Timothy M. Christensen
Selected Publications
In complicated/nonlinear parametric models, it is generally hard to know whether the model parameters are point […]
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This paper makes several important contributions to the literature about nonparametric instrumental variables (NPIV) estimation and […]
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In complicated/nonlinear parametric models, it is generally hard to determine whether the model parameters are (globally) […]
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Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen […]
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We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal […]
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This paper makes several contributions to the literature on the important yet difficult problem of estimating […]
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We introduce econometric methods to perform estimation and inference on the permanent and transitory components of […]
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal […]
Latest version
Important features of certain economic models may be revealed by studying positive eigenfunctions of appropriately chosen […]
Latest version
We study the problem of nonparametric regression when the regressor is endogenous, which is an important […]