| Publication | Date of Publication | Type |
|---|
Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Rejoinder
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Doubly robust estimation of multivariate fractional outcome means with multivalued treatments
Econometric Reviews | 2024-08-12 | Paper |
Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
Economics Letters | 2024-03-20 | Paper |
What is a standard error? (And how should we compute it?)
Journal of Econometrics | 2023-11-17 | Paper |
When Should You Adjust Standard Errors for Clustering?
The Quarterly Journal of Economics | 2023-02-22 | Paper |
Revisiting regression adjustment in experiments with heterogeneous treatment effects
Econometric Reviews | 2022-03-09 | Paper |
Sampling-based versus design-based uncertainty in regression analysis
Econometrica | 2021-06-07 | Paper |
On the consistency of the logistic quasi-MLE under conditional symmetry
Economics Letters | 2020-11-04 | Paper |
Correlated random effects models with unbalanced panels
Journal of Econometrics | 2019-07-01 | Paper |
Quasi-generalized least squares regression estimation with spatial data
Economics Letters | 2018-09-12 | Paper |
A general double robustness result for estimating average treatment effects
Econometric Theory | 2018-01-04 | Paper |
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Economics Letters | 2017-11-09 | Paper |
Partial maximum likelihood estimation of spatial probit models
Journal of Econometrics | 2017-05-12 | Paper |
Estimating panel data models in the presence of endogeneity and selection
Journal of Econometrics | 2016-08-04 | Paper |
Panel data methods for fractional response variables with an application to test pass rates
Journal of Econometrics | 2016-06-13 | Paper |
Fixed effects instrumental variables estimation in correlated random coefficient panel data models
Journal of Econometrics | 2016-06-03 | Paper |
Inverse probability weighted estimation for general missing data problems
Journal of Econometrics | 2016-05-27 | Paper |
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Journal of Econometrics | 2016-02-11 | Paper |
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Journal of Econometrics | 2014-06-04 | Paper |
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Economics Letters | 2013-03-14 | Paper |
A computational trick for delta-method standard errors
Economics Letters | 2013-01-02 | Paper |
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
Economics Letters | 2013-01-01 | Paper |
| Econometric analysis of cross section and panel data. | 2011-04-26 | Paper |
| Econometric analysis of cross section and panel data. | 2011-04-26 | Paper |
Instrumental variables estimation of the average treatment effect in the correlated random coefficient model
Modelling and Evaluating Treatment Effects in Econometrics | 2010-06-30 | Paper |
On estimating firm-level production functions using proxy variables to control for unobservables
Economics Letters | 2009-12-21 | Paper |
On estimating firm-level production functions using proxy variables to control for unobservables
Economics Letters | 2009-09-01 | Paper |
| Unobserved heterogeneity and estimation of average partial effects | 2007-10-09 | Paper |
INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
Econometric Theory | 2006-03-22 | Paper |
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
Econometric Theory | 2006-03-08 | Paper |
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
Econometric Theory | 2003-05-18 | Paper |
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Economics Letters | 2002-09-01 | Paper |
Asymptotic Properties of Weighted M-estimators for variable probability samples
Econometrica | 2002-05-28 | Paper |
Asymptotic properties of weighted \(M\)-estimators for standard stratified samples.
Econometric Theory | 2001-12-16 | Paper |
Distribution-free estimation of some nonlinear panel data models
Journal of Econometrics | 2000-06-13 | Paper |
On two stage least squares estimation of the average treatment effect in a random coefficient model
Economics Letters | 1998-06-30 | Paper |
Estimating systems of equations with different instruments for different equations
Journal of Econometrics | 1997-03-12 | Paper |
A simple test for the consistency of dynamic linear regression in rational distributed lag models
Economics Letters | 1997-02-28 | Paper |
Selection corrections for panel data models under conditional mean independence assumptions
Journal of Econometrics | 1996-02-13 | Paper |
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Econometric Reviews | 1993-04-01 | Paper |
Some Alternatives to the Box-Cox Regression Model
International Economic Review | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 88844 (Why is no real title available?) | 1993-01-16 | Paper |
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
Journal of Econometrics | 1991-01-01 | Paper |
A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data
Economics Letters | 1991-01-01 | Paper |
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
Journal of Econometrics | 1990-01-01 | Paper |
