Published Papers
Integrated likelihood based inference for nonlinear panel data models with unobserved effects, Journal of Econometrics, vol. 223, pp. 73-95, 2021. Joint with M. Schumann and T.A. Severini.
Convexity of probit weights, Statistics and Probability Letters, vol. 143, pp. 81–85, 2018. Joint with M. Schumann.
A simple consistent test of conditional symmetry in symmetrically trimmed tobit models, Journal of Econometrics, vol. 198, pp. 29-40, 2017. Joint with T. Chen.
Semiparametric efficiency bounds for microeconometric models: A survey, Foundations and Trends in Econometrics, vol. 6, pp. 163-397, 2013. With T. Severini.
Testing conditional symmetry without smoothing, Journal of Nonparametric Statistics, vol. 25, pp. 273-313, 2013. With T. Chen.
Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors, Journal of Econometrics, vol. 170, pp. 491-498, 2012. With T. Severini.
Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known, Journal of Econometrics, vol. 165, pp. 258-265, 2011.
Moment based inference with stratified data, Econometric Theory, vol. 27, pp. 47-73, 2011.
Optimally combining censored and uncensored datasets, Journal of Econometrics, vol. 15, pp. 17-32, 2009. With P. Devereux. Data and computer programs
Some identification issues in nonparametric linear models with endogenous regressors, Econometric Theory, vol. 22, pp. 258-–278, 2006. With T. Severini.
Empirical likelihood based inference in conditional moment restriction models, Econometrica, vol. 72, pp. 1667-1714, 2004. With Y. Kitamura and H. Ahn.
Testing conditional moment restrictions, Annals of Statistics, vol. 31, pp. 2059-2095, 2003. With Y. Kitamura.
Nonparametric estimation of homogeneous functions, Econometric Theory, vol. 19, pp. 640-663, 2003. With W. Kim.
A simplified approach to computing efficiency bounds in semiparametric models, Journal of Econometrics, vol. 102, pp. 23-66, 2001. With T. Severini.
Nonparametric estimation of additive models with homogeneous components, in Economic Essays: A Festschrift for Werner Hildenbrand, edited by G. Debreu, W. Neuefeind, and W. Trockel. Springer-Verlag, Berlin, pp. 159-179, 2001. With W. Hardle and W. Kim.
Local semiparametric efficiency bounds under shape restrictions, Econometric Theory, vol. 16, pp. 729-739, 2000.
Review of “Econometric Methods” by Jack Johnston and John DiNardo, Econometric Theory, vol. 16, pp. 139-142, 2000.
A matrix extension of the Cauchy-Schwarz inequality, Economics Letters, vol. 63, pp. 1-3, 1999.