| Publication | Date of Publication | Type |
|---|
Discussion of “Simple Estimators for Invertible Index Models” by H. Ahn, H. Ichimura, J. Powell, and P. Ruud
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
On uniform inference in nonlinear models with endogeneity
Journal of Econometrics | 2024-03-21 | Paper |
Endogeneity in weakly separable models without monotonicity
Journal of Econometrics | 2024-02-13 | Paper |
Identification of dynamic binary response models
Journal of Econometrics | 2023-11-17 | Paper |
Local NLLS estimation of semi-parametric binary choice models
Econometrics Journal | 2022-07-26 | Paper |
Inference on semiparametric multinomial response models
Quantitative Economics | 2021-11-11 | Paper |
Exclusion Restrictions in Dynamic Binary Choice Panel Data Models: Comment on “Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors”
Econometrica | 2020-02-07 | Paper |
Roy model sorting and nonrandom selection in the valuation of a statistical life
International Economic Review | 2019-02-07 | Paper |
Semiparametric estimation of a heteroskedastic sample selection model
Econometric Theory | 2018-12-21 | Paper |
Information structure and statistical information in discrete response models
Quantitative Economics | 2018-09-13 | Paper |
Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
Journal of Econometrics | 2017-05-12 | Paper |
Identification of panel data models with endogenous censoring
Journal of Econometrics | 2016-07-27 | Paper |
Inference on endogenously censored regression models using conditional moment inequalities
Journal of Econometrics | 2016-07-25 | Paper |
Informational content of special regressors in heteroskedastic binary response models
Journal of Econometrics | 2016-05-18 | Paper |
Partial rank estimation of duration models with general forms of censoring
Journal of Econometrics | 2016-05-02 | Paper |
Sharpness in randomly censored linear models
Economics Letters | 2013-03-14 | Paper |
Weighted and two-stage least squares estimation of semiparametric truncated regression models
Econometric Theory | 2012-05-14 | Paper |
Nonparametric identification and estimation in a Roy model with common nonpecuniary returns
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Heteroscedastic Transformation Models With Covariate Dependent Censoring
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Irregular identification, support conditions, and inverse weight estimation
Econometrica | 2011-02-02 | Paper |
Testing for causal effects in a generalized regression model with endogenous regressors
Econometrica | 2011-02-02 | Paper |
SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
Econometric Theory | 2009-06-11 | Paper |
Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
Journal of the American Statistical Association | 2007-08-20 | Paper |
Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Journal of Econometrics | 2003-12-04 | Paper |
SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
Econometric Theory | 2003-05-18 | Paper |
Two-stage rank estimation of quantile index models
Journal of Econometrics | 2003-05-05 | Paper |
Quantile regression under random censoring.
Journal of Econometrics | 2003-04-02 | Paper |
Two-step estimation of semiparametric censored regression models
Journal of Econometrics | 2001-01-01 | Paper |
Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
Journal of Econometrics | 2000-01-01 | Paper |
