| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
286 |
| A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
152 |
| A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees |
0 |
0 |
2 |
44 |
2 |
5 |
11 |
68 |
| A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix |
4 |
8 |
28 |
1,770 |
16 |
33 |
86 |
5,285 |
| A reduced bias GMM-like estimator with reduced estimator dispersion |
0 |
0 |
0 |
134 |
1 |
2 |
3 |
506 |
| A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter |
0 |
0 |
0 |
121 |
2 |
4 |
4 |
366 |
| Adversarial Estimation of Riesz Representers |
0 |
0 |
1 |
32 |
3 |
5 |
16 |
73 |
| Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
| Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
67 |
2 |
3 |
3 |
136 |
| Alternative asymptotics and the partially linear model with many regressors |
0 |
0 |
0 |
0 |
5 |
6 |
6 |
59 |
| An Asymmetric Least Test of Heteroscedasticity |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
93 |
| An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
0 |
47 |
0 |
0 |
5 |
134 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
31 |
2 |
2 |
5 |
106 |
| Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
52 |
1 |
1 |
2 |
170 |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters |
0 |
0 |
0 |
181 |
1 |
1 |
3 |
473 |
| Automatic Debiased Machine Learning of Causal and Structural Effects |
1 |
1 |
1 |
73 |
4 |
6 |
12 |
147 |
| Automatic Debiased Machine Learning via Riesz Regression |
0 |
0 |
6 |
58 |
5 |
9 |
22 |
125 |
| Automatic Lag Selection in Covariance Matrix Estimation |
1 |
4 |
7 |
460 |
3 |
6 |
17 |
1,389 |
| Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
8 |
12 |
15 |
510 |
| Average and Quantile Effects in Nonseparable Panel Models |
0 |
0 |
0 |
6 |
1 |
3 |
4 |
38 |
| Choosing the Number of Instruments |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
552 |
| Combining Two Consistent Estimators |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
173 |
| Conditional Moment Restrictions in Censored and Truncated Regression Models |
0 |
0 |
0 |
0 |
5 |
5 |
5 |
370 |
| Consistency and Asymptotic Normality of Nonparametric Projection Estimators |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
130 |
| Constrained conditional moment restriction models |
0 |
0 |
0 |
25 |
2 |
2 |
6 |
94 |
| Control Variables, Discrete Instruments, and Identification of Structural Functions |
0 |
0 |
0 |
41 |
2 |
2 |
4 |
70 |
| Control Variables, Discrete Instruments, and Identification of Structural Functions |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
45 |
| Control variables, discrete instruments, and identification of structural functions |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
33 |
| Convergence Rates & Asymptotic Normality Estimators |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
263 |
| Convergence Rates for Series Estimators |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
311 |
| Cross-fitting and fast remainder rates for semiparametric estimation |
0 |
0 |
0 |
24 |
2 |
2 |
5 |
74 |
| De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers |
0 |
0 |
1 |
73 |
3 |
3 |
9 |
124 |
| Demand Analysis with Many Prices |
0 |
0 |
0 |
95 |
0 |
1 |
3 |
134 |
| Demand analysis with many prices |
0 |
0 |
1 |
8 |
1 |
1 |
6 |
52 |
| Density Weighted Linear Least Squares |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
455 |
| Density Weighted Linear Least Squares |
0 |
4 |
4 |
21 |
0 |
5 |
6 |
76 |
| Double machine learning for treatment and causal parameters |
0 |
0 |
3 |
118 |
5 |
6 |
20 |
538 |
| Double/Debiased Machine Learning for Treatment and Causal Parameters |
12 |
30 |
126 |
1,099 |
49 |
120 |
