Working Papers

  1. A Simple Parametric Model Selection Test
    • with S. M. Schennach
    • cemmap working paper CWP10/14
    • pdf
  2. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • cemmap working paper CWP15/14
    • pdf
  3. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
  4. Nonstationary Cross-Validation
    • with F. B. Bandi and V. Corradi

Contact Info

Office:Drayton 223A
Address:Department of Economics
University College London
30 Gordon Street
London WC1H 0AX
United Kingdom
Office hour:Wed 17:30-18:30
E-Mail:(see CV)