Publications

• ”Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,” with G. Imbens, Econometrica, forthcoming.
• ”GMM Estimation with Many Weak Moment Conditions,” with F. Windmeijer, Econometrica, forthcoming.
• ”Two-step Series Estimation of Sample Selection Models,” Econometrics Journal, forthcoming.
• ”Choosing Instruments in Conditional Moment Restriction Models,” with S.G. Donald and G. Imbens, Journal of Econometrics, forthcoming.
• ”IV Estimation with Flexible Distributions,” with C. Hansen and J.B. McDonald, Journal of Business and Economic Statistics, forthcoming.

• ”Estimation with Many Instrumental Variables,” with C. Hansen and J. Hausman, Journal of Business and Economic Statistics 26, 398-422.

• ”Instrumental Variable Identification and Estimation of Nonseparable Models,” with V. Chernozhukov and G. Imbens, Journal of Econometrics 139, 4-14.
• ”Nonparametric Continuous/Discrete Choice Models,” International Economic Review 48, 1429—1439.

• ”Asymptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameters,” with J.J.S. Ramalho and R.J. Smith, in D.W.K Andrews and J.H. Stock eds., Identification and Inference in Econometric Models: Essays in Honor of Thomas J. Rothenberg, Cambridge, Cambridge University Press: Cambridge.
• ”Density Weighted Linear Least Squares,” with P.A. Ruud, in D.W.K Andrews and J.H. Stock eds., Identification and Inference in Econometric Models: Essays in Honor of Thomas Rothenberg, Cambridge University Press: Cambridge, 554-573.

• ”Higher-Order Properties of GMM and Generalized Empirical Likelihood Estimators,” with R.J. Smith, Econometrica 72, 219-255.
• ”Twicing Kernels and a Small Bias Property of Semiparametric Estimators,” with F.Hsieh and J. Robins, Econometrica 72, 947 - 962.
• ”Jacknife and Analytical Bias Reduction for Nonlinear Panel Data Models,” with J. Hahn, Econometrica 72, 1295-1319.
• ”Efficient Semiparametric Estimation Via Moment Restrictions,” Econometrica 72, 1877-1897.

• ”Instrumental Variable Estimation of Nonparametric Models,” with J.L. Powell, Econometrica 71, 1565-1578.
• ”Nonparametric Estimation of Sample Selection Models,” with M. Das and F. Vella, Review of Economic Studies 70, 33-58.
• ”Empirical Likelihood Estimation and Consistent Tests with Conditional Moment Restrictions,” with S. Donald and G. Imbens, Journal of Econometrics 117, 55-93.
• ”A Comparison of Partially Adaptive and Reweighted Least Squares Estimators,” with B. Boyer and J.B. McDonald, Econometric Reviews 22, 115 - 134.

• ”Nonparametric Estimation with Nonlinear Budget Sets,” with S. Blomquist, Econometrica 70, 2455-2480.
• ”Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference,” with B.W. Brown, Journal of Business and Economic Statistics 20, 507 — 517.

• ”Choosing the Number of Instruments,” Econometrica 69, 1161-1191.
• ”Conditional Moment Restrictions in Censored and Truncated Regression Models,” Econometric Theory 17, 863-888.
• ”Tax Reform Evaluation Using Nonparametric Methods: Sweden 1980-1991,” with Soren Blomquist and Matias Eklof, Journal of Public Economics 79, 543-568.
• ”Flexible Simulated Moment Estimation of Nonlinear Errors-in-Variables Models,” Review of Economics and Statistics 83, 616-627.

• ”A Jackknife Interpretation of the Continuous Updating Estimator,” with Stephen Donald, Economics Letters 67, 239-243.

• ”Nonparametric Estimation of Triangular Simultaneous Equations Models,” with J.L. Powell and F. Vella, Econometrica 67, 565-603.
• ”Consistency of Two-Step Sample Selection Estimators Despite Misspecification of Distribution,” Economics Letters 63, 129-132.

• ”Efficient Semiparametric Estimation of Expectations,” with Bryan W. Brown, Econometrica 66 453-464.

• ”Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models,” with D. Steigerwald, Econometrica 65, 587-599.
• ”Convergence Rates and Asymptotic Normality for Series Estimators,” Journal of Econometrics 79, 147-168.

