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CONSTRAINED CONDITIONAL MOMENT RESTRICTION MODELS.
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- Econometrica, 2023, v. 91, n. 2, p. 709, doi. 10.3982/ecta13830
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- Article
Locally Robust Semiparametric Estimation.
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- Econometrica, 2022, v. 90, n. 4, p. 1501, doi. 10.3982/ECTA16294
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- Article
Automatic Debiased Machine Learning of Causal and Structural Effects.
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- Econometrica, 2022, v. 90, n. 3, p. 967, doi. 10.3982/ECTA18515
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- Article
INDIVIDUAL HETEROGENEITY AND AVERAGE WELFARE.
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- Econometrica, 2016, v. 84, n. 3, p. 1225, doi. 10.3982/ECTA11899
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- Article
Local Identification of Nonparametric and Semiparametric Models.
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- Econometrica, 2014, v. 82, n. 2, p. 785, doi. 10.3982/ECTA9988
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- Article
IDENTIFICATION AND ESTIMATION OF TRIANGULAR SIMULTANEOUS EQUATIONS MODELS WITHOUT ADDITIVITY.
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- Econometrica, 2009, v. 77, n. 5, p. 1481, doi. 10.3982/ECTA7108
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- Article
GENERALIZED METHOD OF MOMENTS WITH MANY WEAK MOMENT CONDITIONS.
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- Econometrica, 2009, v. 77, n. 3, p. 687, doi. 10.3982/ECTA6224
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- Article
EFFICIENT SEMIPARAMETRIC ESTIMATION VIA MOMENT RESTRICTIONS.
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- Econometrica, 2004, v. 72, n. 6, p. 1877, doi. 10.1111/j.1468-0262.2004.00557.x
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- Article
TWICING KERNELS AND A SMALL BIAS PROPERTY OF SEMIPARAMETRIC ESTIMATORS.
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- Econometrica, 2004, v. 72, n. 3, p. 947, doi. 10.1111/j.1468-0262.2004.00518.x
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- Article
HIGHER ORDER PROPERTIES OF GMM AND GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS.
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- Econometrica, 2004, v. 72, n. 1, p. 219, doi. 10.1111/j.1468-0262.2004.00482.x
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- Article
INSTRUMENTAL VARIABLE ESTIMATION OF NONPARAMETRIC MODELS.
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- Econometrica, 2003, v. 71, n. 5, p. 1565, doi. 10.1111/1468-0262.00459
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- Article
Choosing the Number of Instruments.
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- Econometrica, 2001, v. 69, n. 5, p. 1161, doi. 10.1111/1468-0262.00238
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- Article
Nonparametric Estimation of Triangular Simultaneous Equations Models.
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- Econometrica, 1999, v. 67, n. 3, p. 565, doi. 10.1111/1468-0262.00037
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- Article
EFFICIENT SEMIPARAMETRIC ESTIMATION OF EXPECTATIONS.
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- Econometrica, 1998, v. 66, n. 2, p. 453, doi. 10.2307/2998566
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- Publication type:
- Article
ASYMPTOTIC BIAS FOR QUASI-MAXIMUM-LIKELIHOOD ESTIMATORS IN CONDITIONAL HETEROSKEDASTICITY MODELS.
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- Econometrica, 1997, v. 65, n. 3, p. 587, doi. 10.2307/2171754
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- Article
NONPARAMETRIC ESTIMATION OF EXACT CONSUMERS SURPLUS AND DEADWEIGHT LOSS.
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- Econometrica, 1995, v. 63, n. 6, p. 1445, doi. 10.2307/2171777
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- Article
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMATORS.
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- Econometrica, 1994, v. 62, n. 6, p. 1349, doi. 10.2307/2951752
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- Article
EFFICIENCY OF WEIGHTED AVERAGE DERIVATIVE ESTMATORS AND INDEX MODELS.
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- Econometrica, 1993, v. 61, n. 5, p. 1199, doi. 10.2307/2951498
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- Article
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY.
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- Econometrica, 1991, v. 59, n. 4, p. 1161, doi. 10.2307/2938179
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- Article
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS.
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- Econometrica, 1990, v. 58, n. 4, p. 809, doi. 10.2307/2938351
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- Article
EFFICIENT ESTIMATION AND IDENTIFICATION OF SIMULTANEOUS EQUATION MODELS WITH COVARIANCE RESTRICTIONS.
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- Econometrica, 1987, v. 55, n. 4, p. 849, doi. 10.2307/1911032
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- Article
ASYMMETRIC LEAST SQUARES ESTIMATION AND TESTING.
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- Econometrica, 1987, v. 55, n. 4, p. 819, doi. 10.2307/1911031
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- Article
A SIMPLE, POSITIVE SEMI-DEFINITE, HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX.
