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Publications in Social Sciences

Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors

Journal of Business and Economic Statistics

Social Sciences

English

Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity

Journal of Business and Economic Statistics

Social Sciences

English

Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes

Journal of Business and Economic Statistics

Social Sciences

English

Causal Pitfalls in the Decomposition of Wage Gaps

Journal of Business and Economic Statistics

Social Sciences

English

Testing for an Omitted Multiplicative Long-Term Component in GARCH Models

Journal of Business and Economic Statistics

Social Sciences

English

Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence

Journal of Business and Economic Statistics

Social Sciences

English

Estimating Conditional Average Treatment Effects

Journal of Business and Economic Statistics

Social Sciences

English

A Stochastic Volatility Model With Conditional Skewness

Journal of Business and Economic Statistics

Social Sciences

English

Integrated-Quantile-Based Estimation for First-Price Auction Models

Journal of Business and Economic Statistics

Social Sciences

English

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Journal of Business and Economic Statistics

Social Sciences

English