| Publication | Date of Publication | Type |
|---|
On solving endogeneity with invalid instruments: an application to investment equations
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
Unconditional effects of general policy interventions
Journal of Econometrics | 2024-02-13 | Paper |
Density estimation using bootstrap quantile variance and quantile-mean covariance
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
Correction to: ``RIF regression via sensitivity curves
Statistical Methods and Applications | 2023-06-26 | Paper |
RIF regression via sensitivity curves
Statistical Methods and Applications | 2023-06-26 | Paper |
Estimating impulse-response functions for macroeconomic models using directional quantiles
Journal of Time Series Econometrics | 2022-07-05 | Paper |
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Econometrics Journal | 2022-06-22 | Paper |
Horvitz-Thompson estimator under partial information with an application to network degree distribution
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Portfolio selection in quantile decision models
Annals of Finance | 2022-06-13 | Paper |
Subgraph network random effects error components models: specification and testing
Journal of Econometric Methods | 2022-04-05 | Paper |
Network ANOVA random effects models for node attributes
Journal of Dynamics and Games | 2021-01-14 | Paper |
Quantile selection in non-linear GMM quantile models
Economics Letters | 2020-11-04 | Paper |
Level-based estimation of dynamic panel models
Journal of Econometric Methods | 2020-05-19 | Paper |
Multivariate quantile impulse response functions
Journal of Time Series Analysis | 2019-10-18 | Paper |
Quantile double AR time series models for financial returns
Journal of Forecasting | 2018-10-11 | Paper |
Endogeneity bias modeling using observables
Economics Letters | 2018-09-11 | Paper |
An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation
Economics Letters | 2018-09-05 | Paper |
The role of bank relationships in the interbank market
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Testing for serial correlation in hierarchical linear models
Journal of Multivariate Analysis | 2018-04-12 | Paper |
A new robust and most powerful test in the presence of local misspecification
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
Reduced form vector directional quantiles
Journal of Multivariate Analysis | 2017-06-22 | Paper |
On the equivalence of instrumental variables estimators for linear models
Economics Letters | 2017-06-09 | Paper |
Asymptotics for panel quantile regression models with individual effects
Journal of Econometrics | 2017-05-12 | Paper |
Asymptotics for panel quantile regression models with individual effects
Journal of Econometrics | 2017-05-12 | Paper |
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
Journal of Econometric Methods | 2016-09-15 | Paper |
Robust tests for heteroskedasticity in the one-way error components model
Journal of Econometrics | 2016-08-10 | Paper |
Endogeneity in threshold nonlinearity tests
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
Testing linearity against threshold effects: uniform inference in quantile regression
Annals of the Institute of Statistical Mathematics | 2014-10-02 | Paper |
Bayesian endogeneity bias modeling
Economics Letters | 2014-06-18 | Paper |
Threshold quantile autoregressive models
Journal of Time Series Analysis | 2014-06-16 | Paper |
Tests for skewness and kurtosis in the one-way error component model
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Nonparametric estimation of ATE and QTE: an application of fractile graphical analysis
Journal of Probability and Statistics | 2011-10-26 | Paper |
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
Econometric Theory | 2011-04-21 | Paper |
Robust misspecification tests for the Heckman's two-step estimator
Econometric Reviews | 2011-03-30 | Paper |
Penalized quantile regression for dynamic panel data
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
Testing for random effects and serial correlation in spatial autoregressive models
Journal of Statistical Planning and Inference | 2010-01-22 | Paper |
Testing under local misspecification and artificial regressions
Economics Letters | 2009-12-21 | Paper |
