| Publication | Date of Publication | Type |
|---|
| Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities | 2024-03-06 | Paper |
| Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions | 2022-06-22 | Paper |
| Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition | 2021-07-10 | Paper |
| Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models | 2021-05-04 | Paper |
| Using penalized likelihood to select parameters in a random coefficients multinomial logit model | 2021-03-24 | Paper |
| Measuring the price responsiveness of gasoline demand: Economic shape restrictions and nonparametric demand estimation | 2019-01-10 | Paper |
| A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions | 2018-11-22 | Paper |
| Nonparametric estimation and inference under shape restrictions | 2017-09-28 | Paper |
| Uniform confidence bands for functions estimated nonparametrically with instrumental variables | 2017-05-12 | Paper |
| Specification testing in nonparametric instrumental variable estimation | 2016-08-15 | Paper |
| Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative | 2016-07-25 | Paper |
| Identification and estimation of statistical functionals using incomplete data | 2016-06-10 | Paper |
| Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness | 2016-04-25 | Paper |
| Semiparametric estimation of a panel data proportional hazards model with fixed effects | 2016-04-18 | Paper |
| The bootstrap in econometrics | 2016-03-02 | Paper |
| Identification and shape restrictions in nonparametric instrumental variables estimation | 2015-09-18 | Paper |
| Discussion on: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter | 2014-06-04 | Paper |
| A simple bootstrap method for constructing nonparametric confidence bands for functions | 2013-12-11 | Paper |
| Penalized estimation of high-dimensional models under a generalized sparsity cindition | 2013-05-13 | Paper |
| ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION | 2011-07-26 | Paper |
| Applied Nonparametric Instrumental Variables Estimation | 2011-04-27 | Paper |
| Variable selection in nonparametric additive models | 2010-08-24 | Paper |
| Goodness-of-fit tests for functional data | 2010-02-12 | Paper |
| Semiparametric and nonparametric methods in econometrics | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497997 | 2008-05-28 | Paper |
| Asymptotic properties of bridge estimators in sparse high-dimensional regression models | 2008-04-23 | Paper |
| Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions | 2008-02-26 | Paper |
| Nonparametric Instrumental Variables Estimation of a Quantile Regression Model | 2008-02-11 | Paper |
| A Non-Parametric Test of Exogeneity | 2007-11-21 | Paper |
| Nonparametric Estimation of an Additive Quantile Regression Model | 2007-08-20 | Paper |
| Methodology and convergence rates for functional linear regression | 2007-07-23 | Paper |
| Semiparametric methods in applied econometrics: do the models fit the data? | 2007-03-20 | Paper |
| Optimal estimation in additive regression models | 2006-11-06 | Paper |
| Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables | 2006-09-25 | Paper |
| Bootstrap Methods for Markov Processes | 2006-06-19 | Paper |
| Nonparametric methods for inference in the presence of instrumental variables | 2006-03-23 | Paper |
| Nonparametric estimation of an additive model with a link function | 2005-09-12 | Paper |
| Bootstrap Methods for Time Series | 2005-01-03 | Paper |
| Should the DEA's STRIDE Data Be Used for Economic Analyses of Markets for Illegal Drugs? | 2004-06-10 | Paper |
| An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models | 2004-06-10 | Paper |
| Computation of bounds on population parameters when the data are incomplete | 2003-11-10 | Paper |
| Bootstrap critical values for tests based on the smoothed maximum score estimator | 2003-04-02 | Paper |
| Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data | 2002-07-30 | Paper |
| Bootstrap Methods for Median Regression Models | 2002-05-28 | Paper |
| Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity | 2002-05-28 | Paper |
| Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function | 2002-05-28 | Paper |
| An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative | 2002-05-28 | Paper |
| Internet-based econometric computing | 2001-09-17 | Paper |
| The bootstrap and hypothesis tests in econometrics | 2001-01-01 | Paper |
| Empirically relevant critical values for hypothesis tests: A bootstrap approach | 2000-11-22 | Paper |
| Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations | 1999-05-26 | Paper |
| Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214058 | 1998-10-15 | Paper |
| Semiparametric methods in econometrics | 1998-06-24 | Paper |
| Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates | 1998-02-25 | Paper |
| Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable | 1997-04-27 | Paper |
| Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators | 1997-01-19 | Paper |
| Robust scale estimation in the error‐components model using the empirical characteristic function | 1996-09-03 | Paper |
| Semiparametric Estimation of Regression Models for Panel Data | 1996-02-28 | Paper |
| Robust scale estimation based on the empirical characteristic function | 1996-02-13 | Paper |
| On blocking rules for the bootstrap with dependent data | 1996-01-25 | Paper |
| Identification and Robustness with Contaminated and Corrupted Data | 1995-09-14 | Paper |
| Fairness in simple bargaining experiments | 1994-05-18 | Paper |
| Semiparametric estimation of a work-trip mode choice model | 1993-08-25 | Paper |
| A Generalized Moments Specification Test of the Proportional Hazards Model | 1993-04-01 | Paper |
| A Smoothed Maximum Score Estimator for the Binary Response Model | 1992-09-27 | Paper |
| Computational and statistical efficiency of semiparametric gls estimators | 1989-01-01 | Paper |
| Semiparametric estimation of employment duration models | 1987-01-01 | Paper |
| A distribution-free least squares estimator for censored linear regression models | 1986-01-01 | Paper |
| Critical Path Problems with Concave Cost-Time Curves | 1972-01-01 | Paper |
