Selected Publications
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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For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables […]
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This paper studies nonparametric estimation of conditional moment models in which the residual functions could be […]
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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 identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]
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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 concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total […]
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We provide easy to verify suffcient conditions for the consistency and asymptotic normality of a class […]