Selected Publications
Widely used convolutions and deconvolutions techniques traditionally rely on the assumption of independence, an assumption often […]
This paper introduces a general method to convert a model defined by moment conditions involving both […]
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This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully […]
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Many time-series data are known to exhibit ‘long memory’, that is, they have an autocorrelation function […]
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This overview of the recent econometrics literature on measurement error in nonlinear models centres on the […]
Virtually all methods aimed at correcting for covariate measurement error in regressions rely on some form […]
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This paper formulates and estimates multistage production functions for children’s cognitive and noncognitive skills. Skills are […]
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We provide nonparametric estimators of derivative ratio-based average marginal effects of an endogenous cause, X, on […]
This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the […]
While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset […]