The role of score and information bias in panel data likelihoods

in Journal of Econometrics (in press)

Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Presentation (2020, December 01)

Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification

in Huynh, Kim P.; Jacho-Chávez, David T.; Tripathi, Gautam (Eds.) The Econometrics of Complex Survey Data (2019)

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data is collected by variable ... [more ▼]

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data is collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples. [less ▲]

Convexity of probit weights

in Statistics and Probability Letters (2018), 143

Monotonicity of probit weights

E-print/Working paper (2017)

A simple consistent test of conditional symmetry in symmetrically trimmed tobit models

in Journal of Econometrics (2017), 198

Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Presentation (2015, June 09)

Nonparametric estimation of returns to scale

Scientific Conference (2014, July 11)

Macht Junk Food abhängig?

Article for general public (2013)

Testing conditional symmetry without smoothing

in Journal of Nonparametric Statistics (2013), 25