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 |
2 |
2 |
4 |
148 |
A Residuals-Based Wald Test for the Linear Simultaneous Equation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
285 |
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix |
9 |
14 |
41 |
1,630 |
26 |
44 |
146 |
4,776 |
A reduced bias GMM-like estimator with reduced estimator dispersion |
0 |
0 |
0 |
132 |
0 |
2 |
5 |
483 |
A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter |
2 |
2 |
6 |
119 |
3 |
3 |
13 |
354 |
Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
66 |
0 |
1 |
6 |
117 |
An Asymmetric Least Test of Heteroscedasticity |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
88 |
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
2 |
45 |
0 |
0 |
4 |
125 |
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
49 |
0 |
3 |
9 |
161 |
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
28 |
0 |
1 |
5 |
88 |
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters |
0 |
0 |
0 |
180 |
1 |
2 |
8 |
466 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
2 |
2 |
438 |
3 |
7 |
30 |
1,305 |
Automatic Lag Selection in Covariance Matrix Estimation |
0 |
0 |
0 |
0 |
5 |
6 |
27 |
452 |
Choosing the Number of Instruments |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
527 |
Combining Two Consistent Estimators |
1 |
1 |
3 |
67 |
2 |
3 |
15 |
164 |
Conditional Moment Restrictions in Censored and Truncated Regression Models |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
363 |
Consistency and Asymptotic Normality of Nonparametric Projection Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
125 |
Convergence Rates & Asymptotic Normality Estimators |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
248 |
Convergence Rates for Series Estimators |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
285 |
Demand Analysis with Many Prices |
1 |
1 |
12 |
85 |
2 |
13 |
47 |
87 |
Density Weighted Linear Least Squares |
0 |
0 |
0 |
1 |
3 |
7 |
26 |
441 |
Density Weighted Linear Least Squares |
0 |
1 |
2 |
13 |
2 |
4 |
8 |
57 |
Double/Debiased Machine Learning for Treatment and Structural Parameters |
0 |
0 |
6 |
81 |
4 |
10 |
36 |
146 |
EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
451 |
EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS |
0 |
0 |
0 |
0 |
2 |
2 |
14 |
305 |
Efficiency of Weighted Average Derivative Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
253 |
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
132 |
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
137 |
Estimation with many instrumental variables |
0 |
0 |
0 |
166 |
3 |
6 |
14 |
423 |
Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
294 |
Flexible Simulation Moment Estimation of Nonlinear Errors- in- Variables Models |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
128 |
GMM with many weak moment conditions |
0 |
0 |
0 |
345 |
0 |
1 |
1 |
913 |
Higher order properties of GMM and generalised empirical likelihood estimators |
0 |
1 |
6 |
456 |
0 |
2 |
14 |
982 |
Identification and Estimation of Marginal Effects in Nonlinear Panel Models |
0 |
0 |
0 |
47 |
0 |
2 |
11 |
150 |
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
0 |
0 |
281 |
0 |
2 |
4 |
1,194 |
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity |
0 |
0 |
1 |
236 |
1 |
3 |
10 |
749 |
Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
0 |
105 |
0 |
0 |
6 |
313 |
Identification and estimation of marginal effects in nonlinear panel models |
0 |
0 |
1 |
30 |
0 |
3 |
11 |
107 |
Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance |
0 |
0 |
0 |
255 |
2 |
4 |
9 |
562 |
Individual heterogeneity and average welfare |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
168 |
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
0 |
48 |
1 |
3 |
7 |
176 |
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
0 |
0 |
0 |
48 |
0 |
2 |
8 |
120 |
Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
121 |
2 |
2 |
5 |
324 |
Instrumental variables estimation with flexible distribution |
0 |
1 |
1 |
38 |
0 |
3 |
8 |
156 |
Jackknife and analytical bias reduction for nonlinear panel models |
0 |
1 |
4 |
316 |
0 |
3 |
10 |
767 |
Kernel Estimation of Partial Means and a General Variance Estimator |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
343 |
LOCALLY EFFICIENT, RESIDUAL-BASED ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
228 |
Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
127 |
Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
167 |
Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
31 |
1 |
1 |
8 |
