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Bootstrap Standard Error Estimates and Inference.
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- Econometrica, 2021, v. 89, n. 4, p. 1963, doi. 10.3982/ECTA17912
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- Article
AVERAGE AND QUANTILE EFFECTS IN NONSEPARABLE PANEL MODELS.
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- Econometrica, 2013, v. 81, n. 2, p. 535, doi. 10.3982/ECTA8405
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- Article
ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMATORS WITH GENERATED REGRESSORS.
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- Econometrica, 2013, v. 81, n. 1, p. 315, doi. 10.3982/ECTA9609
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- Article
COMMENTS ON "CONVERGENCE PROPERTIES OF THE LIKELIHOOD OF COMPUTED DYNAMIC MODELS".
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- Econometrica, 2009, v. 77, n. 6, p. 2009, doi. 10.3982/ECTA7669
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- Article
ASYMPTOTICALLY UNBIASED INFERENCE FOR A DYNAMIC PANEL MODEL WITH FIXED EFFECTS WHEN BOTH n AND T ARE LARGE.
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- Econometrica, 2002, v. 70, n. 4, p. 1639, doi. 10.1111/1468-0262.00344
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- Article
A New Specification Test for the Validity of Instrumental Variables.
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- Econometrica, 2002, v. 70, n. 1, p. 163, doi. 10.1111/1468-0262.00272
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- Article
IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN.
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- Econometrica, 2001, v. 69, n. 1, p. 201, doi. 10.1111/1468-0262.00183
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- Article
AN ALTERNATIVE ESTIMATOR FOR THE CENSORED QUANTILE REGRESSION MODEL.
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- Econometrica, 1998, v. 66, n. 3, p. 653, doi. 10.2307/2998578
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- Article
ON THE ROLE OF THE PROPENSITY SCORE IN EFFICIENT SEMIPARAMETRIC ESTIMATION OF AVERAGE TREATMENT EFFECTS.
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- Econometrica, 1998, v. 66, n. 2, p. 315, doi. 10.2307/2998560
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- Article
A Note on Bootstrapping Generalized Method of Moments Estimators.
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- Econometric Theory, 1996, v. 12, n. 1, p. 187, doi. 10.1017/S0266466600006496
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- Article
Bootstrapping Quantile Regression Estimators.
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- Econometric Theory, 1995, v. 11, n. 1, p. 105, doi. 10.1017/S0266466600009051
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- Article
A PRACTICAL ASYMPTOTIC VARIANCE ESTIMATOR FOR TWO-STEP SEMIPARAMETRIC ESTIMATORS.
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- Review of Economics & Statistics, 2012, v. 94, n. 2, p. 481, doi. 10.1162/REST_a_00251
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- Article
CONDITIONAL MOMENT RESTRICTIONS AND TRIANGULAR SIMULTANEOUS EQUATIONS.
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- Review of Economics & Statistics, 2011, v. 93, n. 2, p. 683, doi. 10.1162/REST_a_00071
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- Article
FUNCTIONAL RESTRICTION AND EFFICIENCY IN CAUSAL INFERENCE.
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- Review of Economics & Statistics, 2004, v. 86, n. 1, p. 73, doi. 10.1162/003465304323023688
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- Article
WHEN TO CONTROL FOR COVARIATES? PANEL ASYMPTOTICS FOR ESTIMATES OF TREATMENT EFFECTS.
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- Review of Economics & Statistics, 2004, v. 86, n. 1, p. 58, doi. 10.1162/003465304323023679
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- Article
Multivariate Density Forecast Evaluation and Calibration in Financial Risk Management: High...
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- Review of Economics & Statistics, 1999, v. 81, n. 4, p. 661, doi. 10.1162/003465399558526
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- Article
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS.
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- International Economic Review, 2011, v. 52, n. 3, p. 807, doi. 10.1111/j.1468-2354.2011.00650.x
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- Article
Bayesian bootstrap of the quantile regression estimator: A large sample study.
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- International Economic Review, 1997, v. 38, n. 4, p. 795, doi. 10.2307/2527216
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- Article
Synthetic Control and Inference.
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- Econometrics (2225-1146), 2017, v. 5, n. 4, p. 52, doi. 10.3390/econometrics5040052
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- Article
Properties of least squares estimator in estimation of average treatment effects.
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- SERIEs, 2023, v. 14, n. 3/4, p. 301, doi. 10.1007/s13209-023-00279-x
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- Article
Estimation with Aggregate Shocks.
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- Review of Economic Studies, 2020, v. 87, n. 3, p. 1365, doi. 10.1093/restud/rdz016
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- Article
Asymptotic Efficiency of Semiparametric Two-step GMM.
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- Review of Economic Studies, 2014, v. 81, n. 3, p. 919, doi. 10.1093/restud/rdu011
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- Article
The Efficiency Bound of the Mixed Proportional Hazard Model.
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- Review of Economic Studies, 1994, v. 61, n. 4, p. 607, doi. 10.2307/2297911
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- Article
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS.
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- Econometric Theory, 2024, v. 40, n. 1, p. 162, doi. 10.1017/S0266466622000391
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- Article
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES' (1996) PRODUCTION FUNCTION ESTIMATOR.
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- Econometric Theory, 2023, v. 39, n. 5, p. 1044, doi. 10.1017/S0266466622000305
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- Article
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM.
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- 2023
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- Correction Notice
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS.
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- Econometric Theory, 2022, v. 38, n. 5, p. 942, doi. 10.1017/S0266466620000316
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- Article
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE.
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- Econometric Theory, 2018, v. 34, n. 6, p. 1281, doi. 10.1017/S0266466618000014
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- Article
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION.
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- Econometric Theory, 2018, v. 34, n. 3, p. 574, doi. 10.1017/S0266466617000093
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- Article
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS.
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- Econometric Theory, 2011, v. 27, n. 6, p. 1152, doi. 10.1017/S0266466611000028
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- Article
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA.
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- Econometric Theory, 2010, v. 26, n. 3, p. 863, doi. 10.1017/S0266466609990132
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- Article
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL.
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- Econometric Theory, 2006, v. 22, n. 3, p. 499, doi. 10.1017/S0266466606060245
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- Article
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS.
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- Econometric Theory, 2005, v. 21, n. 2, p. 455, doi. 10.1017/S0266466605050243
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- Article
OPTIMAL INFERENCE WITH MANY INSTRUMENTS.
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- Econometric Theory, 2002, v. 18, n. 1, p. 140, doi. 10.1017/s0266466602181084
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- Article
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS.
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- Econometric Theory, 2001, v. 17, n. 5, p. 913, doi. 10.1017/s0266466601175031
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- Article
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models.
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- Econometric Theory, 1997, v. 13, n. 4, p. 583, doi. 10.1017/S0266466600006010
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- Article
Efficient bias correction for cross‐section and panel data.
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- Quantitative Economics, 2024, v. 15, n. 3, p. 783, doi. 10.3982/QE2350
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- Article
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations.
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- Econometrics Journal, 2004, v. 7, n. 1, p. 272, doi. 10.1111/j.1368-423X.2004.00131.x
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- Article