| Publication | Date of Publication | Type |
|---|
Belief formation under signal correlation
Games and Economic Behavior | 2024-08-08 | Paper |
Confidence set for group membership
Quantitative Economics | 2024-07-02 | Paper |
scientific article; zbMATH DE number 7829051 (Why is no real title available?)
| 2024-04-09 | Paper |
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Journal of Econometrics | 2023-03-03 | Paper |
Heteroscedasticity-robust \(C_p\) model averaging
Econometrics Journal | 2022-07-26 | Paper |
Kernel estimation for panel data with heterogeneous dynamics
Econometrics Journal | 2022-06-22 | Paper |
Generalized Least Squares Model Averaging
Econometric Reviews | 2022-06-07 | Paper |
Convergence rate of estimators of clustered panel models with misclassification
Economics Letters | 2021-06-30 | Paper |
Heterogeneous structural breaks in panel data models
Journal of Econometrics | 2021-02-04 | Paper |
On the sparsity of Mallows model averaging estimator
Economics Letters | 2020-02-13 | Paper |
Panel data analysis with heterogeneous dynamics
Journal of Econometrics | 2019-10-23 | Paper |
Panel data analysis with heterogeneous dynamics
Journal of Econometrics | 2019-10-01 | Paper |
The binarized scoring rule
Review of Economic Studies | 2019-01-23 | Paper |
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Journal of Econometrics | 2018-05-25 | Paper |
Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Hahn-Hausman test as a specification test
Journal of Econometrics | 2016-08-15 | Paper |
Instrumental variable estimation in the presence of many moment conditions
Journal of Econometrics | 2016-08-12 | Paper |
The optimal choice of moments in dynamic panel data models
Journal of Econometrics | 2016-07-18 | Paper |
Recent development in the econometric theory of factor models
Journal of the Japan Statistical Society. Japanese Issue | 2014-11-18 | Paper |
Panel AR(1) estimators under misspecification
Economics Letters | 2013-01-29 | Paper |
Shrinkage GMM estimation in conditional moment restriction models
Journal of the Japan Statistical Society | 2012-10-04 | Paper |
Doubly robust instrumental variable regression
STATISTICA SINICA | 2012-03-08 | Paper |
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Economics Letters | 2011-07-28 | Paper |
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
Econometric Theory | 2010-10-14 | Paper |
Constructing optimal instruments by first-stage prediction averaging
Econometrica | 2010-05-26 | Paper |
A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters
Econometric Theory | 2010-04-08 | Paper |
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
Mathematics and Computers in Simulation | 2009-08-19 | Paper |
