| Publication | Date of Publication | Type |
|---|
Estimation and Inference for Linear Panel Data Models Under Misspecification When BothnandTare Large
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
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 |
Testing for Slope Heterogeneity Bias in Panel Data Models
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
HAC Covariance Matrix Estimation in Quantile Regression
Journal of the American Statistical Association | 2024-11-01 | Paper |
Bootstrap Inference for Panel Data Quantile Regression
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Numerical solution of dynamic quantile models
Journal of Economic Dynamics and Control | 2023-07-04 | Paper |
Conditional quantiles: an operator-theoretical approach
Bernoulli | 2023-06-02 | Paper |
GMM quantile regression
Journal of Econometrics | 2022-09-14 | Paper |
Portfolio selection in quantile decision models
Annals of Finance | 2022-06-13 | Paper |
Static and dynamic quantile preferences
Economic Theory | 2022-05-31 | Paper |
Do people maximize quantiles?
Games and Economic Behavior | 2022-02-25 | Paper |
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
Quantitative Economics | 2021-06-03 | Paper |
Quantile selection in non-linear GMM quantile models
Economics Letters | 2020-11-04 | Paper |
Dynamic Quantile Models of Rational Behavior
Econometrica | 2020-10-12 | Paper |
On the unbiased asymptotic normality of quantile regression with fixed effects
Journal of Econometrics | 2020-06-18 | Paper |
Measurement errors in quantile regression models
Journal of Econometrics | 2020-02-11 | Paper |
Smoothed GMM for quantile models
Journal of Econometrics | 2019-10-23 | Paper |
Endogeneity bias modeling using observables
Economics Letters | 2018-09-11 | Paper |
Uniformly semiparametric efficient estimation of treatment effects with a continuous treatment
Journal of the American Statistical Association | 2017-10-13 | 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 |
A new characterization of the normal distribution and test for normality
Econometric Theory | 2017-04-28 | Paper |
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
Journal of Econometric Methods | 2016-09-15 | Paper |
Quantile regression for dynamic panel data with fixed effects
Journal of Econometrics | 2016-08-12 | Paper |
Unit root quantile autoregression testing using covariates
Journal of Econometrics | 2016-07-25 | Paper |
Smoothed quantile regression for panel data
Journal of Econometrics | 2016-05-18 | Paper |
Efficient minimum distance estimator for quantile regression fixed effects panel data
Journal of Multivariate Analysis | 2014-11-28 | 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 |
On Testing the Equality of Mean and Quantile Effects
Journal of Econometric Methods | 2014-04-30 | Paper |
| Estimation and inference for linear panel data models under misspecification when both $n$ and $T$ are large | 2014-03-09 | Paper |
Tests for skewness and kurtosis in the one-way error component model
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
Journal of the American Statistical Association | 2013-11-11 | Paper |
Penalized quantile regression for dynamic panel data
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
