Selected Publications
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential […]
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In this note, we characterise the semiparametric efficiency bound for a class of semiparametric models in […]
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This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]
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We establish the consistency and asymptotic normality for a class of estimators that are linear combinations […]
The goal of this paper is to develop techniques to simplify semiparametric inference. We do this […]
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The method of sieves has been widely used in estimating semiparametric and nonparametric models. In this […]
This paper studies nonparametric estimation of conditional moment restrictions in which the generalized residual functions can […]
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In this paper we clarify the relations between the existing sets of regularity conditions for convergence […]
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In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric […]
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The goal of this paper is to develop techniques to simplify semiparametric inference. We do this […]