421 |
2,901 |
| Double/Debiased Machine Learning for Treatment and Structural Parameters |
0 |
2 |
5 |
121 |
5 |
17 |
81 |
448 |
| Double/de-biased machine learning using regularized Riesz representers |
0 |
1 |
2 |
33 |
1 |
2 |
7 |
80 |
| Double/debiased machine learning for treatment and structural parameters |
0 |
0 |
4 |
38 |
9 |
15 |
40 |
140 |
| EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS |
0 |
0 |
0 |
1 |
4 |
4 |
6 |
462 |
| EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS |
0 |
0 |
0 |
0 |
2 |
8 |
12 |
336 |
| Efficiency of Weighted Average Derivative Estimators |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
257 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
141 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
149 |
| Estimation with many instrumental variables |
0 |
0 |
2 |
174 |
0 |
1 |
8 |
454 |
| Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data |
1 |
2 |
21 |
21 |
4 |
5 |
33 |
33 |
| Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
298 |
| Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
134 |
| GMM with many weak moment conditions |
0 |
0 |
0 |
347 |
3 |
3 |
8 |
932 |
| Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects |
0 |
0 |
0 |
39 |
3 |
3 |
3 |
26 |
| Heterogenous coefficients, discrete instruments, and identification of treatment effects |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
18 |
| Higher order properties of GMM and generalised empirical likelihood estimators |
0 |
0 |
1 |
459 |
0 |
5 |
7 |
1,010 |
| Identification and Estimation of Marginal Effects in Nonlinear Panel Models |
0 |
0 |
0 |
47 |
1 |
1 |
7 |
180 |
| Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
0 |
0 |
284 |
5 |
6 |
7 |
1,224 |
| Identification and Estimation of Triangular Simultaneous Equations Models without Additivity |
0 |
0 |
3 |
242 |
4 |
5 |
13 |
784 |
| Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
0 |
31 |
1 |
2 |
2 |
119 |
| Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
0 |
106 |
0 |
0 |
2 |
325 |
| Identification of Treatment Effects under Limited Exogenous Variation |
0 |
0 |
0 |
24 |
1 |
1 |
3 |
36 |
| Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance |
0 |
0 |
0 |
256 |
1 |
3 |
6 |
574 |
| Individual Heterogeneity and Average Welfare |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
42 |
| Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income |
0 |
1 |
1 |
35 |
3 |
5 |
6 |
110 |
| Individual Heterogeneity, Nonlinear Budget Sets, and Taxable Income |
0 |
0 |
0 |
34 |
2 |
4 |
5 |
102 |
| Individual heterogeneity and average welfare |
0 |
0 |
1 |
67 |
3 |
3 |
5 |
191 |
| Individual heterogeneity, nonlinear budget sets and taxable income |
0 |
1 |
1 |
27 |
0 |
1 |
4 |
76 |
| Individual heterogeneity, nonlinear budget sets, and taxable income |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
43 |
| Inference in Linear Regression Models with Many Covariates and Heteroscedasticity |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
23 |
| Inference in Linear Regression Models with Many Covariates and Heteroskedasticity |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
55 |
| Inference in linear regression models with many covariates and heteroskedasticity |
0 |
0 |
1 |
51 |
3 |
3 |
6 |
101 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
2 |
55 |
3 |
5 |
9 |
207 |
| Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
1 |
1 |
57 |
0 |
4 |
6 |
152 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
1 |
1 |
130 |
2 |
3 |
3 |
345 |
| Instrumental variables estimation for nonparametric models |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
48 |
| Instrumental variables estimation with flexible distribution |
