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In parametric models a sufficient condition for local identification is that the vector of moment conditions […]
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This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized […]
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This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential […]
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This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown […]
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This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown […]
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This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]
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We investigate a method for extracting nonlinear principal components. These principal components maximize variation subject to […]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized […]
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Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]
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Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]