108 |
Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
73 |
Mean-square-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
265 |
0 |
1 |
2 |
3,021 |
Mean-squared-error Calculations for Average Treatment Effects |
0 |
0 |
0 |
86 |
0 |
0 |
4 |
664 |
Nonlinear Errors in Variables: Estimation of Some Engel Curves |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
188 |
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
243 |
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
1 |
181 |
1 |
1 |
8 |
1,141 |
Nonparametric Estimation of Labor Supply Functions Generated by Piece Wise Linear Budget Constraints |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
474 |
Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
3 |
7 |
18 |
261 |
Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
0 |
2 |
4 |
16 |
294 |
Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
0 |
0 |
1 |
5 |
23 |
290 |
On Bunching and Identification of the Taxable Income Elasticity |
2 |
2 |
10 |
28 |
3 |
7 |
29 |
78 |
Quantile and average effects in nonseparable panel models |
0 |
0 |
0 |
43 |
0 |
0 |
2 |
110 |
SEMIPARAMETRIC ESTIMATION OF SELECTION MODELS: SOME EMPIRICAL RESULTS |
0 |
0 |
0 |
1 |
1 |
2 |
19 |
324 |
SERIES ESTIMATION OF REGRESSION FUNCTIONALS |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
311 |
THE ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMOTORS |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
172 |
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
0 |
2 |
190 |
2 |
2 |
5 |
1,101 |
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980 - 1991 |
0 |
1 |
2 |
94 |
2 |
3 |
6 |
905 |
Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
622 |
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
62 |
1 |
4 |
12 |
193 |
Tests for neglected heterogeneity in moment condition models |
0 |
0 |
0 |
62 |
0 |
0 |
3 |
95 |
The Asymptotic Variance of Semiparametric Estimators |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
192 |
The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
0 |
0 |
132 |
2 |
4 |
11 |
422 |
Two Step Series Estimation of Sample Selection Models |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
1,007 |
Two-Step Estimation, Optimal Moment Conditions, and Sample Selection Models |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
313 |
UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
617 |
Undersmoothing and Bias Corrected Functional Estimation |
0 |
0 |
0 |
0 |
4 |
7 |
25 |
409 |
Total Working Papers |
15 |
27 |
103 |
6,743 |
98 |
234 |
911 |
34,588 |
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 |
40 |
0 |
1 |
1 |
166 |
A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix |
13 |
39 |
183 |
5,241 |
65 |
192 |
753 |
14,250 |
A jackknife interpretation of the continuous updating estimator |
3 |
5 |
10 |
67 |
3 |
5 |
10 |
174 |
A large-sample chow test for the linear simultaneous equation |
0 |
0 |
3 |
112 |
2 |
2 |
7 |
344 |
A method of moments interpretation of sequential estimators |
2 |
2 |
18 |
422 |
6 |
8 |
32 |
683 |
A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix |
3 |
9 |
41 |
499 |
22 |
53 |
211 |
1,587 |
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS |
0 |
0 |
0 |
10 |
0 |
3 |
6 |
79 |
Adaptive estimation of regression models via moment restrictions |
0 |
0 |
2 |
119 |
0 |
2 |
8 |
231 |
Asymmetric Least Squares Estimation and Testing |
1 |
13 |
54 |
464 |
14 |
44 |
143 |
1,236 |
Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
405 |
Average and Quantile Effects in Nonseparable Panel Models |
0 |
0 |
2 |
28 |
3 |
7 |
21 |
157 |
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
51 |
Choosing instrumental variables in conditional moment restriction models |
0 |
1 |
1 |
86 |
0 |
1 |
8 |
245 |
Choosing the Number of Instruments |
0 |
0 |
0 |
1 |
1 |
3 |
9 |
760 |
Consistency of two-step sample selection estimators despite misspecification of distribution |
0 |
0 |
1 |
65 |
1 |
2 |
5 |
182 |
Convergence rates and asymptotic normality for series estimators |
2 |
6 |
31 |
1,050 |
5 |
11 |
50 |
1,695 |
ECONOMICS TO ECONOMETRICS: IN HONOR OF DANIEL L. McFADDEN |
0 |
1 |
1 |
72 |
0 |
3 |
4 |
199 |
Efficiency bounds for some semiparametric selection models |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
86 |
Efficiency of Weighted Average Derivative Estimators and Index Models |
0 |
0 |
1 |
138 |
1 |
5 |
11 |
736 |
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
0 |
0 |
2 |
163 |
1 |
6 |
12 |
585 |
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions |
0 |
1 |
3 |
37 |
1 |
3 |
8 |
88 |
