In refereed journals
Estimation and inference for quantile partiially linear varying coefficients models with missing observations (2025) forthcoming Journal of Nonparametric Statistics
Estimation of non-smooth nonparametric estimating equations models with dependent data (2025) Journal of Time Series Analysis, 46, 59-80
Local polynomial estimation of nonparametric general estimating equations models (2023) Statistics and Probability Letters, 197
Misspecified semiparametric model selection with weakly dependent observations (2022) Journal of Time Series Analysis, 43, 558-586
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (2022) Econometric Reviews, 41, 583-606
Robust nonlinear regression estimation in null recurrent time series (joint with D. Li and D. Tjostheim ) (2021) Journal of Econometrics, 224, 416-438
Two-step combined nonparametric likelihood estimation of misspecified semiparametric models (2020) Journal of Nonparametric Statistics, 32, 769-792
Robust estimation and inference for general varying coefficients models with missing observations (2020) Test, 29,966-988
Two-step semiparametric empirical likelihood inference, (joint with J. C. Escanciano and I. Van Keilegom) (2020) Annals of Statistics, 48, 1-26
Semiparametric quantile regression with random censoring (2020) Annals of the Institute of Statistical Mathematics, 72, 265-295
Generalized empirical likelihood M testing for semiparametric models with time series data, (joint with B. Chu and D. Jacho-Chavez), 2017, Econometrics and Statistics, 4, 18-30
Semiparametric estimation of moment condition models with weakly dependent data (joint with B. Chu and D. Jacho-Chavez), 2017, Journal of Nonparametric Statistics, 29, 108-136
Local information theoretic methods for smooth coefficients dynamic panel data models, 2016, Journal of Time Series Analysis, 37, 690-708
Semiparametric quasi-likelihood estimation with missing data (joint with D. Jacho-Chavez), Communications in Statistics: Theory and Methods, 2016, 45, 1345-1369
Semiparametric estimation with missing covariates, 2015, Journal of Multivariate Analysis, 139, 329-346
Varying coefficients partially linear models with randomly censored data, 2014, Annals of the Institute of Statistical Mathematics, 66, 383-412
Partially linear varying coefficient models with missing at random responses, 2013, Annals of the Institute of Statistical Mathematics, 65, 721-762
Generalised empirical likelihood testing in semiparametric conditional moment restrictions models, 2012, Econometrics Journal, 15, 1-31
Efficient bootstrap for weakly dependent processes (joint with F. Crudu), 2012, Computational Statistics and Data Analysis , 56, 3444-3458
Bootstrap HAC tests for ordinary least squares regressions (joint with L. Godfrey) 2012, Oxford Bulletin of Economics and Statistics, 74, 903-922
Improved GMM estimators with weakly dependent data, 2011, Journal of Time Series Analysis, 32, 680-698
Empirical likelihood inference for efficient semiparametric average treatment effects (joint with D. Jacho-Chavez), Econometric Reviews, 2011 30, 1-24
Efficient M-estimators with auxiliary information, Journal of Statistical Planning and Inference, 2010, 241-253
Nonparametric likelihood inference for general autoregressions, Statistical Methods and Applications, 2010, 19, 79-106
Two-step generalised empirical likelihood inference for semiparametric models, Journal of Multivariate Analysis, 2009, 100, 1412-1431
Blockwise generalised empirical likelihood for nonlinear dynamic moment conditions models, Econometrics Journal, 2009, 12, 208-231
Generalised empirical likelihood for cointegrating regressions, FE Journal of Theoretical Statistics, 2007, 21, 241-253
Bartlett-type adjustments for empirical discrepancy statistics, Journal of Statistical Planning and Inference, 2006, 136, 537-554
Blockwise empirical entropy tests for time series regressions, Journal of Time Series Analysis, 2005, 26, 185-210
Empirical likelihood inference with applications to some econometric models, Econometric Theory, 2004, 20, 1-38
Second-order power comparisons for a class of nonparametric likelihood-based tests, Biometrika, 2003, 90, 881-890
Blockwise empirical Cressie-Read test statistics for α-mixing processes, Statistics and Probability Letters, 2002, 58, 319-325
Testing linear restrictions in linear models with empirical likelihood, Econometrics Journal, 2002, 5,104-130
A correction factor for unit root test statistics, Econometric Theory, 1999, 15, 218-227
Other refereed publications
Semiparametric generalized estimating equations in misspecified models, 2014, Topics in Nonparametric Statistics (M. Akritas, S. Lahiri and D. Politis Eds), Springer Proceedings in Mathematics and Statistics Series, Vol 74
A simple test of identification of GMM under conditional moment restrictions (joint with J.C. Escanciano and T. Otsu) 2012, Advances in Econometrics Vol 29: Essays in honor of Jerry Hausman
Average derivative estimation with missing responses (joint with K. Huynh and D. Jacho-Chavez) 2011, Advances in Econometrics Vol. 27: Missing data
Invited comments on " Subsampling weakly dependent observations with applications to extremes" by P. Doukhan, S. Prohl and C. Roberts, 2011, Test, 20, 483-486