• ”Convergence Rates for Series Estimators,” in Advances in Econometrics and Qualitative Economics: Essays in Honor of C.R.Rao, G.S.Maddal, P.C.B. Phillips, and T.N. Srinivasan, eds., Cambridge USA: Basil-Blackwell.
• ”Nonparametric Estimation of Exact Consumer Surplus and Deadweight Loss,” with J.A. Hausman, Econometrica 63, 1445-1476.
• ”Semiparametric Efficient Estimation of a Conditional Density with Missing or Mismeasured Covariates,” Journal of Royal Statistical Society, Series B 57, 409-424.

• ”The Asymptotic Variance of Semiparametric Estimators,” Econometrica 62, 1349-1382.
• ”Nonlinear Errors-in-Variables: Estimation of Some Engel Curves,” with J.A. Hausman and J.L. Powell, Journal of Econometrics 65, 205-233.
• ”Automatic Lag Selection for Covariance Matrix Estimation,” with K.D. West, Review of Economic Studies 61, 631-653.
• ”Kernel Estimation of Partial Means and a General Variance Estimator,” Econometric Theory 10, 233-253.
• ”Large Sample Estimation and Hypothesis Testing,” with D. McFadden, R. Engle and D. McFadden (eds.), Handbook of Econometrics, Vol. 4, Amsterdam, North-Holland,
• 2113-2245.

• ”Efficiency of Weighted Average Derivative Estimators and Index Models,” with T. Stoker, Econometrica 61, 1199-1223.
• ”Efficiency Bounds for Semiparametric Selection Models,” with J.L. Powell, Journal of Econometrics 58, 169-184.
• ”Efficient Estimation of Models with Conditional Moment Restrictions,” in G.S. Maddala, C.R. Rao, and H.D. Vinod, eds., Handbook of Statistics, Volume 11: Econometrics. Amsterdam: North-Holland.

• ”Estimating Exposure Effects by Modelling the Expectation of Exposure Conditional on Confounders,” with J.M. Robins and S. Mark, Biometrics 48, 479-495.

• ”Uniform Convergence in Probability and Stochastic Equicontinuity,” Econometrica 59, 1161-1167.
• ”Efficient Estimation of Tobit Models Under Conditional Symmetry,” in W. Barnett, J. Powell, and G. Tauchen, eds., Semiparametric and Nonparametric Methods in Statistics and Econometrics, Cambridge: Cambridge University Press.
• ”Over-Identification Tests in Earnings Functions with Fixed Effects,” with J.A. Angrist, Journal of Economic and Business Statistics 9, 317-323.
• ”Estimation of Polynomial Errors in Variables Models,” with J. A. Hausman, H.Ichimura, and J. L. Powell, Journal of Econometrics 50, 273-295.

• ”Semiparametric Estimation of Selection Models: Some Empirical Results,” with J.L. Powell and J.R. Walker, American Economic Review, Papers and Proceedings 80, 324-328.
• ”Semiparametric Efficiency Bounds,” Journal of Applied Econometrics 5, 99-135.
• ”Efficient Instrumental Variables Estimation of Nonlinear Models,” Econometrica 58, 809-837.
• ”Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions,” with J.L. Powell, Econometric Theory 6, 295-317.

• ”The Revenues-Expenditures Nexus: Evidence From Local Government Data,” with D. Holtz-Eakin and H. Rosen, International Economic Review 30, 415-429.
• ”An Introduction to Semiparametric Efficiency Bounds,” Annals D’Economie et de Statistique 13, 1-47.

• ”Adaptive Estimation of Regression Models Via Moment Restrictions,” Journal of Econometrics 38, 301-339.
• ”Estimating Vector Autoregressions With Panel Data,” with D. Holtz-Eakin and H. Rosen, Econometrica 56, 1371-1396.
• ”Partially Adaptive Estimation of Regression Models Via the Generalized T Distribution,” with J. B. McDonald, Econometric Theory 4, 428-457.
• ”Asymptotic Equivalence of Closest Moments and GMM Estimators,” Econometric Theory 4, 336-340.

