| Publication | Date of Publication | Type |
|---|
On uniform confidence intervals for the tail index and the extreme quantile
Journal of Econometrics | 2025-01-16 | Paper |
Extreme Changes in Changes
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Fixed-k Inference for Conditional Extremal Quantiles
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Multiway Cluster Robust Double/Debiased Machine Learning
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Testing and relaxing the exclusion restriction in the control function approach
Journal of Econometrics | 2024-03-21 | Paper |
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Tuning parameter-free nonparametric density estimation from tabulated summary data
Journal of Econometrics | 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
Quantitative Economics | 2023-11-16 | Paper |
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
International Economic Review | 2023-11-16 | Paper |
Inference for High-Dimensional Exchangeable Arrays
Journal of the American Statistical Association | 2023-10-18 | Paper |
Dynamic discrete choice models with incomplete data: sharp identification
Journal of Econometrics | 2023-08-18 | Paper |
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
Econometric Theory | 2023-06-13 | Paper |
Estimation and inference for policy relevant treatment effects
Journal of Econometrics | 2023-06-09 | Paper |
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
Journal of Econometrics | 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
Econometric Theory | 2022-03-21 | Paper |
Quantile regression with interval data
Econometric Reviews | 2022-03-09 | Paper |
Robust inference in deconvolution
Quantitative Economics | 2021-11-11 | Paper |
| Numerical limit and its application to a blow-up problem related to default risk | 2021-08-31 | Paper |
Quantile treatment effects in regression kink designs
Econometric Theory | 2021-04-16 | Paper |
Semiparametric estimation of the canonical permanent-transitory model of earnings dynamics
Quantitative Economics | 2020-11-12 | Paper |
Estimating production functions with robustness against errors in the proxy variables
Journal of Econometrics | 2020-05-21 | Paper |
Uniform confidence bands for nonparametric errors-in-variables regression
Journal of Econometrics | 2019-12-19 | Paper |
Causal inference by quantile regression kink designs
Journal of Econometrics | 2019-07-01 | Paper |
Robust uniform inference for quantile treatment effects in regression discontinuity designs
Journal of Econometrics | 2019-07-01 | Paper |
Uniform confidence bands in deconvolution with unknown error distribution
Journal of Econometrics | 2018-10-12 | Paper |
Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
Journal of Econometrics | 2018-03-22 | Paper |
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
Econometric Theory | 2018-01-04 | Paper |
Identification of paired nonseparable measurement error models
Econometric Theory | 2017-09-15 | Paper |
On using linear quantile regressions for causal inference
Econometric Theory | 2017-08-22 | Paper |
Unequal spacing in dynamic panel data: identification and estimation
Journal of Econometrics | 2017-01-13 | Paper |
What do quantile regressions identify for general structural functions?
Econometric Theory | 2015-11-20 | Paper |
Estimation of heterogeneous autoregressive parameters with short panel data
Journal of Econometrics | 2015-07-27 | Paper |
Heterogeneity and selection in dynamic panel data
Journal of Econometrics | 2015-07-27 | Paper |
Closed-form estimation of nonparametric models with non-classical measurement errors
Journal of Econometrics | 2015-05-06 | Paper |
Matching heterogeneous traders in quantity-regulated markets
Computational Economics | 2008-06-11 | Paper |
| Betweenness centers of tournaments | 2007-04-02 | Paper |
