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Selected Publications
On cross-validated Lasso
In this paper, we derive a rate of convergence of the Lasso estimator when the penalty […]
Asymptotic efficiency of semiparametric two-step GMM
Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]
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Sieve inference on semi-nonparametric time series models
The method of sieves has been widely used in estimating semiparametric and nonparametric models. In this […]