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1. Enhancing the Merger Simulation Toolkit with ML/AI. (2025). Sullivan, Christopher ; Magnolfi, Lorenzo ; Collison, Jack ; Chiang, Harold D.
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2. Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan.
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3. Regularized DeepIV with Model Selection. (2024). Li, Zihao ; Syrgkanis, Vasilis ; Wang, Mengdi ; Uehara, Masatoshi ; Lan, Hui.
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4. Instrumental variable regression via kernel maximum moment loss. (2023). Rui, Zhang ; Bernhard, Scholkopf ; Krikamol, Muandet ; Masaaki, Imaizumi.
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5. Source Condition Double Robust Inference on Functionals of Inverse Problems. (2023). Mao, Xiaojie ; Newey, Whitney ; Syrgkanis, Vasilis ; Kallus, Nathan ; Uehara, Masatoshi ; Bennett, Andrew.
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6. Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Mao, Xiaojie ; Newey, Whitney ; Syrgkanis, Vasilis ; Kallus, Nathan ; Uehara, Masatoshi ; Bennett, Andrew.
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7. Inference on Strongly Identified Functionals of Weakly Identified Functions. (2023). Mao, Xiaojie ; Kallus, Nathan.
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8. The Variational Method of Moments. (2023). Kallus, Nathan ; Bennett, Andrew.
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9. Spectral Representation Learning for Conditional Moment Models. (2022). Wang, Ziyu ; Li, Yueru ; Luo, Yucen ; Zhu, Jun ; Scholkopf, Bernhard.
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10. Adversarial Estimators. (2022). Metzger, Jonas.
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11. Deep Learning in Asset Pricing. (2021). Pelger, Markus ; Chen, Luyang ; Zhu, Jason.
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12. Valid Causal Inference with (Some) Invalid Instruments. (2020). Veitch, Victor ; Leyton-Brown, Kevin ; Hartford, Jason ; Sridhar, Dhanya.
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13. Kernel Conditional Moment Test via Maximum Moment Restriction. (2020). Jitkrittum, Wittawat ; Muandet, Krikamol ; Kubler, Jonas.
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14. Dual Instrumental Variable Regression. (2020). Lee, Si Kai ; Muandet, Krikamol ; Mehrjou, Arash ; Raj, Anant.
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15. Degenerate $$U$$ - and $$V$$ -statistics under ergodicity: asymptotics, bootstrap and applications in statistics. (2013). Neumann, Michael ; Leucht, Anne.
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17. One for all and all for one: regression checks with many regressors. (2011). Lavergne, Pascal ; Patilea, Valentin.
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18. Inference Based on Conditional Moment Inequalities. (2011). shi, xiaoxia ; Andrews, Donald ; Donald W. K. Andrews, .
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20. Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. (2010). Jacho-Chávez, David ; Escanciano, Juan Carlos ; Jacho-Chavez, David T..
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26. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
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33. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes. (2006). Swanson, Norman ; Corradi, Valentina.
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37. A Consistent Diagnostic Test for Regression Models Using Projections. (2005). Escanciano, Juan Carlos.
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38. Heterogeneity In Economic Freedom: Free Clusters Or Free Countries. (2005). ALVAREZ ARCE, JOSE LUIS ; Vega-Gordillo, Manuel ; lvarez-Arce, Jose Luis.
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39. On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions. (2005). Escanciano, Juan Carlos.
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40. A model selection method for S-estimation. (2005). Sakata, Shinichi ; Preminger, Arie.
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41. Does Gibrats Law Hold Amongst Dairy Farmers in Northern Ireland?. (2005). McErlean, Seamus ; Kostov, Philip ; Patton, Myles ; Moss, Joan.
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42. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
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47. A Test of the Martingale Hypothesis. (2004). Whang, Yoon-Jae ; Park, Joon.
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48. On the performance of nonparametric specification tests in regression models. (2003). Mora, Juan ; Miles, Daniel.
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49. Sheepskin effects and screening in Colombia. (2003). Mora Rodriguez, Jhon.
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50. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS. (2002). Li, Qi ; Fan, Yanqin.
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51. ON THE PERFORMANCE OF NONPARAMETRIC SPECIFICATION TESTS IN REGRESSION MODELS. (2002). Miles, Daniel ; Mora, Juan.
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53. Model check by kernel methods under weak moment conditions. (2001). Li, Qi ; Chen, Xiaohong ; Ahmad, Ibrahim.
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54. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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55. An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models. (2000). Spokoiny, Vladimir G..
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56. A Consistent Test for the Martingale Difference Assumption. (2000). Lobato, Ignacio.
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63. Goodness-of-fit tests for regression using kernel methods. (1994). Ait-Sahalia, Yacine ; Stoker, Thomas M. ; Bickel, Peter J..
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64. Testing for Serial Correlation Against an ARMA(1,1) Process. (1994). Ploberger, Werner ; Andrews, Donald.
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65. Too much cocited documents. This list is not complete

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