| Publication | Date of Publication | Type |
|---|
| Estimation and Inference of Discontinuity in Density | 2025-01-20 | Paper |
| GLS under monotone heteroskedasticity | 2025-01-16 | Paper |
| Empirical Likelihood for Network Data | 2024-11-01 | Paper |
| Empirical likelihood for high frequency data | 2024-10-28 | Paper |
| Equilibrium multiplicity in dynamic games: testing and estimation | 2024-06-11 | Paper |
| A jackknife Lagrange multiplier test with many weak instruments | 2024-05-22 | Paper |
| On large market asymptotics for spatial price competition models | 2024-03-20 | Paper |
| Estimating Density Ratio of Marginals to Joint: Applications to Causal Inference | 2024-03-05 | Paper |
| Reweighted nonparametric likelihood inference for linear functionals | 2024-01-05 | Paper |
| ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY | 2023-11-16 | Paper |
| Nonparametric estimation of additive models with errors-in-variables | 2023-07-25 | Paper |
| Empirical likelihood inference for monotone index model | 2023-07-25 | Paper |
| Bandwidth selection for nonparametric regression with errors-in-variables | 2023-07-25 | Paper |
| Second-order refinements for \(t\)-ratios with many instruments | 2023-02-01 | Paper |
| Empirical likelihood inference for Oaxaca-Blinder decomposition | 2022-10-11 | Paper |
| Estimation of varying coefficient models with measurement error | 2022-09-14 | Paper |
| Inference on incomplete information games with multi-dimensional actions | 2022-07-26 | Paper |
| Inference on conditional moment restriction models with generated variables | 2022-07-26 | Paper |
| Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect | 2022-07-11 | Paper |
| Robustness of Bootstrap in Instrumental Variable Regression | 2022-05-31 | Paper |
| ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS | 2022-03-21 | Paper |
| Estimation of nonseparable models with censored dependent variables and endogenous regressors | 2022-03-04 | Paper |
| On linearization of nonparametric deconvolution estimators for repeated measurements model | 2022-03-01 | Paper |
| RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD | 2022-01-26 | Paper |
| Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics | 2022-01-19 | Paper |
| AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR | 2021-11-25 | Paper |
| SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS | 2021-09-10 | Paper |
| Score estimation of monotone partially linear index model | 2021-05-19 | Paper |
| Sample sensitivity for two-step and continuous updating GMM estimators | 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 | 2020-11-10 | Paper |
| Kolmogorov-Smirnov type test for generated variables | 2020-11-04 | Paper |
| LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS | 2020-08-26 | Paper |
| Inference on distribution functions under measurement error | 2020-02-17 | Paper |
| NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES | 2018-11-09 | Paper |
| Pooling data across markets in dynamic Markov games | 2018-09-12 | Paper |
| Local M-estimation with discontinuous criterion for dependent and limited observations | 2018-04-27 | Paper |
| Local GMM estimation of time series models with conditional moment restrictions | 2017-05-12 | Paper |
| Optimal comparison of misspecified moment restriction models under a chosen measure of fit | 2017-05-12 | Paper |
| Hodges-Lehmann optimality for testing moment conditions | 2017-05-12 | Paper |
| Testing for non-nested conditional moment restrictions using unconditional empirical likelihood | 2016-08-15 | Paper |
| On Bahadur efficiency of empirical likelihood | 2016-08-04 | Paper |
| Conditional empirical likelihood estimation and inference for quantile regression models | 2016-06-03 | Paper |
| Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses | 2016-01-15 | Paper |
| Empirical likelihood for regression discontinuity design | 2015-05-29 | Paper |
| On Bartlett correctability of empirical likelihood in generalized power divergence family | 2014-06-05 | Paper |
| On testability of complementarity in models with multiple equilibria | 2014-03-27 | Paper |
| Estimating derivatives in nonseparable models with limited dependent variables | 2013-11-08 | Paper |
| Robustness, infinitesimal neighborhoods, and moment restrictions | 2013-11-04 | Paper |
| Second-order refinement of empirical likelihood for testing overidentifying restrictions | 2013-09-11 | Paper |
| Corrigendum to ``Large deviations of realized volatility | 2013-03-06 | Paper |
| Empirical Likelihood for Nonparametric Additive Models | 2013-02-14 | Paper |
| Large deviation asymptotics for statistical treatment rules | 2013-01-29 | Paper |
| Breakdown point theory for implied probability bootstrap | 2012-07-13 | Paper |
| Large deviations of realized volatility | 2012-03-05 | Paper |
| Large deviations of generalized method of moments and empirical likelihood estimators | 2011-07-27 | Paper |
| Moderate deviations of generalized method of moments and empirical likelihood estimators | 2011-07-08 | Paper |
| EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS | 2011-03-08 | Paper |
| TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD | 2011-03-08 | Paper |
| RESET for quantile regression | 2011-01-22 | Paper |
| Optimal experimental design criterion for discriminating semiparametric models | 2008-10-29 | Paper |
| Penalized empirical likelihood estimation of semiparametric models | 2008-04-23 | Paper |
| GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION | 2006-11-07 | Paper |
