publication venue for
- A structural analysis of simple contracts. 236:105456-105456. 2023
- Evaluating forecast performance with state dependence 2022
- Dynamic decisions under subjective expectations: A structural analysis. 222:645-675. 2021
- Panel Data Models with Heterogeneous Shocks. 221:483-509. 2021
- Alternative tests for correct specification of conditional predictive densities. 208:638-657. 2019
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. 212:433-450. 2019
- Quasi maximum likelihood analysis of high dimensional constrained factor models. 206:574-612. 2018
- Determining the number of factors when the number of factors can increase with sample size. 197:76-86. 2017
- Consistent model specification tests based on k-nearest-neighbor estimation method. 194:187-202. 2016
- Efficiency of thin and thick markets. 192:40-54. 2016
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework. 193:123-146. 2016
- White noise testing and model diagnostic checking for functional time series. 194:76-95. 2016
- Subjective Survival Curves and Bequests. 188:514-525. 2015
- A data-driven smooth test of symmetry. 188:490-501. 2015
- A test for second order stationarity of a multivariate time series. 185:124-161. 2015
- Gradient-based smoothing parameter selection for nonparametric regression estimation. 184:233-241. 2015
- Smooth coefficient estimation of a seemingly unrelated regression. 189:148-162. 2015
- Estimation of Labor Supply and Exact Welfare Change under Flexible Preferences and Generalized Piecewise-Linear Budgets. 188:526-544. 2015
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models. 178:167-179. 2014
- Model specification test with correlated but not cointegrated variables. 178:80-85. 2014
- Property taxes and home prices: A tale of two cities. 180:1-15. 2014
- Conditional predictive density evaluation in the presence of instabilities. 177:199-212. 2013
- Well-posedness of measurement error models for self-reported data. 168:259-269. 2012
- Functional coefficient regression models with time trend. 170:15-31. 2012
- Understanding models forecasting performance. 164:158-172. 2011
- Measuring correlations of integrated but not cointegrated variables: A semiparametric approach. 164:252-267. 2011
- Estimating first-price auctions with an unknown number of bidders: A misclassification approach. 157:328-341. 2010
- An alternative root-n consistent estimator for panel data binary choice models. 157:93-100. 2010
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. 157:179-190. 2010
- A nonparametric test for equality of distributions with mixed categorical and continuous data. 148:186-200. 2009
- Functional-coefficient models for nonstationary time series data. 148:101-113. 2009
- Nonparametric estimation and testing of fixed effects panel data models.. 144:257-275. 2008
- Fiscal policy and asset markets: A semiparametric analysis. 147:141-150. 2008
- A consistent model specification test with mixed discrete and continuous data. 140:802-826. 2007
- Estimation of mis-specified long memory models. 134:257-281. 2006
- The thick market effect on local unemployment rate fluctuations. 133:127-152. 2006
- Nonparametric Estimation of Regression Functions With Mixed Discrete and Continuous Regressor. 119:99-130. 2004
- Specification issues and confidence intervals in unilateral price effects analysis. 113:3-31. 2003
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. 112:295-325. 2003
- Calculation of maximum entropy densities with application to income distribution. 115:347-354. 2003
- Consistent model specification tests for time series econometric models. 92:101-147. 1999
- A simple consistent bootstrap test for a parametric regression function. 87:145-165. 1998
- Testing serial correlation in semiparametric panel data models. 87:207-237. 1998
- Semi-parametric estimation of partially linear panel data model. 71:389-397. 1996
- MONTE-CARLO RESULTS ON SEVERAL NEW AND EXISTING TESTS FOR THE ERROR COMPONENT MODEL. 54:95-120. 1992
- A MONOTONIC PROPERTY FOR ITERATIVE GLS IN THE 2-WAY RANDOM EFFECTS MODEL. 53:45-51. 1992
- MONTE-CARLO EVIDENCE ON PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES AND AN ARBITRARY VARIANCE ON THE INITIAL OBSERVATIONS. 52:371-380. 1992
- A TRANSFORMATION THAT WILL CIRCUMVENT THE PROBLEM OF AUTOCORRELATION IN AN ERROR-COMPONENT MODEL. 48:385-393. 1991
- THE GEOGRAPHIC-DISTRIBUTION OF UNEMPLOYMENT RATES IN THE UNITED-STATES - A SPATIAL TIME-SERIES ANALYSIS. 36:251-279. 1987
- A TEST OF A DISEQUILIBRIUM MODEL. 12:319-333. 1980