| Publication | Date of Publication | Type |
|---|
| Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data | 2024-10-28 | Paper |
| Rejoinder | 2024-10-28 | Paper |
| Doubly robust estimation of multivariate fractional outcome means with multivalued treatments | 2024-08-12 | Paper |
| Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels | 2024-03-20 | Paper |
| What is a standard error? (And how should we compute it?) | 2023-11-17 | Paper |
| When Should You Adjust Standard Errors for Clustering? | 2023-02-22 | Paper |
| Revisiting regression adjustment in experiments with heterogeneous treatment effects | 2022-03-09 | Paper |
| Sampling-based versus design-based uncertainty in regression analysis | 2021-06-07 | Paper |
| On the consistency of the logistic quasi-MLE under conditional symmetry | 2020-11-04 | Paper |
| Correlated random effects models with unbalanced panels | 2019-07-01 | Paper |
| Quasi-generalized least squares regression estimation with spatial data | 2018-09-12 | Paper |
| A general double robustness result for estimating average treatment effects | 2018-01-04 | Paper |
| A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model | 2017-11-09 | Paper |
| Partial maximum likelihood estimation of spatial probit models | 2017-05-12 | Paper |
| Estimating panel data models in the presence of endogeneity and selection | 2016-08-04 | Paper |
| Panel data methods for fractional response variables with an application to test pass rates | 2016-06-13 | Paper |
| Fixed effects instrumental variables estimation in correlated random coefficient panel data models | 2016-06-03 | Paper |
| Inverse probability weighted estimation for general missing data problems | 2016-05-27 | Paper |
| A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching | 2016-02-11 | Paper |
| Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables | 2014-06-04 | Paper |
| A simple method for estimating unconditional heterogeneity distributions in correlated random effects models | 2013-03-14 | Paper |
| A computational trick for delta-method standard errors | 2013-01-02 | Paper |
| Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model | 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 | 2010-06-30 | Paper |
| On estimating firm-level production functions using proxy variables to control for unobservables | 2009-12-21 | Paper |
| On estimating firm-level production functions using proxy variables to control for unobservables | 2009-09-01 | Paper |
| Unobserved heterogeneity and estimation of average partial effects | 2007-10-09 | Paper |
| INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA | 2006-03-22 | Paper |
| VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS | 2006-03-08 | Paper |
| SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS | 2003-05-18 | Paper |
| A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables | 2002-09-01 | Paper |
| Asymptotic Properties of Weighted M-estimators for variable probability samples | 2002-05-28 | Paper |
| Asymptotic properties of weighted \(M\)-estimators for standard stratified samples. | 2001-12-16 | Paper |
| Distribution-free estimation of some nonlinear panel data models | 2000-06-13 | Paper |
| On two stage least squares estimation of the average treatment effect in a random coefficient model | 1998-06-30 | Paper |
| Estimating systems of equations with different instruments for different equations | 1997-03-12 | Paper |
| A simple test for the consistency of dynamic linear regression in rational distributed lag models | 1997-02-28 | Paper |
| Selection corrections for panel data models under conditional mean independence assumptions | 1996-02-13 | Paper |
| Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances | 1993-04-01 | Paper |
| Some Alternatives to the Box-Cox Regression Model | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015743 | 1993-01-16 | Paper |
| On the application of robust, regression-based diagnostics to models of conditional means and conditional variances | 1991-01-01 | Paper |
| A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data | 1991-01-01 | Paper |
| An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses | 1990-01-01 | Paper |
