|
2025
|
Abadie’s Kappa and Weighting Estimators of the Local Average Treatment Effect
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2025
|
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2025
|
Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2025
|
Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption
|
Journal of Applied Econometrics
|
B
|
2
|
|
2024
|
Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
|
Economics Letters
|
C
|
2
|
|
2023
|
When Should You Adjust Standard Errors for Clustering?
|
Quarterly Journal of Economics
|
S
|
4
|
|
2023
|
What is a standard error? (And how should we compute it?)
|
Journal of Econometrics
|
A
|
1
|
|
2023
|
Simple approaches to nonlinear difference-in-differences with panel data
|
The Econometrics Journal
|
B
|
1
|
|
2020
|
Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis
|
Econometrica
|
S
|
4
|
|
2020
|
On the consistency of the logistic quasi-MLE under conditional symmetry
|
Economics Letters
|
C
|
1
|
|
2020
|
Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2020
|
Rejoinder
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2019
|
Correlated random effects models with unbalanced panels
|
Journal of Econometrics
|
A
|
1
|
|
2018
|
Does the precision and stability of value-added estimates of teacher performance depend on the types of students they serve?
|
Economics of Education Review
|
B
|
3
|
|
2018
|
Understanding and evaluating the SAS® EVAAS® Univariate Response Model (URM) for measuring teacher effectiveness
|
Economics of Education Review
|
B
|
3
|
|
2018
|
Binary response panel data models with sample selection and self‐selection
|
Journal of Applied Econometrics
|
B
|
2
|
|
2018
|
A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
|
Econometric Theory
|
B
|
2
|
|
2017
|
Quasi-generalized least squares regression estimation with spatial data
|
Economics Letters
|
C
|
2
|
|
2016
|
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
What Are We Weighting For?
|
Journal of Human Resources
|
A
|
3
|
|
2015
|
On different approaches to obtaining partial effects in binary response models with endogenous regressors
|
Economics Letters
|
C
|
2
|
|
2015
|
Control Function Methods in Applied Econometrics
|
Journal of Human Resources
|
A
|
1
|
|
2014
|
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
|
Journal of Econometrics
|
A
|
1
|
|
2013
|
Partial maximum likelihood estimation of spatial probit models
|
Journal of Econometrics
|
A
|
3
|
|
2013
|
Estimation of dynamic panel data models with sample selection
|
Journal of Applied Econometrics
|
B
|
2
|
|
2011
|
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
|
Economics Letters
|
C
|
1
|
|
2010
|
Estimating panel data models in the presence of endogeneity and selection
|
Journal of Econometrics
|
A
|
2
|
|
2009
|
On estimating firm-level production functions using proxy variables to control for unobservables
|
Economics Letters
|
C
|
1
|
|
2008
|
Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization
|
American Economic Review
|
S
|
3
|
|
2008
|
Fixed effects instrumental variables estimation in correlated random coefficient panel data models
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
Panel data methods for fractional response variables with an application to test pass rates
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Inverse probability weighted estimation for general missing data problems
|
Journal of Econometrics
|
A
|
1
|
|
2006
|
ACKNOWLEDGMENT OF RELATED PRIOR WORK
|
Econometric Theory
|
B
|
1
|
|
2005
|
A computational trick for delta-method standard errors
|
Economics Letters
|
C
|
2
|
|
2005
|
INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
|
Econometric Theory
|
B
|
1
|
|
2005
|
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
|
Econometric Theory
|
B
|
1
|
|
2005
|
Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models
|
Review of Economics and Statistics
|
A
|
1
|
|
2005
|
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
|
Journal of Applied Econometrics
|
B
|
1
|
|
2004
|
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
|
Econometric Theory
|
B
|
1
|
|
2004
|
Statistical significance is okay, too: comment on "Size Matters"
|
Journal of Behavioral and Experimental Economics
|
B
|
1
|
|
2003
|
Cluster-Sample Methods in Applied Econometrics
|
American Economic Review
|
S
|
1
|
|
2003
|
03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model
|
Econometric Theory
|
B
|
1
|
|
2003
|
Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model
|
Economics Letters
|
C
|
1
|
|
2002
|
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
|
Econometric Theory
|
B
|
2
|
|
2001
|
ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
|
Econometric Theory
|
B
|
1
|
|
2000
|
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
|
Economics Letters
|
C
|
1
|
|
1999
|
Efficient estimation of panel data models with strictly exogenous explanatory variables
|
Journal of Econometrics
|
A
|
4
|
|
1999
|
Distribution-free estimation of some nonlinear panel data models
|
Journal of Econometrics
|
A
|
1
|
|
1997
|
Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
|
Econometric Theory
|
B
|
1
|
|
1997
|
On two stage least squares estimation of the average treatment effect in a random coefficient model
|
Economics Letters
|
C
|
1
|
|
1996
|
Estimating systems of equations with different instruments for different equations
|
Journal of Econometrics
|
A
|
1
|
|
1995
|
A simple test for the consistency of dynamic linear regression in rational distributed lag models
|
Economics Letters
|
C
|
2
|
|
1995
|
Selection corrections for panel data models under conditional mean independence assumptions
|
Journal of Econometrics
|
A
|
1
|
|
1994
|
On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi
|
Econometric Theory
|
B
|
1
|
|
1994
|
A Simple Specification Test for the Predictive Ability of Transformation Models.
|
Review of Economics and Statistics
|
A
|
1
|
|
1992
|
A Test for Functional Form Against Nonparametric Alternatives
|
Econometric Theory
|
B
|
1
|
|
1991
|
A note on computing r-squared and adjusted r-squared for trending and seasonal data
|
Economics Letters
|
C
|
1
|
|
1991
|
On the application of robust, regression- based diagnostics to models of conditional means and conditional variances
|
Journal of Econometrics
|
A
|
1
|
|
1991
|
Specification testing and quasi-maximum- likelihood estimation
|
Journal of Econometrics
|
A
|
1
|
|
1990
|
A Unified Approach to Robust, Regression-Based Specification Tests
|
Econometric Theory
|
B
|
1
|
|
1990
|
A note on the Lagrange multiplier and F-statistics for two stage least squares regressions
|
Economics Letters
|
C
|
1
|
|
1990
|
An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
|
Journal of Econometrics
|
A
|
1
|
|
1989
|
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
|
Economics Letters
|
C
|
1
|
|
1988
|
A Capital Asset Pricing Model with Time-Varying Covariances.
|
Journal of Political Economy
|
S
|
3
|
|
1988
|
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
|
Econometric Theory
|
B
|
2
|