Selected Publications
The goal of this paper is to develop techniques to simplify semiparametric inference. We do this […]
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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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This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized […]
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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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Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]
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This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]
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This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant […]
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We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]