0 |
0 |
0 |
39 |
1 |
2 |
4 |
165 |
| Jackknife and analytical bias reduction for nonlinear panel models |
0 |
0 |
0 |
323 |
4 |
4 |
4 |
793 |
| Kernel Estimation of Partial Means and a General Variance Estimator |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
354 |
| LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
235 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
49 |
5 |
5 |
6 |
178 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
1 |
13 |
3 |
4 |
6 |
140 |
| Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
81 |
| Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
138 |
| Locally Robust Semiparametric Estimation |
0 |
0 |
1 |
27 |
1 |
3 |
7 |
193 |
| Locally robust semiparametric estimation |
0 |
0 |
1 |
18 |
3 |
4 |
8 |
98 |
| Locally robust semiparametric estimation |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
168 |
| Long Story Short: Omitted Variable Bias in Causal Machine Learning |
0 |
0 |
2 |
34 |
6 |
10 |
20 |
174 |
| Mean-square-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
265 |
1 |
1 |
6 |
3,047 |
| Mean-squared-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
86 |
1 |
1 |
4 |
690 |
| Minimax Semiparametric Learning With Approximate Sparsity |
0 |
0 |
1 |
13 |
1 |
1 |
4 |
29 |
| Minimum Chi-Square and Three-Stage Least Squares in Fixed Effects Models |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
51 |
| Nonlinear Budget Set Regressions for the Random Utility Model |
0 |
0 |
1 |
12 |
4 |
5 |
11 |
29 |
| Nonlinear Budget Set Regressions for the Random Utility Model |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
18 |
| Nonlinear Errors in Variables: Estimation of Some Engel Curves |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
202 |
| Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
266 |
| Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
1 |
184 |
1 |
1 |
5 |
1,158 |
| Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
491 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
309 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
271 |
| Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
300 |
| Nonparametric Identification in Panels using Quantiles |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
15 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
40 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
60 |
| Nonseparable Multinomial Choice Models in Cross-Section and Panel Data |
0 |
0 |
0 |
44 |
2 |
3 |
3 |
26 |
| Nonseparable multinomial choice models in cross-section and panel data |
0 |
0 |
0 |
15 |
2 |
3 |
3 |
27 |
| On Bunching and Identification of the Taxable Income Elasticity |
0 |
0 |
1 |
39 |
3 |
3 |
5 |
123 |
| Quantile and average effects in nonseparable panel models |
0 |
0 |
0 |
43 |
1 |
1 |
1 |
114 |
| SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS |
0 |
0 |
0 |
1 |
2 |
4 |
9 |
347 |
| SERIES ESTIMATION OF REGRESSION FUNCTIONALS |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
325 |
| Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
91 |
| Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models |
0 |
0 |
0 |
28 |
3 |
4 |
4 |
63 |
| Semiparametric Identification And Estimation Of Polynomial Errors-In-Variables Models |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
7 |
| Semiparametric efficient empirical higher order influence function estimators |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
27 |
| Semiparametric estimation of structural functions in nonseparable triangular models |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
37 |
| Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables |
0 |
0 |
0 |
30 |
1 |
3 |
