1. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • forthcoming in Econometric Theory
    • pdf

Working Papers

  1. A Simple Parametric Model Selection Test
    • with S. M. Schennach
    • cemmap working paper CWP10/14
    • pdf
  2. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
  3. Nonstationary Cross-Validation
    • with F. B. Bandi and V. Corradi