| Publication | Date of Publication | Type |
|---|
Uniform Nonparametric Inference for Spatially Dependent Panel Data
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Some finite-sample results on the Hausman test
Economics Letters | 2024-06-14 | Paper |
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
Econometric Theory | 2023-10-24 | Paper |
The influence function of semiparametric two-step estimators with estimated control variables
Economics Letters | 2023-09-12 | Paper |
A consistent specification test for dynamic quantile models
Quantitative Economics | 2022-07-11 | Paper |
Macro-finance decoupling: robust evaluations of macro asset pricing models
Econometrica | 2022-07-11 | Paper |
Fixed-\(k\) inference for volatility
Quantitative Economics | 2022-03-24 | Paper |
Conditional Superior Predictive Ability
Review of Economic Studies | 2022-03-16 | Paper |
Estimation and inference of semiparametric models using data from several sources
Journal of Econometrics | 2022-02-10 | Paper |
Bootstrap standard error estimates and inference
Econometrica | 2022-01-06 | Paper |
Volatility coupling
The Annals of Statistics | 2021-12-03 | Paper |
On cross-validated Lasso in high dimensions
The Annals of Statistics | 2021-09-28 | Paper |
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Quantitative Economics | 2021-06-03 | Paper |
Uniform nonparametric inference for time series
Journal of Econometrics | 2021-02-09 | Paper |
On uniform asymptotic risk of averaging GMM estimators
Quantitative Economics | 2020-08-12 | Paper |
Shrinkage estimation of high-dimensional factor models with structural instabilities
Review of Economic Studies | 2019-01-23 | Paper |
Asymptotic efficiency of semiparametric two-step GMM
Review of Economic Studies | 2019-01-23 | Paper |
Nonparametric two-step sieve M estimation and inference
Econometric Theory | 2018-11-09 | Paper |
On standard inference for GMM with local identification failure of known forms
Econometric Theory | 2018-06-26 | Paper |
Nonparametric instrumental variables and regular estimation
Econometric Theory | 2018-05-24 | Paper |
Sieve semiparametric two-step GMM under weak dependence
Journal of Econometrics | 2015-09-18 | Paper |
Select the valid and relevant moments: an information-based Lasso for GMM with many moments
Journal of Econometrics | 2015-08-31 | Paper |
Automated estimation of vector error correction models
Econometric Theory | 2015-06-22 | Paper |
Sieve inference on possibly misspecified semi-nonparametric time series models
Journal of Econometrics | 2014-08-07 | Paper |
Adaptive GMM shrinkage estimation with consistent moment selection
Econometric Theory | 2014-06-20 | Paper |
Sieve \(M\) inference on irregular parameters
Journal of Econometrics | 2014-06-04 | Paper |
