| Publication | Date of Publication | Type |
|---|
Estimation and Inference of Discontinuity in Density
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
GLS under monotone heteroskedasticity
Journal of Econometrics | 2025-01-16 | Paper |
Empirical Likelihood for Network Data
Journal of the American Statistical Association | 2024-11-01 | Paper |
Empirical likelihood for high frequency data
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Equilibrium multiplicity in dynamic games: testing and estimation
Econometrics Journal | 2024-06-11 | Paper |
A jackknife Lagrange multiplier test with many weak instruments
Econometric Theory | 2024-05-22 | Paper |
On large market asymptotics for spatial price competition models
Economics Letters | 2024-03-20 | Paper |
Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Reweighted nonparametric likelihood inference for linear functionals
Electronic Journal of Statistics | 2024-01-05 | Paper |
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
International Economic Review | 2023-11-16 | Paper |
Nonparametric estimation of additive models with errors-in-variables
Econometric Reviews | 2023-07-25 | Paper |
Empirical likelihood inference for monotone index model
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Bandwidth selection for nonparametric regression with errors-in-variables
Econometric Reviews | 2023-07-25 | Paper |
Second-order refinements for \(t\)-ratios with many instruments
Journal of Econometrics | 2023-02-01 | Paper |
Empirical likelihood inference for Oaxaca-Blinder decomposition
Economics Letters | 2022-10-11 | Paper |
Estimation of varying coefficient models with measurement error
Journal of Econometrics | 2022-09-14 | Paper |
Inference on incomplete information games with multi-dimensional actions
Economics Letters | 2022-07-26 | Paper |
Inference on conditional moment restriction models with generated variables
Economics Letters | 2022-07-26 | Paper |
Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect
Quantitative Economics | 2022-07-11 | Paper |
Robustness of Bootstrap in Instrumental Variable Regression
Econometric Reviews | 2022-05-31 | Paper |
On the uniform convergence of deconvolution estimators from repeated measurements
Econometric Theory | 2022-03-21 | Paper |
Estimation of nonseparable models with censored dependent variables and endogenous regressors
Econometric Reviews | 2022-03-04 | Paper |
On linearization of nonparametric deconvolution estimators for repeated measurements model
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Relative error accurate statistic based on nonparametric likelihood
Econometric Theory | 2022-01-26 | Paper |
Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
Biometrika | 2022-01-19 | Paper |
Average derivative estimation under measurement error
Econometric Theory | 2021-11-25 | Paper |
Specification testing for errors-in-variables models
Econometric Theory | 2021-09-10 | Paper |
Score estimation of monotone partially linear index model
Journal of Nonparametric Statistics | 2021-05-19 | Paper |
Sample sensitivity for two-step and continuous updating GMM estimators
Economics Letters | 2021-02-09 | Paper |
On Gaussian Approximation for M-Estimator
| 2020-12-31 | Paper |
A simple test for identification in GMM under conditional moment restrictions
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Kolmogorov-Smirnov type test for generated variables
Economics Letters | 2020-11-04 | Paper |
Likelihood inference on semiparametric models with generated regressors
Econometric Theory | 2020-08-26 | Paper |
Inference on distribution functions under measurement error
Journal of Econometrics | 2020-02-17 | Paper |
NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
Econometric Theory | 2018-11-09 | Paper |
Pooling data across markets in dynamic Markov games
Quantitative Economics | 2018-09-12 | Paper |
Local M-estimation with discontinuous criterion for dependent and limited observations
The Annals of Statistics | 2018-04-27 | Paper |
Local GMM estimation of time series models with conditional moment restrictions
Journal of Econometrics | 2017-05-12 | Paper |
Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Journal of Econometrics | 2017-05-12 | Paper |
Hodges-Lehmann optimality for testing moment conditions
Journal of Econometrics | 2017-05-12 | Paper |
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Journal of Econometrics | 2016-08-15 | Paper |
On Bahadur efficiency of empirical likelihood
Journal of Econometrics | 2016-08-04 | Paper |
Conditional empirical likelihood estimation and inference for quantile regression models
Journal of Econometrics | 2016-06-03 | Paper |
Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Empirical likelihood for regression discontinuity design
Journal of Econometrics | 2015-05-29 | Paper |
On Bartlett correctability of empirical likelihood in generalized power divergence family
Statistics & Probability Letters | 2014-06-05 | Paper |
On testability of complementarity in models with multiple equilibria
Economics Letters | 2014-03-27 | Paper |
Estimating derivatives in nonseparable models with limited dependent variables
Econometrica | 2013-11-08 | Paper |
Robustness, infinitesimal neighborhoods, and moment restrictions
Econometrica | 2013-11-04 | Paper |
Second-order refinement of empirical likelihood for testing overidentifying restrictions
Econometric Theory | 2013-09-11 | Paper |
Corrigendum to ``Large deviations of realized volatility
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Empirical likelihood for nonparametric additive models
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2013-02-14 | Paper |
Large deviation asymptotics for statistical treatment rules
Economics Letters | 2013-01-29 | Paper |
Breakdown point theory for implied probability bootstrap
The Econometrics Journal | 2012-07-13 | Paper |
Large deviations of realized volatility
Stochastic Processes and their Applications | 2012-03-05 | Paper |
Large deviations of generalized method of moments and empirical likelihood estimators
Econometrics Journal | 2011-07-27 | Paper |
Moderate deviations of generalized method of moments and empirical likelihood estimators
Journal of Multivariate Analysis | 2011-07-08 | Paper |
Empirical likelihood estimation of conditional moment restriction models with unknown functions
Econometric Theory | 2011-03-08 | Paper |
Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Econometric Theory | 2011-03-08 | Paper |
RESET for quantile regression
Test | 2011-01-22 | Paper |
Optimal experimental design criterion for discriminating semiparametric models
Journal of Statistical Planning and Inference | 2008-10-29 | Paper |
Penalized empirical likelihood estimation of semiparametric models
Journal of Multivariate Analysis | 2008-04-23 | Paper |
GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
Econometric Theory | 2006-11-07 | Paper |
