34
H index
60
i10 index
4392
Citations
Yale University | 34 H index 60 i10 index 4392 Citations RESEARCH PRODUCTION: 60 Articles 108 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 25 years (1996 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1746 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaohong Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 18 |
Econometric Theory | 7 |
Econometrica | 5 |
Econometrica | 4 |
The Review of Economic Studies | 2 |
Statistics & Probability Letters | 2 |
Journal of Nonparametric Statistics | 2 |
Year | Title of citing document | |
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2023 | Judging Judge Fixed Effects. (2023). Leslie, Emily ; Lefgren, Lars ; Frandsen, Brigham. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:1:p:253-77. Full description at Econpapers || Download paper | |
2023 | Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283. Full description at Econpapers || Download paper | |
2023 | Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments. (2019). Russell, Thomas M. In: Papers. RePEc:arx:papers:1810.03180. Full description at Econpapers || Download paper | |
2023 | Treatment Effect Models with Strategic Interaction in Treatment Decisions. (2019). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:1810.08350. Full description at Econpapers || Download paper | |
2023 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2023 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | Estimating the Welfare Effects of School Vouchers. (2020). Norris, Samuel ; Kamat, Vishal. In: Papers. RePEc:arx:papers:2002.00103. Full description at Econpapers || Download paper | |
2023 | Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036. Full description at Econpapers || Download paper | |
2023 | Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318. Full description at Econpapers || Download paper | |
2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper | |
2024 | Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587. Full description at Econpapers || Download paper | |
2023 | How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories. (2020). Fudenberg, Drew ; Liang, Annie ; Gao, Wayne. In: Papers. RePEc:arx:papers:2007.09213. Full description at Econpapers || Download paper | |
2023 | Filtered and Unfiltered Treatment Effects with Targeting Instruments. (2020). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432. Full description at Econpapers || Download paper | |
2023 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper | |
2023 | Spillovers of Program Benefits with Mismeasured Networks. (2020). Zhang, Lina. In: Papers. RePEc:arx:papers:2009.09614. Full description at Econpapers || Download paper | |
2023 | Identification of multi-valued treatment effects with unobserved heterogeneity. (2020). Fusejima, Koki. In: Papers. RePEc:arx:papers:2010.04385. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2023 | An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999. Full description at Econpapers || Download paper | |
2023 | The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422. Full description at Econpapers || Download paper | |
2023 | Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315. Full description at Econpapers || Download paper | |
2024 | Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009. Full description at Econpapers || Download paper | |
2023 | Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597. Full description at Econpapers || Download paper | |
2024 | Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2021). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780. Full description at Econpapers || Download paper | |
2024 | Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV. (2021). Kankanala, Sid ; Christensen, Timothy ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2107.11869. Full description at Econpapers || Download paper | |
2023 | Semiparametric Estimation of Long-Term Treatment Effects. (2021). Ritzwoller, David M ; Chen, Jiafeng. In: Papers. RePEc:arx:papers:2107.14405. Full description at Econpapers || Download paper | |
2023 | Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109. Full description at Econpapers || Download paper | |
2023 | Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1. (2021). Tamer, Elie ; Lan, Xiaoying ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2110.04388. Full description at Econpapers || Download paper | |
2023 | Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper | |
2024 | A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249. Full description at Econpapers || Download paper | |
2023 | Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach. (2021). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2112.15114. Full description at Econpapers || Download paper | |
2023 | A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper | |
2023 | Regression Adjustments under Covariate-Adaptive Randomizations with Imperfect Compliance. (2022). Tang, Haihan ; Linton, Oliver B ; Jiang, Liang ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2201.13004. Full description at Econpapers || Download paper | |
2023 | Long-term Causal Inference Under Persistent Confounding via Data Combination. (2022). Imbens, Guido ; Wang, Yuhao ; Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2202.07234. Full description at Econpapers || Download paper | |
2024 | Abadies Kappa and Weighting Estimators of the Local Average Treatment Effect. (2022). Wooldridge, Jeffrey M ; Uysal, Derya S ; Sloczy, Tymon. In: Papers. RePEc:arx:papers:2204.07672. Full description at Econpapers || Download paper | |
2023 | Optimal Discrete Decisions when Payoffs are Partially Identified. (2022). Schorfheide, Frank ; Moon, Hyungsik Roger ; Christensen, Timothy. In: Papers. RePEc:arx:papers:2204.11748. Full description at Econpapers || Download paper | |
2023 | Controlling for Latent Confounding with Triple Proxies. (2022). Deaner, Ben. In: Papers. RePEc:arx:papers:2204.13815. Full description at Econpapers || Download paper | |
2023 | Robust and Agnostic Learning of Conditional Distributional Treatment Effects. (2022). Oprescu, Miruna ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2205.11486. Full description at Econpapers || Download paper | |
2023 | Identification of Auction Models Using Order Statistics. (2022). Xiao, Ruli ; Luo, Yao. In: Papers. RePEc:arx:papers:2205.12917. Full description at Econpapers || Download paper | |
2023 | Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235. Full description at Econpapers || Download paper | |
2024 | Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503. Full description at Econpapers || Download paper | |
2024 | Policy Learning under Endogeneity Using Instrumental Variables. (2022). Liu, Yan. In: Papers. RePEc:arx:papers:2206.09883. Full description at Econpapers || Download paper | |
2023 | Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291. Full description at Econpapers || Download paper | |
2023 | Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281. Full description at Econpapers || Download paper | |
2023 | Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers || Download paper | |