3 |
26 |
| Simultaneous confidence intervals for high-dimensional linear models with many endogenous variables |
0 |
0 |
0 |
4 |
3 |
3 |
5 |
28 |
| THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
206 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
909 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
0 |
0 |
192 |
1 |
2 |
5 |
1,112 |
| Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
632 |
| Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
65 |
3 |
5 |
7 |
225 |
| Testing the Drift-Diffusion Model |
0 |
2 |
2 |
5 |
1 |
3 |
4 |
50 |
| Tests for neglected heterogeneity in moment condition models |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
99 |
| The Asymptotic Variance of Semiparametric Estimators |
0 |
0 |
0 |
0 |
5 |
10 |
16 |
235 |
| The Bunching Estimator Cannot Identify the Taxable Income Elasticity |
0 |
0 |
0 |
72 |
10 |
13 |
15 |
195 |
| The Influence Function of Semiparametric Estimators |
0 |
0 |
0 |
20 |
1 |
2 |
6 |
106 |
| The Kink and Notch Bunching Estimators Cannot Identify the Taxable Income Elasticity |
0 |
0 |
1 |
84 |
2 |
5 |
9 |
261 |
| The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
0 |
0 |
133 |
1 |
1 |
2 |
436 |
| The bunching estimator cannot identify the taxable income elasticity |
0 |
0 |
0 |
23 |
0 |
1 |
4 |
54 |
| The influence function of semiparametric estimators |
0 |
0 |
0 |
49 |
4 |
4 |
7 |
137 |
| The influence function of semiparametric estimators |
0 |
0 |
0 |
3 |
5 |
5 |
7 |
51 |
| Treatment Effects with Many Covariates and Heteroskedasticity |
0 |
0 |
0 |
22 |
1 |
3 |
4 |
56 |
| Treatment effects with many covariates and heteroskedasticity |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
49 |
| Two Step Series Estimation of Sample Selection Models |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
1,021 |
| Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
336 |
| UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
642 |
| Undersmoothing and Bias Corrected Functional Estimation |
0 |
0 |
0 |
0 |
2 |
4 |
18 |
536 |
| Wages and Hours: Estimating Vector Autoregressions with Panel Data |
0 |
0 |
0 |
16 |
2 |
3 |
5 |
61 |
| Welfare Analysis in Dynamic Models |
0 |
0 |
4 |
21 |
0 |
2 |
13 |
46 |
| Total Working Papers |
19 |
58 |
244 |
9,732 |
327 |
565 |
1,371 |
44,571 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Partially Adaptive and Reweighted Least Squares Estimation |
0 |
0 |
0 |
42 |
1 |
2 |
5 |
178 |
| A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
13 |
41 |
115 |
5,923 |
56 |
159 |
459 |
16,864 |
| A jackknife interpretation of the continuous updating estimator |
0 |
0 |
0 |
70 |
0 |
1 |
2 |
185 |
| A large-sample chow test for the linear simultaneous equation |
0 |
0 |
0 |
117 |
1 |
1 |
2 |
360 |
| A method of moments interpretation of sequential estimators |
1 |
2 |
7 |
484 |
4 |
5 |
17 |
804 |
| A recentering approach for interpreting interaction effects from logit, probit, and other nonlinear models |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
38 |
| A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
6 |
13 |
46 |
705 |
17 |
50 |
154 |
2,318 |
| ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS |
0 |
0 |
0 |
5 |
1 |
3 |
3 |
30 |
| ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS |
0 |
0 |
1 |
20 |
2 |
3 |
6 |
106 |
| Adaptive estimation of regression models via moment restrictions |
0 |
0 |
0 |
124 |
1 |
2 |
4 |
249 |
| Asymmetric Least Squares Estimation and Testing |
1 |
2 |
10 |
581 |
4 |
12 |
29 |
1,530 |
| Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
425 |
| Asymptotic Equivalence of Closest Moments and GMM Estimators |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