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- Econometrica, 1987, v. 55, n. 3, p. 703, doi. 10.2307/1913610
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- Article
MAXIMUM LIKELIHOOD SPECIFICATION TESTING AND CONDITIONAL MOMENT TESTS.
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- Econometrica, 1985, v. 53, n. 5, p. 1047, doi. 10.2307/1911011
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- Article
Kernel Estimation of Partial Means and a General Variance Estimator.
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- Econometric Theory, 1994, v. 10, n. 2, p. 1, doi. 10.1017/S0266466600008409
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- Article
Series Estimation of Regression Functionals.
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- Econometric Theory, 1994, v. 10, n. 1, p. 1, doi. 10.1017/S0266466600008203
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- Article
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions.
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- Econometric Theory, 1990, v. 6, n. 3, p. 295, doi. 10.1017/S0266466600005284
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- Article
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution.
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- Econometric Theory, 1988, v. 4, n. 3, p. 428, doi. 10.1017/S0266466600013384
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- Article
Asymptotic Properties of One-step Estimator Obtained from an Optimal Step-size.
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- Econometric Theory, 1988, v. 4, n. 2, p. 359, doi. 10.1017/S0266466600012202
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- Article
Efficient Estimation with Serial Correlation and Lagged Dependent Variables.
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- Econometric Theory, 1988, v. 4, n. 2, p. 355, doi. 10.1017/S0266466600012184
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- Article
Asymptotic Equivalence of Closest Moments and GMM Estimators.
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- Econometric Theory, 1988, v. 4, n. 2, p. 336, doi. 10.1017/S0266466600012093
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- Publication type:
- Article
Asymptotic Properties of One-Step Estimator Obtained from an Optimal Step Size.
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- Econometric Theory, 1987, v. 3, n. 2, p. 305, doi. 10.1017/S0266466600010379
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- Publication type:
- Article
Efficient Estimation With Serial Correlation and Lagged Dependent Variables.
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- Econometric Theory, 1987, v. 3, n. 1, p. 160, doi. 10.1017/S0266466600010598
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- Article
Advanced Econometrics.
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- Econometric Theory, 1987, v. 3, n. 1, p. 153, doi. 10.1017/S0266466600004187
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- Article
Semiparametric estimation of selection models: Some empirical...
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- American Economic Review, 1990, v. 80, n. 2, p. 324
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- Article
FLEXIBLE SIMULATED MOMENT ESTIMATION OF NONLINEAR ERRORS-IN-VARIABLES MODELS.
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- Review of Economics & Statistics, 2001, v. 83, n. 4, p. 616, doi. 10.1162/003465301753237704
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- Article
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN.
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- International Economic Review, 2007, v. 48, n. 4, p. 1091, doi. 10.1111/j.1468-2354.2007.00455.x
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- Article
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS.
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- International Economic Review, 2007, v. 48, n. 4, p. 1429, doi. 10.1111/j.1468-2354.2007.00469.x
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- Article
HYPOTHESIS TESTING WITH EFFICIENT METHOD OF MOMENTS ESTIMATION .
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- International Economic Review, 1987, v. 28, n. 3, p. 777, doi. 10.2307/2526578
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- Article
Nonparametric Estimation of Sample Selection Models.
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- Review of Economic Studies, 2003, v. 70, n. 1, p. 33, doi. 10.1111/1467-937X.00236
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- Article
ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS.
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- Econometric Theory, 2018, v. 34, n. 2, p. 277, doi. 10.1017/S026646661600013X
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- Article
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS.
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- Econometric Theory, 2012, v. 28, n. 1, p. 42, doi. 10.1017/S0266466611000120
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- Article
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS.
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- Econometric Theory, 2001, v. 17, n. 5, p. 863, doi. 10.1017/s0266466601175018
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- Article
SEMIPARAMETRIC EFFICIENCY BOUNDS.
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- Journal of Applied Econometrics, 1990, v. 5, n. 2, p. 99, doi. 10.1002/jae.3950050202
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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
The influence function of semiparametric estimators.
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- Quantitative Economics, 2022, v. 13, n. 1, p. 29, doi. 10.3982/QE826
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- Article
Instrumental variable estimation with heteroskedasticity and many instruments.
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- Quantitative Economics, 2012, v. 3, n. 2, p. 211, doi. 10.3982/QE89
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- Article
Nonparametric Instrumental Variables Estimation.
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- American Economic Review, 2013, v. 103, n. 3, p. 550, doi. 10.1257/aer.103.3.550
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- Article
Debiased machine learning of global and local parameters using regularized Riesz representers.
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- Econometrics Journal, 2022, v. 25, n. 3, p. 576, doi. 10.1093/ectj/utac002
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- Publication type:
- Article
Two-step series estimation of sample selection models.
- Published in:
- Econometrics Journal, 2009, v. 12, p. S217, doi. 10.1111/j.1368-423X.2008.00263.x
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- Publication type:
- Article