Econometric Theory

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  Publication Venue For

  • EFFICIENT ESTIMATION of INTEGRATED VOLATILITY FUNCTIONALS under GENERAL VOLATILITY DYNAMICS 2020
  • Identification and inference on regressions with missing covariate data.  33:196-241. 2017
  • ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION.  32:1253-1288. 2016
  • TRYGVE HAAVELMO'S EXPERIMENTAL METHODOLOGY and SCENARIO ANALYSIS in A COINTEGRATED VECTOR AUTOREGRESSION.  31:249-274. 2015
  • COMPARISON of INFERENTIAL METHODS in PARTIALLY IDENTIFIED MODELS in TERMS of ERROR in COVERAGE PROBABILITY.  32:187-242. 2014
  • Another look at the identification at infinity of sample selection models.  29:213-224. 2013
  • Specification test for missing functional data.  28:959-1002. 2012
  • Automatic inference of the contemporaneous causal order of a system of equations.  21:69-77. 2005
  • Solutions: Derivation of the OLS Estimator Without Using Calculus.  12:395-396. 1996
  • Which moments to match?.  12:657-681. 1996
  • noninformative priors and bayesian testing for the ar(1) model.  10:461-482. 1994