• ”A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,” with K. D. West, Econometrica 55, 703-708.
• ”Asymmetric Least Squares Estimation and Testing,” with J. L. Powell, Econometrica 55, 819-847.
• ”Efficient Estimation and Identification of Simultaneous Equations Models with Covariance Restrictions,” with J. A. Hausman and W. E. Taylor, Econometrica 55, 849-874.
• ”Hypothesis Testing with Efficient Method ofMoments Estimation,” with K. D.West, International Economic Review 28, 777-787.
• ”Efficient Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables,” Journal of Econometrics 36, 231-250.
• ”Specification Tests for Distributional Assumptions in the Tobit Model,” Journal of Econometrics 34, 125-145.

• ”Linear Instrumental Variables Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables,” Journal of Econometrics 32, 127-142.

• ”Maximum Likelihood Specification Testing and Conditional Moment Tests,” Econometrica 53, 1047-1070.
• ”A Large Sample Chow Test for the Linear Simultaneous Equations Model,” with A. Lo, Economics Letters 18, 351-353.
• ”Generalized Method of Moments Specification Testing,” Journal of Econometrics 29, 229-256.
• ”Semiparametric Estimation of Limited Dependent Variable Models with Endogenous Explanatory Variables,” Annals de l’INSEE 59/60, 219-237.

• ”A Method of Moments Interpretation of Sequential Estimators,” Economics Letters 14, 201-206.
• ”The Impact of Measurement Error on the Distribution of Income,” with L. D. Israelsen and J. B. McDonald, in R. L. Basmann and G. F. Rhodes, eds., Advances in Econometrics, Vol. 3, Greenwich, Connecticut: JAI Press, 1984, 169-189.

• ”Sequential R & D Strategy for Synfuels,” with M. L. Weitzman andM. Rabin, Bell Journal of Economics 12, 574-590.

• ”A Test for Serial Correlation in Poisson Models,” with J. A. Hausman, Appendix B of Hausman J., B. H. Hall, and Z. Griliches, ”Econometric Models for Count Data with an Application to the Patents-R & D Relationship,” Econometrica 52, 936-937.
• ”A Review of Advanced Econometrics by Takeshi Amemiya, Harvard University Press, 1986,” Econometric Theory 3, 1987, 153-158.
• ”Exercise on Efficient Estimation with Serial Correlation and Lagged Dependent Variables,” Econometric Theory, 1987.
• ”Exercise on Asymptotic Properties of One Step Estimators Obtained From an Optimal Step Size,” Econometric Theory, 1987.

• ”Identification and Estimation of Marginal Effects in Nonlinear Panel Models,” with V. Chernozhukov, I. Fernandez-Val, and J. Hahn.
• ”A Reduced Bias GMM Like Estimator with Reduced Dispersion,” with J. Hausman, R. Lewis, K. Menzel.
• ”Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments,” with J. Chao, N. Swanson, J. Hausman, and T. Woutersen 

• ”IV Estimation with Heteroskedasticity and Many Instruments ,” with J. Hausman, T. Woutersen, J. Chao, and N. Swanson.
• ”Efficient Bootstrapping in Semiparametric Models,” with B.W. Brown. 
• ”Mean-Square Error Calculations for Average Treatment Effects,” with G. Imbens, and G. Ridder, August 2005.
• ”Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators,” with J. Hahn and G. Kuersteiner.
• ”Bound Analysis in Panel Models with Correlated Random Effects,” with V. Chernozhukov and J. Hahn, April 2004.
• ”Bootstrapping with Moment Restrictions,” with B.W. Brown, Working Paper, January, 2001.
• ”Two-step Estimation, Optimal Moment Conditions, and Sample Selection Models.”
• ”Rate Optimal Estimation of the Average Density Via Twicing Kernels,” with F. Hsieh and J. Robins, April 2002.
• ”Locally Efficient, Residual-Based Estimation of Nonlinear Simultaneous Equations Models,” mimeo, Department of Economics, Princeton University, October 1989.
• ”A Rate for Root-n-bracketing,” mimeo, Department of Economics, Princeton University, July 1988.
• ”Generic Uniqueness of the Population Quasi-Maximum Likelihood Parameter Value,” mimeo, Department of Economics, Princeton University, 1986.