1. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation

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
    • cemmap working paper CWP34/15
    • pdf
  3. Nonstationary Cross-Validation
    • with F. B. Bandi and V. Corradi
  4. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • with D. Chetverikov
    • cemmap working paper CWP39/15
    • pdf