Selected Publications
We propose a novel optimal transport-based version of the Generalized Method of Moment (GMM). Instead of […]
Economic models often depend on quantities that are unobservable, either for privacy reasons or because they […]
We propose a new estimation methodology to address the presence of covariate measurement error by exploiting […]
We show that a standard linear triangular two equation system can be point identified, without the […]
The idea of summarizing the information contained in a large number of variables by a small […]
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Many time-series exhibit “long memory”: Their autocorrelation function decays slowly with lag. This behavior has traditionally […]
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The idea of summarizing the information contained in a large number of variables by a small […]
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We propose a simple model selection test for choosing among two parametric likelihoods which can be […]
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The traditional approach to obtain valid confidence intervals for nonparametric quantities is to select a smoothing […]
We propose a simple model selection test for choosing among two parametric likelihoods which can be […]