2023 | Causal Bandits: Online Decision-Making in Endogenous Settings. (2022). Singh, Amandeep ; Chen, Yifang ; Zhang, Jingwen. In: Papers. RePEc:arx:papers:2211.08649. Full description at Econpapers || Download paper | |
2024 | Double Robust Bayesian Inference on Average Treatment Effects. (2022). Yu, Zhengfei ; Liu, Ruixuan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2211.16298. Full description at Econpapers || Download paper | |
2023 | On regression-adjusted imputation estimators of the average treatment effect. (2022). Han, Fang ; Lin, Zhexiao. In: Papers. RePEc:arx:papers:2212.05424. Full description at Econpapers || Download paper | |
2023 | Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012. Full description at Econpapers || Download paper | |
2023 | A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112. Full description at Econpapers || Download paper | |
2023 | Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves. (2023). Wang, Weichen ; Liao, Yuan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2301.00092. Full description at Econpapers || Download paper | |
2023 | Statistical Inference and A/B Testing for First-Price Pacing Equilibria. (2023). Kroer, Christian ; Liao, Luofeng. In: Papers. RePEc:arx:papers:2301.02276. Full description at Econpapers || Download paper | |
2023 | Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703. Full description at Econpapers || Download paper | |
2023 | Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls. (2023). Navjeevan, Manu ; Baybutt, Adam. In: Papers. RePEc:arx:papers:2301.06283. Full description at Econpapers || Download paper | |
2023 | Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631. Full description at Econpapers || Download paper | |
2023 | Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196. Full description at Econpapers || Download paper | |
2023 | Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404. Full description at Econpapers || Download paper | |
2023 | Clustered Covariate Regression. (2023). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2302.09255. Full description at Econpapers || Download paper | |
2023 | A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity. (2023). Malikov, Emir ; Zhang, Jingfang ; Zhao, Shunan. In: Papers. RePEc:arx:papers:2302.13429. Full description at Econpapers || Download paper | |
2023 | Endogenous Linear Regressions with Included Instrumental Variables. (2023). Wang, Rui ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2304.00626. Full description at Econpapers || Download paper | |
2023 | Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141. Full description at Econpapers || Download paper | |
2023 | Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206. Full description at Econpapers || Download paper | |
2023 | Difference-in-Differences with Compositional Changes. (2023). Xu, QI. In: Papers. RePEc:arx:papers:2304.13925. Full description at Econpapers || Download paper | |
2023 | Identification and Estimation of Production Function with Unobserved Heterogeneity. (2023). Kasahara, Hiroyuki ; Suzuki, Michio ; Schrimpf, Paul. In: Papers. RePEc:arx:papers:2305.12067. Full description at Econpapers || Download paper | |
2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Social Interactions with Endogenous Group Formation. (2023). Sun, Xiaoting ; Sheng, Shuyang. In: Papers. RePEc:arx:papers:2306.01544. Full description at Econpapers || Download paper | |
2023 | Semiparametric Discrete Choice Models for Bundles. (2023). Yang, Thomas T ; Ouyang, FU. In: Papers. RePEc:arx:papers:2306.04135. Full description at Econpapers || Download paper | |
2024 | Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311. Full description at Econpapers || Download paper | |
2024 | Choice Models and Permutation Invariance. (2023). Yoganarasimhan, Hema ; Liu, YE ; Singh, Amandeep. In: Papers. RePEc:arx:papers:2307.07090. Full description at Econpapers || Download paper | |
2023 | Source Condition Double Robust Inference on Functionals of Inverse Problems. (2023). Uehara, Masatoshi ; Syrgkanis, Vasilis ; Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2307.13793. Full description at Econpapers || Download paper | |
2023 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2307.14867. Full description at Econpapers || Download paper | |
2024 | On the Efficiency of Finely Stratified Experiments. (2023). Shaikh, Azeem ; Tabord-Meehan, Max ; Liu, Jizhou ; Bai, Yuehao. In: Papers. RePEc:arx:papers:2307.15181. Full description at Econpapers || Download paper | |
2023 | Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis. In: Papers. RePEc:arx:papers:2308.05753. Full description at Econpapers || Download paper | |
2023 | SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183. Full description at Econpapers || Download paper | |
2023 | Identification and Estimation in a Class of Potential Outcomes Models. (2023). Santos, Andres ; Pinto, Rodrigo ; Navjeevan, Manu. In: Papers. RePEc:arx:papers:2310.05311. Full description at Econpapers || Download paper | |
2023 | Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates. (2023). Zhang, Cun-Hui ; Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2310.08063. Full description at Econpapers || Download paper | |
2024 | The learning effects of subsidies to bundled goods: a semiparametric approach. (2023). Biderman, Ciro ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2311.01217. Full description at Econpapers || Download paper | |
2024 | Individualized Policy Evaluation and Learning under Clustered Network Interference. (2023). Imai, Kosuke ; Zhang, YI. In: Papers. RePEc:arx:papers:2311.02467. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Improving trial generalizability using observational studies. (2023). Cai, Jianwen ; Zeng, Donglin ; Wang, Xiaofei ; Dong, Lin ; Yang, Shu ; Lee, Dasom. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1213-1225. Full description at Econpapers || Download paper | |
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More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2011 | Flexible Estimation of Treatment Effect Parameters In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
2011 | Nonlinear Models of Measurement Errors In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 92 |
2016 | Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide In: Annual Review of Economics. [Full Text][Citation analysis] | article | 10 |
2016 | Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2013 | Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression In: Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression.(2013) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Optimal uniform convergence rates for sieve nonparametric instrumental variables regression.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2015 | Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 47 |
2014 | Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2014 | Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2014 | Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2015 | Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models.(2015) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2017 | Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression In: Papers. [Full Text][Citation analysis] | paper | 44 |
