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2. Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin.
   In: Cahiers de recherche.
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3. Identification-robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin.
   In: CIRANO Working Papers.
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4. On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Doko Tchatoka, Firmin.
   In: School of Economics Working Papers.
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5. Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin.
   In: School of Economics Working Papers.
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6. On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous. (2013). Kiviet, Jan ; Niemczyk, Jerzy.
   In: Economic Growth Centre Working Paper Series.
   RePEc:nan:wpaper:1311.

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1. Third-Degree Price Discrimination in Oligopoly When Markets Are Covered. (2021). Wey, Christian ; Dertwinkel-Kalt, Markus.
   In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
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2. Relative error accurate statistic based on nonparametric likelihood. (2021). Matsushita, Yukitoshi ; Otsu, Taisuke ; Camponovo, Lorenzo.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:107521.

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3. Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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4. Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali.
   In: Econometrics.
   RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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5. Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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6. Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:215:y:2020:i:1:p:286-304.

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7. Personal liberties, religiosity, and effort. (2019). Esteban, Joan ; Mayoral, Laura ; Levy, Gilat.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:101594.

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8. Commitment and welfare. (2019). Caliendo, Frank ; Findley, Scott T.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:159:y:2019:i:c:p:210-234.

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9. Constructive identification in some nonseparable discrete choice models. (2019). Matzkin, Rosa.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:211:y:2019:i:1:p:83-103.

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10. GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:208:y:2019:i:2:p:585-612.

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11. Financial crises, globalization, and insurer performance: Some international evidence. (2019). Lee, Chien-Chiang ; Chen, Pei-Fen ; Lin, Chun-Wei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:835-856.

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12. Estimating spot volatility in the presence of infinite variation jumps. (2018). Liu, Zhi.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:128:y:2018:i:6:p:1958-1987.

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13. Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:595.

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14. An Empirical Analysis of Pre-Determined Food Demand in Russia. (2018). Hovhannisyan, Vardges ; Shanoyan, Aleksan.
    In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida.
    RePEc:ags:saea18:266579.

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15. Estimation of average marginal effects in multiplicative unobserved effects panel models. (2017). Martin, Robert.
    In: Economics Letters.
    RePEc:eee:ecolet:v:160:y:2017:i:c:p:16-19.

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16. ASSESSING PROVINCIAL-LEVEL DEMAND FOR FOOD QUANTITY AND QUALITY IN CHINA: AN EASI DEMAND SYSTEM APPROACH. (2017). Hovhannisyan, Vardges ; Mendis, Sachintha.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
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17. Quantifying the Structure of Food Demand in Russia Using Provincial-Level Panel Data on Food Consumption. (2017). Hovhannisyan, Vardges ; Shanoyan, Aleksan.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:259124.

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18. A Structural Model of Pre-committed Demand: The Case of Food Demand in China. (2017). Hovhannisyan, Vardges ; Urutyan, Vardan.
    In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
    RePEc:ags:aaea17:258200.

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19. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

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20. Do asset price drops foreshadow recessions?. (2016). Terrones, Marco ; Bluedorn, John ; Decressin, Jorg.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:518-526.

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21. A discontinuity test for identification in triangular nonseparable models. (2016). Rothe, Christoph ; Caetano, Carolina ; Yildiz, Nee.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:1:p:113-122.

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22. Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:120-135.

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23. Binary response correlated random coefficient panel data models. (2015). Liang, Zhongwen ; Gao, Yichen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:421-434.

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24. Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes. (2015). Patton, Andrew ; Liu, Lily ; Sheppard, Kevin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:293-311.

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25. High dimensional generalized empirical likelihood for moment restrictions with dependent data. (2015). Chen, Song ; Chang, Jinyuan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:1:p:283-304.

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26. Vertical Contracting with Informational Opportunism. (2015). MARTIMORT, David ; Dequiedt, Vianney.
    In: American Economic Review.
    RePEc:aea:aecrev:v:105:y:2015:i:7:p:2141-82.

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27. Estimation and Inference for Linear Panel Data Models Under Misspecification When Both n and T are Large. (2014). Galvao, Antonio ; Kato, Kengo.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:32:y:2014:i:2:p:285-309.

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28. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

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29. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

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30. High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. (2014). Chen, Song ; Chang, Jinyuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:59640.

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31. Instrumental Variables: An Econometricians Perspective. (2014). Imbens, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19983.

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32. Instrumental Variables: An Econometricians Perspective. (2014). Imbens, Guido.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8048.

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33. Bounding quantile demand functions using revealed preference inequalities. (2014). Matzkin, Rosa ; Kristensen, Dennis ; Blundell, Richard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:179:y:2014:i:2:p:112-127.

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34. Identification problem of the exponential tilting estimator under misspecification. (2013). Sueishi, Naoya.
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:3:p:509-511.

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35. Optimal transmission regulation of an integrated energy market. (2012). Tangerås, Thomas ; Tangers, Thomas P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:5:p:1644-1655.

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36. Optimal comparison of misspecified moment restriction models under a chosen measure of fit. (2012). Otsu, Taisuke ; Marmer, Vadim.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:2:p:538-550.

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37. Jump-robust volatility estimation using nearest neighbor truncation. (2012). Andersen, Torben ; Schaumburg, Ernst ; Dobrev, Dobrislav.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:75-93.

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38. Optimal inference for instrumental variables regression with non-Gaussian errors. (2012). Jansson, Michael ; Crump, Richard ; Cattaneo, Matias.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:1-15.

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39. Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:166:y:2012:i:1:p:106-115.

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40. Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies. (2012). Park, Sangun ; Shin, Dong Wan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:3:p:334-337.

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41. Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (2012). Kiviet, Jan ; Niemczyk, Jerzy.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3567-3586.

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42. Moderate deviations of generalized method of moments and empirical likelihood estimators. (2011). Otsu, Taisuke.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:8:p:1203-1216.

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43. Size (of the product) matters. (2011). Reggiani, Carlo.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:4:p:329-344.

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44. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:142-157.

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45. Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2011). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:149-169.

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46. Do high-frequency measures of volatility improve forecasts of return distributions?. (2011). McCurdy, Thomas ; Maheu, John.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:69-76.

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47. Density Approximations for Multivariate Affine Jump-Diffusion Processes. (2011). Schneider, Paul ; Mayerhofer, Eberhard ; Damir Filipovi'c, .
    In: Papers.
    RePEc:arx:papers:1104.5326.

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48. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:432-440.

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49. Heterogeneous treatment effects: Instrumental variables without monotonicity?. (2010). Klein, Tobias.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:2:p:99-116.

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50. Prohibitions on punishments in private contracts. (2009). Newman, Andrew ; Bond, Philip.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:4:p:526-540.

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