Selected Publications
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal […]
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This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]
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Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are […]
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Many structural economics models are semiparametric ones in which the unknown nuisance functions are identifi ed via […]
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Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]
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In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and […]
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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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We study the problem of nonparametric regression when the regressor is endogenous, which is an important […]
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Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are […]
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This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and […]