2017 | Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2017 | Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2018 | Optimal sup?norm rates and uniform inference on nonlinear functionals of nonparametric IV regression.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2017 | Monte Carlo Confidence Sets for Identified Sets In: Papers. [Full Text][Citation analysis] | paper | 52 |
2017 | Monte Carlo Confidence sets for Identified Sets.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2017 | Monte Carlo confidence sets for identified sets.(2017) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2018 | Monte Carlo Confidence Sets for Identified Sets.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2019 | Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions In: Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Efficient Estimation of Semiparametric Multivariate Copula Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 78 |
2004 | Efficient Estimation of Semiparametric Multivariate Copula Models.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2003 | Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2007 | Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
2008 | Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2008) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2007 | Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2007 | Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Copula-Based Nonlinear Quantile Autoregression In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 28 |
2008 | Copula-Based Nonlinear Quantile Autoregression.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2009 | Copula-based nonlinear quantile autoregression.(2009) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2008 | Copula-based nonlinear quantile autoregression.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2002 | Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
2002 | Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space.(2002) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2001 | The Estimation of Conditional Densities In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 14 |
2001 | The estimation of conditional densities.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2003 | Estimation of Semiparametric Models when the Criterion Function is not Smooth In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 303 |
2003 | Estimation of Semiparametric Models when the Criterion Function Is Not Smooth.(2003) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 303 | article | |
2003 | Estimation of semiparametric models when the criterion function is not smooth.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2002 | Estimation of semiparametric models when the criterion function is not smooth.(2002) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 303 | paper | |
2009 | An Alternative Way of ComputingEfficient Instrumental VariableEstimators In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 8 |
2009 | An alternative way of computing efficient instrumental variable estimators.(2009) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2009 | Nonlinearity and Temporal Dependence In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 55 |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2009 | Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2008 | Nonlinearity and Temporal Dependence.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2010 | Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
1999 | b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
1996 | Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
1998 | CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 38 |
2002 | MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 286 |
2007 | A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2004 | A Model Selection Test for Bivariate Failure-Time Data.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
2007 | On Rate Optimality for Ill-posed Inverse Problems in Econometrics.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2007 | On rate optimality for ill-posed inverse problems in econometrics.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2013 | FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
2016 | AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2006 | Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 124 |
2008 | Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
2009 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | article | |
2008 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
2009 | Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
2008 | Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2008 | Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2008 | Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2008 | Estimation of nonparametric conditional moment models with possibly nonsmooth moments.(2008) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 144 |
2011 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2012 | Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
2008 | Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2010 | Estimation and model selection of semiparametric multivariate survival functions under general censorship.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2009 | Efficient Estimation of Copula-based Semiparametric Markov Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
2009 | Efficient estimation of copula-based semiparametric Markov models.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2009 | Principal Components and Long Run Implications of Multivariate Diffusions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2009 | Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2012 | The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2009 | Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions.(2009) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2011 | Local Identification of Nonparametric and Semiparametric Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2012 | Local Identification of Nonparametric and Semiparametric Models.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2011 | Local identification of nonparametric and semiparametric models.(2011) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2012 | Local identification of nonparametric and semiparametric models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2014 | Local Identification of Nonparametric and Semiparametric Models.(2014) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2011 | Asymptotic Variance Estimator for Two-Step Semiparametric Estimators In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review.(2011) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | Sensitivity Analysis in Semiparametric Likelihood Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 41 |
