| Publications |
| • “Weak identification robust tests in an instrumental quantile model,” Journal of Econometrics 144 (2008), 118-138. |
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| • “Adding regressors to obtain efficiency, ” (with Joris Pinkse) Econometric Theory 25 (2009), 298-301. |
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| • “Efficient semiparametric seemingly unrelated quantile regression estimation,” (with Joris Pinkse) Econometric Theory 25 (2009), 1392-1414. |
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| • “Bayesian quantile regression methods,” (with Tony Lancaster) Journal of Applied Econometrics, forthcoming. |
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| • “Semiparametric tests of conditional moments under weak or partial identification,” (with Joris Pinkse), Journal of Econometrics 152 (2009), 3-18 |
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| • “Local structural quantile effects in a model with a nonseparable control variable,” Journal of Econometrics 151 (2009), 82-97. |
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| Working Papers |
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| • “Testing under weak identification with conditional moment restrictions,” (with Joris Pinkse). (Under review for Econometric Theory) |
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| • “A consistent nonparametric test of affiliation in auction models,” (with Joris Pinkse and Yuanyuan Wan). (Under review for Journal of Econometrics) |
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| • “Tighter bounds in triangular systems,” (with Joris Pinkse and Haiqing Xu). |
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| • “Cube-root-n and faster convergence, Laplace estimators, and uniform inference,” (with Joris Pinkse and Yuanyuan Wan). |
| · Supplement to Cube-root-n and faster convergence, Laplace estimators, and uniform inference. |
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