20 |
| Automatic Lag Selection in Covariance Matrix Estimation |
1 |
2 |
18 |
1,121 |
5 |
24 |
67 |
3,137 |
| Average and Quantile Effects in Nonseparable Panel Models |
1 |
1 |
1 |
39 |
4 |
7 |
14 |
204 |
| CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
57 |
| Choosing instrumental variables in conditional moment restriction models |
0 |
0 |
0 |
88 |
1 |
1 |
3 |
270 |
| Choosing the Number of Instruments |
0 |
0 |
0 |
1 |
4 |
7 |
16 |
806 |
| Consistency of two-step sample selection estimators despite misspecification of distribution |
0 |
0 |
1 |
73 |
3 |
3 |
6 |
203 |
| Control variables, discrete instruments, and identification of structural functions |
0 |
0 |
4 |
14 |
3 |
4 |
13 |
49 |
| Convergence rates and asymptotic normality for series estimators |
0 |
4 |
11 |
1,129 |
2 |
11 |
31 |
1,860 |
| Double/Debiased/Neyman Machine Learning of Treatment Effects |
0 |
1 |
4 |
76 |
8 |
9 |
24 |
298 |
| Double/debiased machine learning for treatment and structural parameters |
6 |
8 |
32 |
128 |
24 |
61 |
162 |
526 |
| ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
206 |
| Efficiency bounds for some semiparametric selection models |
0 |
0 |
0 |
43 |
2 |
2 |
5 |
98 |
| Efficiency of Weighted Average Derivative Estimators and Index Models |
1 |
1 |
2 |
151 |
2 |
3 |
4 |
761 |
| Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
172 |
2 |
2 |
4 |
622 |
| Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions |
0 |
1 |
2 |
43 |
1 |
2 |
3 |
106 |
| Efficient Instrumental Variables Estimation of Nonlinear Models |
0 |
1 |
3 |
402 |
1 |
20 |
27 |
1,210 |
| Efficient Semiparametric Estimation of Expectations |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
228 |
| Efficient Semiparametric Estimation via Moment Restrictions |
0 |
0 |
1 |
101 |
3 |
4 |
6 |
317 |
| Efficient estimation of limited dependent variable models with endogenous explanatory variables |
2 |
4 |
17 |
1,415 |
8 |
11 |
29 |
2,363 |
| Empirical likelihood estimation and consistent tests with conditional moment restrictions |
0 |
0 |
1 |
227 |
2 |
6 |
9 |
486 |
| Estimating Vector Autoregressions with Panel Data |
4 |
11 |
52 |
4,026 |
12 |
44 |
150 |
9,208 |
| Estimation With Many Instrumental Variables |
0 |
0 |
2 |
139 |
1 |
2 |
12 |
328 |
| Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models |
0 |
0 |
0 |
59 |
2 |
2 |
3 |
215 |
| Generalized Method of Moments With Many Weak Moment Conditions |
0 |
0 |
1 |
132 |
1 |
1 |
3 |
394 |
| Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
443 |
| Generalized method of moments specification testing |
0 |
0 |
4 |
647 |
2 |
3 |
9 |
1,126 |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators |
0 |
0 |
2 |
322 |
0 |
5 |
13 |
919 |
| Hypothesis Testing with Efficient Method of Moments Estimation |
1 |
2 |
9 |
641 |
7 |
11 |
47 |
2,282 |
| Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
1 |
4 |
153 |
2 |
5 |
16 |
403 |
| Identification and estimation of polynomial errors-in-variables models |
0 |
2 |
2 |
219 |
5 |
7 |
12 |
437 |
| Individual Heterogeneity and Average Welfare |
0 |
0 |
0 |
13 |
0 |
1 |
4 |
85 |
| Inference in Linear Regression Models with Many Covariates and Heteroscedasticity |
1 |
1 |
1 |
4 |
3 |
4 |
4 |
28 |
| Instrumental Variable Estimation of Nonparametric Models |
0 |
0 |
0 |
297 |
1 |
1 |
9 |
755 |
| Instrumental Variables Estimation With Flexible Distributions |
0 |
1 |
2 |
31 |
1 |
2 |
4 |
113 |
| Instrumental variable estimation of nonseparable models |
0 |
0 |
0 |
173 |
1 |
4 |
4 |
359 |
| Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
32 |
0 |
4 |
8 |
133 |
| Introduction à la théorie des bornes d'efficacité semi-paramétriques |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