Efficient Instrumental Variables Estimation of Nonlinear Models |
2 |
4 |
11 |
372 |
7 |
14 |
41 |
1,119 |
Efficient Semiparametric Estimation of Expectations |
0 |
0 |
0 |
1 |
0 |
4 |
6 |
210 |
Efficient Semiparametric Estimation via Moment Restrictions |
0 |
0 |
1 |
100 |
0 |
1 |
8 |
308 |
Efficient estimation of limited dependent variable models with endogenous explanatory variables |
2 |
4 |
29 |
1,321 |
5 |
18 |
79 |
2,164 |
Empirical likelihood estimation and consistent tests with conditional moment restrictions |
0 |
0 |
0 |
223 |
0 |
3 |
4 |
461 |
Estimating Vector Autoregressions with Panel Data |
9 |
32 |
228 |
3,579 |
37 |
117 |
610 |
7,797 |
Estimation With Many Instrumental Variables |
0 |
0 |
0 |
116 |
2 |
7 |
14 |
272 |
Flexible Simulated Moment Estimation Of Nonlinear Errors-In-Variables Models |
0 |
0 |
0 |
58 |
1 |
3 |
4 |
200 |
Generalized Method of Moments With Many Weak Moment Conditions |
1 |
1 |
2 |
127 |
1 |
3 |
13 |
370 |
Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference |
0 |
0 |
0 |
0 |
0 |
6 |
14 |
415 |
Generalized method of moments specification testing |
1 |
9 |
40 |
598 |
5 |
19 |
73 |
1,013 |
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators |
0 |
1 |
2 |
305 |
0 |
3 |
13 |
863 |
Hypothesis Testing with Efficient Method of Moments Estimation |
1 |
2 |
14 |
581 |
6 |
15 |
61 |
2,051 |
Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity |
0 |
0 |
0 |
144 |
0 |
4 |
10 |
365 |
Identification and estimation of polynomial errors-in-variables models |
0 |
4 |
4 |
193 |
0 |
4 |
4 |
382 |
Instrumental Variable Estimation of Nonparametric Models |
0 |
0 |
2 |
297 |
0 |
4 |
14 |
690 |
Instrumental Variables Estimation With Flexible Distributions |
0 |
0 |
2 |
27 |
0 |
5 |
15 |
101 |
Instrumental variable estimation of nonseparable models |
0 |
0 |
5 |
164 |
0 |
1 |
11 |
325 |
Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
25 |
2 |
3 |
7 |
91 |
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models |
1 |
2 |
3 |
160 |
1 |
5 |
23 |
606 |
Kernel Estimation of Partial Means and a General Variance Estimator |
0 |
0 |
4 |
74 |
2 |
4 |
15 |
148 |
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables |
0 |
0 |
0 |
73 |
1 |
1 |
2 |
160 |
Maximum Likelihood Specification Testing and Conditional Moment Tests |
0 |
3 |
12 |
347 |
2 |
12 |
28 |
792 |
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
74 |
Nonlinear errors in variables Estimation of some Engel curves |
0 |
0 |
9 |
262 |
1 |
2 |
18 |
593 |
Nonparametric Estimation of Exact Consumers Surplus and Deadweight Loss |
1 |
1 |
9 |
326 |
1 |
13 |
44 |
897 |
Nonparametric Estimation of Sample Selection Models |
1 |
2 |
7 |
76 |
1 |
5 |
24 |
937 |
Nonparametric Estimation of Triangular Simultaneous Equations Models |
0 |
0 |
0 |
1 |
6 |
13 |
29 |
619 |
Nonparametric Estimation with Nonlinear Budget Sets |
0 |
0 |
3 |
131 |
1 |
7 |
18 |
458 |
Nonparametric Instrumental Variables Estimation |
0 |
0 |
1 |
52 |
2 |
5 |
9 |
161 |
Over-Identification Tests in Earnings Functions with Fixed Effects |
0 |
0 |
0 |
0 |
0 |
2 |
19 |
680 |
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution |
0 |
0 |
6 |
61 |
1 |
2 |
20 |
130 |
Properties of the CUE estimator and a modification with moments |
1 |
2 |
8 |
30 |
1 |
2 |
14 |
112 |
Semiparametric Efficiency Bounds |
0 |
0 |
4 |
934 |
1 |
1 |
10 |
1,740 |
Semiparametric Estimation of Selection Models: Some Empirical Results |
1 |
5 |
15 |
499 |
4 |
9 |
38 |
983 |
Sequential R&D Strategy for Synfuels |
0 |
0 |
0 |
46 |
2 |
6 |
10 |
415 |
Series Estimation of Regression Functionals |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
63 |
Series Estimation of Semilinear Models |
1 |
3 |
8 |
69 |
2 |
5 |
13 |
141 |
Specification tests for distributional assumptions in the Tobit model |
1 |
1 |
3 |
227 |
2 |
3 |
8 |
549 |
Tax reform evaluation using non-parametric methods: Sweden 1980-1991 |
0 |
0 |
0 |
63 |
0 |
2 |
7 |
257 |
The Asymptotic Variance of Semiparametric Estimators |
2 |
5 |
14 |
389 |
6 |
16 |
48 |
1,053 |
The Revenues-Expenditures Nexus: Evidence from Local Government Data |
0 |
1 |
1 |
157 |
2 |
7 |
18 |
560 |
Treatment effects (in Russian) |
0 |
1 |
1 |
4 |
0 |
2 |
5 |
40 |
Twicing Kernels and a Small Bias Property of Semiparametric Estimators |
0 |
0 |
1 |
51 |
0 |
4 |
9 |
305 |
Two-step series estimation of sample selection models |
0 |
0 |
3 |
127 |
2 |
2 |
9 |
367 |
Uniform Convergence in Probability and Stochastic Equicontinuity |
0 |
0 |
3 |
794 |
1 |
7 |
16 |
2,025 |
Total Journal Articles |
49 |
160 |
808 |
21,888 |
234 |
730 |
2,782 |
58,001 |