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Global Identification in Nonlinear Models with Moment Restrictions
Econometric Theory, Accepted July 2011 [PDF]
Dynamic Identification of DSGE Models
joint with S. Ng
Econometrica, Vol. 79, No. 6 (November, 2011), 1995-2032
[PDF: Main Paper and PDF: Supplementary Material]
[Matlab Code: Main Paper and Matlab Code: Supplementary Material]
Learning from a Piece of Pie
joint with P-A. Chiappori and O. Donni
The Review of Economic Studies, Accepted May 2011 [PDF]
What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas
joint with A. Costinot and D. Donaldson.
The Review of Economic Studies, Accepted May 2011 [PDF and Online Appendix]
Measurement Errors in Dynamic Models
joint with S. Ng
Econometric Theory, Accepted April 2011 [PDF]
Multivariate Forecast Evaluation and Rationality Testing
joint with M. Owyang.
The Review of Economics and Statistics, Accepted April 2011 [PDF and Online Appendix]
Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach
joint with A. Santos
The Econometrics Journal, Vol. 13 (2010), S28-S55.
Efficient Estimation in Dynamic Conditional Quantile Models
joint with Q. Vuong.
Journal of Econometrics, Vol.157, No. 2 (August 2010), 272-285.
Semiparametric Efficiency Bound in Time-Series Models for Conditional Quantiles
joint with Q. Vuong.
Econometric Theory, Vol. 26, Issue 2 (April 2010), 383-405.
Global Identification of the Semiparametric Box-Cox Model
Economics Letters, Vol. 104, No. 2 (August 2009), 53-56.
Testing Models with Multiple Equilibria by Quantile Methods
joint with F. Echenique.
Econometrica, Vol. 77, No. 4 (July 2009), 1281-1297.
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?
joint with G. Elliott and A. Timmermann.
Journal of the European Economic Association, Vol. 6, No. 1 (March 2008), 122-157.
Asymmetric Power Distribution: Theory and Applications to Risk Measurement
Journal of Applied Econometrics, Vol. 22, No. 5 (August 2007), 891-921.
Estimation and Testing of Forecast Rationality under Flexible Loss
joint with G. Elliott and A. Timmermann.
The Review of Economic Studies, Vol. 72, No. 4 (October 2005), 1107-1125.
Evaluation and Combination of Conditional Quantile Forecasts
joint with R.Giacomini.
Journal of Business and Economic Statistics, Vol. 23, No. 4 (October 2005), 416-431.
Quasi-Maximum Likelihood Estimation for Conditional Quantiles
Journal of Econometrics, Vol. 128, No. 1 (September 2005), 137-164.
Identification and Estimation of Nonparametric Transformation Models
joint with P-A. Chiappori and D. Kristensen.
this version: January 2011 [PDF]
Indirect Estimation of Panel Models With Time Varying Latent Components
joint with S. Ng
this version: August 2010 [PDF]
Existence and Uniqueness of Semiparametric Projections
joint with G. Ragusa
this version: October 2009 [PDF]
A Test for Monotone Comparative Statics
joint with F. Echenique.
this version: April 2008 [PDF]
Efficient Conditional Quantile Estimation: The Time Series Case
joint with Q. Vuong.
UCSD Working Paper Series 2006-10, October 2006
[PDF]
Consistent Estimation for Aggregated GARCH Processes
UCSD Working Paper Series 2001-08, May 2001.
[PDF]
On the Nonparametric Identification and Estimation of Multiple Choice Models
joint with P-A. Chiappori and Dennis Kristensen.