2012 | Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | Asymptotic Efficiency of Semiparametric Two-step GMM In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2014 | Asymptotic efficiency of semiparametric two-step GMM.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2012 | Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | Asymptotic Efficiency of Semiparametric Two-step GMM.(2014) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2012 | An Estimation of Economic Models with Recursive Preferences In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2013 | An estimation of economic models with recursive preferences.(2013) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2007 | An estimation of economic models with recursive preferences.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2013 | An estimation of economic models with recursive preferences.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2012 | An estimation of economic models with recursive preferences.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2011 | An Estimation of Economic Models with Recursive Preferences.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2007 | An Estimation of Economic Models with Recursive Preferences.(2007) In: 2007 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2013 | Likelihood Inference in Some Finite Mixture Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | Likelihood inference in some finite mixture models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2013 | Likelihood inference in some finite mixture models.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2013 | Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2014 | Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
2015 | Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
2014 | Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions.(2014) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2015 | Overidentification in Regular Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2018 | Overidentification in Regular Models.(2018) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2018 | Overidentification in Regular Models.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2015 | Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
2015 | Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2016 | MCMC Confidence sets for Identified Sets In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2016 | MCMC Confidence sets for Identified Sets.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2016 | MCMC confidence sets for identified sets.(2016) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1998 | Sieve Extremum Estimates for Weakly Dependent Data In: Econometrica. [Citation analysis] | article | 136 |
2003 | Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions In: Econometrica. [Citation analysis] | article | 376 |
2007 | Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves In: Econometrica. [Full Text][Citation analysis] | article | 244 |
2004 | Estimation of Copula-Based Semiparametric Time Series Models In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 156 |
2006 | Estimation of copula-based semiparametric time series models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | article | |
2004 | Estimation of Copula-Based Semiparametric Time Series Models.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2004 | An Empirical Investigation of Habit-Based Asset Pricing Models In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 17 |
2000 | Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Energy and environmental systems planning under uncertainty--An inexact fuzzy-stochastic programming approach In: Applied Energy. [Full Text][Citation analysis] | article | 37 |
2001 | Model check by kernel methods under weak moment conditions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2007 | Large Sample Sieve Estimation of Semi-Nonparametric Models In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 427 |
2001 | A new semiparametric spatial model for panel time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
2006 | Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 173 |
2004 | Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
2007 | Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2007 | Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
2014 | Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2014 | Sieve M inference on irregular parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
2015 | High dimensional generalized empirical likelihood for moment restrictions with dependent data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2014 | High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2017 | Semiparametric identification of the bid–ask spread in extended Roll models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Semiparametric estimation of the bid–ask spread in extended roll models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1999 | Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
1998 | Nonparametric Adaptive Learning with Feedback In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 21 |
2014 | Efficient estimation of semiparametric copula models for bivariate survival data In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2017 | Multiplicative consistency analysis for interval fuzzy preference relations: A comparative study In: Omega. [Full Text][Citation analysis] | article | 7 |
2017 | A reverse Gaussian correlation inequality by adding cones In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2008 | A note on the closed-form identification of regression models with a mismeasured binary regressor In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 18 |
2004 | Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 45 |
2009 | Principal components and the long run In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 38 |
2003 | Nonparametric IV estimation of shape-invariant Engel curves In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 38 |
2011 | A practical asymptotic variance estimator for two-step semiparametric estimators In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 56 |
2012 | A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2012 | Averaging of moment condition estimators In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Land of addicts? an empirical investigation of habit-based asset pricing models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 112 |
2004 | Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2009 | Land of addicts? an empirical investigation of habit?based asset pricing models.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2004 | Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | Robust Identification of Investor Beliefs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Heterogeneity and Aggregate Fluctuations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2005 | Measurement Error Models with Auxiliary Data In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 73 |
2010 | Identification and estimation of nonlinear models using two samples with nonclassical measurement errors In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 23 |
2010 | Identification and estimation of nonlinear models using two samples with nonclassical measurement errors.(2010) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2013 | Comment In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
2003 | Evaluating Density Forecasts via the Copula Approach In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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