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Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

Journal of econometrics, 2014-01, Vol.178 (3), p.426-443

2014

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Semiparametric quasi maximum likelihood estimation of the fractional response model

Economics letters, 2020-01, Vol.186, p.108769, Article 108769

2020

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INCOME AND DEMOCRACY: A SMOOTH VARYING COEFFICIENT REDUX

Journal of applied econometrics (Chichester, England), 2017-04, Vol.32 (3), p.719-724

2017

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Using nonparametric copulas to measure crude oil price co-movements

Energy economics, 2019-08, Vol.82, p.211-223

2019

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The evolution of firm-level distributions for Ukrainian manufacturing firms

Journal of Comparative Economics, 2016-02, Vol.44 (1), p.148-162

2016

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Flexible Estimation of Demand Systems: A Copula Approach

Journal of applied econometrics (Chichester, England), 2018-11, Vol.33 (7), p.1109-1116

2018

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Flexible Estimation of Copulas: An Application to the US Housing Crisis

Journal of applied econometrics (Chichester, England), 2016-04, Vol.31 (3), p.603-610

2016

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AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS

Econometric theory, 2016-02, Vol.32 (1), p.30-70

2016

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Abstract readability: Evidence from top-5 economics journals

Economics letters, 2024-02, Vol.235, p.111541, Article 111541

2024

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Semiparametric quasi-likelihood estimation with missing data

Communications in statistics. Theory and methods, 2016-03, Vol.45 (5), p.1345-1369

2016

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Semiparametric estimation of moment condition models with weakly dependent data

Journal of nonparametric statistics, 2017-01, Vol.29 (1), p.108-136

2017

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Tail Risk in a Retail Payments System

Jahrbücher für Nationalökonomie und Statistik, 2018-07, Vol.238 (3), p.353-369

2018

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Productivity and Reallocation: Evidence from Ecuadorian Firm-Level Data

Economía (Washington, D.C.), 2019-10, Vol.20 (1), p.83-110

2019

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Data Science in Stata 16: Frames, Lasso, and Python Integration

Journal of statistical software, 2021-05, Vol.98 (Software Review 1)

2021

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Functional Principal Component Analysis of Density Families With Categorical and Continuous Data on Canadian Entrant Manufacturing Firms

Journal of the American Statistical Association, 2011-09, Vol.106 (495), p.858-878

2011

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The efficacy of collaborative learning recitation sessions on student outcomes

The American economic review, 2010-05, Vol.100 (2), p.287-291

2010

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k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA

Econometric theory, 2012-08, Vol.28 (4), p.769-803

2012

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A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics

Empirical economics, 2015-02, Vol.48 (1), p.337-360

2015

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Growth and governance: A nonparametric analysis

Journal of Comparative Economics, 2009-03, Vol.37 (1), p.121-143

2009

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Firm size distributions through the lens of functional principal components analysis

Journal of applied econometrics (Chichester, England), 2010-11, Vol.25 (7), p.1211-1214

2010

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n-uniformly consistent density estimation in nonparametric regression models

Journal of econometrics, 2012-04, Vol.167 (2), p.305-316

2012

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On internally corrected and symmetrized kernel estimators for nonparametric regression

Test (Madrid, Spain), 2010-05, Vol.19 (1), p.166-186

2010

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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects

Econometric reviews, 2011-01, Vol.30 (1), p.1-24

2011

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EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS

Econometric theory, 2009-06, Vol.25 (3), p.847-855

Jacho-Chávez, David T.

2009

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npRmpi: A package for parallel distributed kernel estimation in R

Journal of Applied Econometrics, 2011-03, Vol.26 (2), p.344-349

2011

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Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

Semiparametric quasi maximum likelihood estimation of the fractional response model

INCOME AND DEMOCRACY: A SMOOTH VARYING COEFFICIENT REDUX

Using nonparametric copulas to measure crude oil price co-movements

The evolution of firm-level distributions for Ukrainian manufacturing firms

Flexible Estimation of Demand Systems: A Copula Approach

Flexible Estimation of Copulas: An Application to the US Housing Crisis

AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS

Abstract readability: Evidence from top-5 economics journals

Semiparametric quasi-likelihood estimation with missing data

Semiparametric estimation of moment condition models with weakly dependent data

Tail Risk in a Retail Payments System

Productivity and Reallocation: Evidence from Ecuadorian Firm-Level Data

Data Science in Stata 16: Frames, Lasso, and Python Integration

Functional Principal Component Analysis of Density Families With Categorical and Continuous Data on Canadian Entrant Manufacturing Firms

The efficacy of collaborative learning recitation sessions on student outcomes

k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA

A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics

Growth and governance: A nonparametric analysis

Firm size distributions through the lens of functional principal components analysis

n-uniformly consistent density estimation in nonparametric regression models

On internally corrected and symmetrized kernel estimators for nonparametric regression

Empirical Likelihood for Efficient Semiparametric Average Treatment Effects

EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS

npRmpi: A package for parallel distributed kernel estimation in R

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