory and application | 2025-01-16 | Paper |
| Asymptotic Plateau problem via equidistant hyperplanes | 2025-01-13 | Paper |
| Large Steklov eigenvalues on hyperbolic surfaces | 2024-10-23 | Paper |
| Inference on finite-population treatment effects under limited overlap | 2022-06-22 | Paper |
| Constrained estimation using penalization and MCMC | 2022-03-16 | Paper |
| Higher dimensional surgery and Steklov eigenvalues | 2021-11-19 | Paper |
| BLP estimation using Laplace transformation and overlapping simulation draws | 2021-03-24 | Paper |
| Index estimates for surfaces with constant mean curvature in 3-dimensional manifolds | 2021-01-14 | Paper |
| Robustness properties of a sequential test for vaccine safety in the presence of misspecification | 2020-10-14 | Paper |
| The numerical bootstrap | 2020-05-05 | Paper |
| The Orlicz-Petty bodies | 2019-02-06 | Paper |
| Sharp geometric inequalities for the general \(p\)-affine capacity | 2019-01-16 | Paper |
| GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS | 2018-12-21 | Paper |
| The numerical delta method | 2018-10-12 | Paper |
| Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts | 2018-09-12 | Paper |
| A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states | 2018-03-22 | Paper |
| The \(p\)-capacitary Orlicz-Hadamard variational formula and Orlicz-Minkowski problems | 2018-03-01 | Paper |
| Efficient local IV estimation of an empirical auction model | 2017-05-12 | Paper |
| Bayesian averaging, prediction and nonnested model selection | 2016-08-15 | Paper |
| Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models | 2016-05-25 | Paper |
| A fast subsampling method for nonlinear dynamic models | 2016-04-25 | Paper |
| Estimation of dynamic discrete models from time aggregated data | 2015-08-13 | Paper |
| Extremum estimation and numerical derivatives | 2015-07-27 | Paper |
| A fast resample method for parametric and semiparametric models | 2014-11-11 | Paper |
| Endogenous binary choice model with median restrictions | 2013-01-01 | Paper |
| Semiparametric efficiency in nonlinear LATE models | 2011-02-04 | Paper |
| Estimating Static Models of Strategic Interactions | 2010-12-30 | Paper |
| Identification and Estimation of a Discrete Game of Complete Information | 2010-11-17 | Paper |
| Comment for identification and estimation of nonlinear models using two samples with nonclassical measurement errors, by Carroll, Chen and Hu | 2010-06-18 | Paper |
| Pairwise-Difference Estimation of a Dynamic Optimization Model | 2010-02-12 | Paper |
| Semiparametric efficiency in GMM models with auxiliary data | 2008-04-23 | Paper |
| Estimation and Confidence Regions for Parameter Sets in Econometric Models | 2008-02-15 | Paper |
| Inference in Censored Models with Endogenous Regressors | 2006-06-19 | Paper |
| Likelihood Estimation and Inference in a Class of Nonregular Econometric Models | 2006-06-16 | Paper |
| Measurement Error Models with Auxiliary Data | 2005-11-21 | Paper |
| Rates of information aggregation in common value auctions | 2004-08-16 | Paper |
| Three-Step Censored Quantile Regression and Extramarital Affairs | 2004-06-10 | Paper |
| A simple estimator for nonlinear error in variable models | 2003-10-14 | Paper |
| Increasing Competition and the Winner's Curse: Evidence from Procurement | 2003-08-13 | Paper |
| An MCMC approach to classical estimation. | 2003-08-07 | Paper |
| Econometric models of asymmetric ascending auctions | 2003-04-09 | Paper |
| Structural estimation of auction models | 2001-08-30 | Paper |
| CMC hypersurface with finite index in hyperbolic space $\mathbb{H}^4$ | N/A | Paper |