| Jackknife and Analytical Bias Reduction for Nonlinear Panel Models |
0 |
0 |
3 |
172 |
2 |
7 |
14 |
668 |
| Kernel Estimation of Partial Means and a General Variance Estimator |
1 |
2 |
4 |
93 |
4 |
5 |
11 |
191 |
| Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables |
0 |
0 |
2 |
77 |
4 |
4 |
8 |
174 |
| Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
1 |
19 |
5 |
5 |
6 |
117 |
| Maximum Likelihood Specification Testing and Conditional Moment Tests |
0 |
0 |
0 |
364 |
2 |
2 |
5 |
841 |
| NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS |
0 |
0 |
0 |
20 |
2 |
2 |
2 |
85 |
| Neglected heterogeneity in moment condition models |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
90 |
| Nonlinear errors in variables Estimation of some Engel curves |
0 |
0 |
2 |
273 |
1 |
2 |
5 |
622 |
| Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
1 |
2 |
3 |
344 |
2 |
3 |
7 |
942 |
| Nonparametric Estimation of Sample Selection Models |
1 |
4 |
17 |
122 |
6 |
15 |
32 |
1,044 |
| Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
1 |
3 |
4 |
13 |
660 |
| Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
0 |
131 |
2 |
3 |
6 |
482 |
| Nonparametric Instrumental Variables Estimation |
1 |
2 |
3 |
58 |
3 |
5 |
8 |
186 |
| Nonparametric Welfare Analysis |
0 |
0 |
1 |
14 |
0 |
1 |
3 |
60 |
| Nonparametric identification in panels using quantiles |
0 |
0 |
0 |
16 |
2 |
3 |
4 |
97 |
| Nonseparable multinomial choice models in cross-section and panel data |
0 |
0 |
1 |
13 |
0 |
1 |
5 |
67 |
| On Bunching and Identification of the Taxable Income Elasticity |
0 |
2 |
6 |
56 |
4 |
7 |
26 |
186 |
| Over-Identification Tests in Earnings Functions with Fixed Effects |
0 |
0 |
0 |
0 |
3 |
7 |
12 |
725 |
| Partially Adaptive Estimation of Regression Models via the Generalized T Distribution |
0 |
0 |
1 |
78 |
2 |
3 |
9 |
172 |
| Properties of the CUE estimator and a modification with moments |
0 |
0 |
8 |
62 |
3 |
3 |
17 |
197 |
| Semiparametric Efficiency Bounds |
0 |
2 |
4 |
949 |
4 |
11 |
21 |
1,792 |
| Semiparametric Estimation of Selection Models: Some Empirical Results |
0 |
0 |
2 |
533 |
1 |
1 |
8 |
1,055 |
| Semiparametric estimation of structural functions in nonseparable triangular models |
0 |
0 |
0 |
1 |
3 |
6 |
11 |
35 |
| Sequential R&D Strategy for Synfuels |
0 |
0 |
0 |
48 |
1 |
1 |
1 |
423 |
| Series Estimation of Regression Functionals |
0 |
0 |
1 |
29 |
4 |
7 |
13 |
94 |
| Series Estimation of Semilinear Models |
1 |
3 |
5 |
93 |
4 |
6 |
10 |
190 |
| Specification tests for distributional assumptions in the Tobit model |
0 |
0 |
0 |
229 |
1 |
2 |
2 |
566 |
| Tax reform evaluation using non-parametric methods: Sweden 1980-1991 |
0 |
0 |
0 |
65 |
1 |
1 |
3 |
269 |
| Testing overidentifying restrictions with many instruments and heteroskedasticity |
0 |
0 |
1 |
35 |
1 |
1 |
5 |
172 |
| Testing the drift-diffusion model |
0 |
1 |
1 |
3 |
1 |
2 |
3 |
23 |
| The Asymptotic Variance of Semiparametric Estimators |
1 |
2 |
10 |
454 |
3 |
8 |
25 |
1,224 |
| The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
0 |
1 |
165 |
2 |
2 |
7 |
595 |
| Treatment effects (in Russian) |
0 |
0 |
1 |
6 |
0 |
2 |
4 |
50 |
| Twicing Kernels and a Small Bias Property of Semiparametric Estimators |
0 |
0 |
0 |
56 |
2 |
4 |
4 |
334 |
| Two-step series estimation of sample selection models |
0 |
0 |
0 |
128 |
3 |
5 |
8 |
407 |
| Uniform Convergence in Probability and Stochastic Equicontinuity |
1 |
2 |
2 |
810 |
5 |
6 |
10 |
2,085 |
| Total Journal Articles |
45 |
121 |
436 |
25,821 |
295 |
669 |
1,757 |
71,066 |
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