| Publication | Date of Publication | Type |
|---|
Test of neglected heterogeneity in dyadic models
Journal of Econometrics | 2025-12-04 | Paper |
LM Test of Neglected Correlated Random Effects and Its Application
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Sequentially estimating the structural equation by power transformation
Econometric Theory | 2024-05-22 | Paper |
Forecasting with a panel Tobit model
Quantitative Economics | 2023-11-16 | Paper |
A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS
Econometric Theory | 2022-12-23 | Paper |
Point-optimal panel unit root tests with serially correlated errors
Econometrics Journal | 2022-07-26 | Paper |
Estimation of graphical models using the L1,2 norm
Econometrics Journal | 2022-06-24 | Paper |
BLP-2LASSO for aggregate discrete choice models with rich covariates
Econometrics Journal | 2022-06-24 | Paper |
Estimation of high-dimensional seemingly unrelated regression models
Econometric Reviews | 2022-03-04 | Paper |
Forecasting With Dynamic Panel Data Models
Econometrica | 2021-06-07 | Paper |
Panel forecasts of country-level Covid-19 infections
Journal of Econometrics | 2021-02-04 | Paper |
Demand estimation with high-dimensional product characteristics
Advances in Econometrics | 2020-11-10 | Paper |
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
(available as arXiv preprint) | 2019-05-03 | Paper |
Inference for VARs identified with sign restrictions
Quantitative Economics | 2019-02-20 | Paper |
Linear regression for panel with unknown number of factors as interactive fixed effects
Econometrica | 2019-01-30 | Paper |
Estimation of random coefficients logit demand models with interactive fixed effects
Journal of Econometrics | 2018-10-12 | Paper |
Many IVs estimation of dynamic panel regression models with measurement error
Journal of Econometrics | 2017-08-24 | Paper |
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
Journal of Econometrics | 2017-05-12 | Paper |
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
Journal of Econometrics | 2017-05-12 | Paper |
Dynamic linear panel regression models with interactive fixed effects
Econometric Theory | 2017-05-10 | Paper |
The Hausman test and weak instruments
Journal of Econometrics | 2016-08-10 | Paper |
Estimation with overidentifying inequality moment conditions
Journal of Econometrics | 2016-07-25 | Paper |
Incidental trends and the power of panel unit root tests
Journal of Econometrics | 2016-05-27 | Paper |
Maximum score estimation of a nonstationary binary choice model
Journal of Econometrics | 2015-12-29 | Paper |
Peter C. B. Phillips's contributions to panel data methods
Econometric Theory | 2014-09-05 | Paper |
A predictability test for a small number of nested models
Journal of Econometrics | 2014-06-04 | Paper |
Testing for a unit root in panels with dynamic factors
Journal of Econometrics | 2014-03-07 | Paper |
Bayesian and frequentist inference in partially identified models
Econometrica | 2013-11-06 | Paper |
Test of random versus fixed effects with small within variation
Economics Letters | 2013-03-14 | Paper |
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Economics Letters | 2012-12-27 | Paper |
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory | 2010-07-23 | Paper |
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Econometrics Journal | 2008-05-29 | Paper |
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Econometric Theory | 2007-04-23 | Paper |
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
Econometric Theory | 2006-11-14 | Paper |
| scientific article; zbMATH DE number 5071101 (Why is no real title available?) | 2006-11-07 | Paper |
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Econometrica | 2006-06-19 | Paper |
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Econometric Reviews | 2005-05-23 | Paper |
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
Econometric Theory | 2003-05-18 | Paper |
A note on the nonstationary binary choice logit model
Economics Letters | 2002-07-31 | Paper |
Linear Regression Limit Theory for Nonstationary Panel Data
Econometrica | 2002-05-28 | Paper |
How to estimate autoregressive roots near unity
Econometric Theory | 2001-11-01 | Paper |
Estimation of autoregressive roots near unity using panel data
Econometric Theory | 2001-05-16 | Paper |
Nonstationary panel data analysis: an overview of some recent developments
Econometric Reviews | 2000-11-05 | Paper |
A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors.
Economics Letters | 2000-01-12 | Paper |
