| Publication | Date of Publication | Type |
|---|
| On uniform confidence intervals for the tail index and the extreme quantile | 2025-01-16 | Paper |
| Extreme Changes in Changes | 2024-10-28 | Paper |
| Fixed-k Inference for Conditional Extremal Quantiles | 2024-10-17 | Paper |
| Multiway Cluster Robust Double/Debiased Machine Learning | 2024-10-17 | Paper |
| Testing and relaxing the exclusion restriction in the control function approach | 2024-03-21 | Paper |
| Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators | 2024-03-05 | Paper |
| Tuning parameter-free nonparametric density estimation from tabulated summary data | 2024-02-13 | Paper |
| On real forms of Fermat hypersurfaces | 2023-12-17 | Paper |
| Nonnatural automorphisms of the Hilbert scheme of two points of some simple abelian variety | 2023-11-29 | Paper |
| Unconditional quantile regression with high‐dimensional data | 2023-11-16 | Paper |
| ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY | 2023-11-16 | Paper |
| Inference for High-Dimensional Exchangeable Arrays | 2023-10-18 | Paper |
| Dynamic discrete choice models with incomplete data: sharp identification | 2023-08-18 | Paper |
| POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA | 2023-06-13 | Paper |
| Estimation and inference for policy relevant treatment effects | 2023-06-09 | Paper |
| Nonparametric difference-in-differences in repeated cross-sections with continuous treatments | 2023-06-09 | Paper |
| On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile | 2022-10-10 | Paper |
| ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS | 2022-03-21 | Paper |
| Quantile regression with interval data | 2022-03-09 | Paper |
| Robust inference in deconvolution | 2021-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5012307 | 2021-08-31 | Paper |
| QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS | 2021-04-16 | Paper |
| Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics | 2020-11-12 | Paper |
| Estimating production functions with robustness against errors in the proxy variables | 2020-05-21 | Paper |
| Uniform confidence bands for nonparametric errors-in-variables regression | 2019-12-19 | Paper |
| Causal inference by quantile regression kink designs | 2019-07-01 | Paper |
| Robust uniform inference for quantile treatment effects in regression discontinuity designs | 2019-07-01 | Paper |
| Uniform confidence bands in deconvolution with unknown error distribution | 2018-10-12 | Paper |
| Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics | 2018-03-22 | Paper |
| CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES | 2018-01-04 | Paper |
| IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS | 2017-09-15 | Paper |
| ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE | 2017-08-22 | Paper |
| Unequal spacing in dynamic panel data: identification and estimation | 2017-01-13 | Paper |
| WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? | 2015-11-20 | Paper |
| Estimation of heterogeneous autoregressive parameters with short panel data | 2015-07-27 | Paper |
| Heterogeneity and selection in dynamic panel data | 2015-07-27 | Paper |
| Closed-form estimation of nonparametric models with non-classical measurement errors | 2015-05-06 | Paper |
| Matching heterogeneous traders in quantity-regulated markets | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3429484 | 2007-04-02 | Paper |
