Selected Publications
This paper provides new identification results for the bid–ask spread and the nonparametric distribution of the […]
We establish the consistency and asymptotic normality for a class of estimators that are linear combinations […]
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal […]
Previous version
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]
Previous version
Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are […]
Previous version
Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]
Previous version
In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and […]
Previous version
In this selective review, we first provide some empirical examples that motivate the usefulness of semi-nonparametric […]
Previous version
This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]
Previous version
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential […]