Econometric Theory
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Publication Venue For
- 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
- Semiparametric estimation of nonstationary censored panel data models with time varying factor loads. 24:1149-1173. 2008
- Optimal tests for nested model selection with underlying parmeter instability. 21:962-990. 2005
- Automatic inference of the contemporaneous causal order of a system of equations. 21:69-77. 2005
- Semiparametric estimation of a partially linear censored regression model. 17:567-590. 2001
- Which moments to match?. 12:657-681. 1996
- Solutions: Derivation of the OLS Estimator Without Using Calculus. 12:395-396. 1996
- noninformative priors and bayesian testing for the ar(1) model. 10:461-482. 1994
- Consistency of a method of moments estimator based on numerical solutions to asset pricing models. 9:602-632. 1993