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1. Managing the Market Portfolio. (2023). Prokopczuk, Marcel ; Hollstein, Fabian.
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2. Duality in mean-variance frontiers with conditioning information. (2016). Sentana, Enrique ; Pearanda, Francisco.
   In: Journal of Empirical Finance.
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3. Estimation of partially specified dynamic spatial panel data models with fixed-effects. (2015). Zhang, Yuanqing ; Sun, Yanqing.
   In: Regional Science and Urban Economics.
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4. Bounds on the autocorrelation of admissible stochastic discount factors. (2012). Chrtien, Stphane.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:36:y:2012:i:7:p:1943-1962.

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5. Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors. (2011). Khorunzhina, Natalia ; Natalia, Khorunzhina ; Roy, Gayle Wayne .
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6. The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Pathak, Parag ; Barwick, Panle.
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7. Low dimensional semiparametric estimation in a censored regression model. (2011). Sperlich, Stefan ; Rodriguez-Poo, Juan M. ; Moral-Arce, Ignacio.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:102:y:2011:i:1:p:118-129.

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8. The diversification effects of volatility-related assets. (2011). Chung, San-Lin ; Ho, Keng-Yu ; Chen, Hsuan-Chi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:5:p:1179-1189.

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9. Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates. (2010). Hu, Yingyao ; Shiu, Ji-Liang.
   In: Economics Working Paper Archive.
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10. Tests of hypotheses arising in the correlated random coefficient model. (2010). Heckman, James ; Schmierer, Daniel .
    In: Economic Modelling.
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11. Nonparametric Identification of a Binary Random Factor in Cross Section Data. (2010). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
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12. Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2010). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
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13. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
    In: Journal of Applied Econometrics.
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14. Identifying distributional characteristics in random coefficients panel data models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
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15. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
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16. Nonparametric identification of a binary random factor in cross section data. (2009). Lewbel, Arthur ; Dong, Yingyong .
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17. Measuring performance in a dynamic world: Conditional mean-variance fundamentals. (2009). Jha, Ranjini ; Turtle, Harry J. ; Korkie, Bob .
    In: Journal of Banking & Finance.
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18. Efficient Estimation of Copula-based Semiparametric Markov Models. (2009). Chen, Xiaohong ; Yi, Yanping ; Wu, Wei Biao.
    In: Cowles Foundation Discussion Papers.
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19. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
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20. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2009). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
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21. Identifying Distributional Characteristics in Random Coefficients Panel Data Models. (2009). Bonhomme, Stéphane ; Arellano, Manuel.
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22. Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved. (2009). Lewbel, Arthur ; Hu, Yingyao.
    In: Boston College Working Papers in Economics.
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23. Portfolio Performance Measurement: a No Arbitrage Bounds Approach. (2009). Cao, Huining ; Chretien, Stephane ; Ahn, Dong-Hyun.
    In: European Financial Management.
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24. Semiparametric Modelling and Estimation: A Selective Overview. (2009). Kristensen, Dennis.
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25. Asymptotic and bootstrap properties of rank regressions. (2008). Subbotin, Viktor.
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26. An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework. (2008). Hatipoglu, Ozan.
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27. Essays on the econometric theory of rank regressions. (2008). Subbotin, Viktor.
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28. Inferring Welfare Maximizing Treatment Assignment under Budget Constraints. (2008). Dupas, Pascaline ; Bhattacharya, Debopam.
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29. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
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30. Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: CeMMAP working papers.
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31. Identifying the returns to lying when the truth is unobserved. (2008). Lewbel, Arthur ; Hu, Yingyao.
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32. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
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33. Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals. (2008). Chen, Xiaohong ; Pouzo, Demian.
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34. Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments. (2008). Chen, Xiaohong ; Pouzo, Demian.
    In: Cowles Foundation Discussion Papers.
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35. R&D and Productivity: Estimating Production Functions when Productivity is Endogenous. (2008). Jaumandreu, Jordi ; Doraszelski, Ulrich.
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36. Correct Specification and Identification of Nonparametric Transformation Models. (2008). Komunjer, Ivana ; Chiappori, Pierre.
    In: University of California at San Diego, Economics Working Paper Series.
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37. Identifying Structural Effects in Nonseparable Systems Using Covariates. (2008). Chalak, Karim.
    In: Boston College Working Papers in Economics.
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38. Arbitrage Bounds and UK Unit Trust Performance. (2008). Ntoziobwale, Patricia ; Fletcher, Jonathan.
    In: Journal of Business Finance & Accounting.
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39. Identifying the Returns to Lying When the Truth is Unobserved. (2007). Lewbel, Arthur ; Hu, Yingyao.
    In: Economics Working Paper Archive.
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40. Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
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41. Penalized empirical likelihood estimation of semiparametric models. (2007). Otsu, Taisuke.
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42. On Rate Optimality for Ill-posed Inverse Problems in Econometrics. (2007). Reiss, Markus ; Chen, Xiaohong.
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43. R&D and productivity : estimating production functions when productivity is endogenous. (2007). Jaumandreu, Jordi ; Doraszelski, Ulrich.
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44. Duality in Mean-Variance Frontiers with Conditioning Information. (2007). Sentana, Enrique ; Pearanda, Francisco.
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45. Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments. (2007). Lewbel, Arthur ; Hu, Yingyao ; Chen, Xiaohong.
    In: Boston College Working Papers in Economics.
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46. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
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47. R&D and productivity: Estimating production functions when productivity is endogenous. (2006). Jaumandreu, Jordi ; Doraszelski, Ulrich.
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48. Semiparametric Estimation of a Dynamic Game of Incomplete Information. (2006). Hong, Han ; Bajari, Patrick.
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49. Characterization of the asymptotic distribution of semiparametric M-estimators. (2006). Lee, Sokbae (Simon) ; Ichimura, Hidehiko.
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50. Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors. (2006). Hu, Yingyao ; Chen, Xiaohong.
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51. Instrumental regression in partially linear models. (2006). Van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan.
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52. Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors. (2005). Tripathi, Gautam ; Severini, Thomas A..
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53. Investigation of patterns in food-away-from-home expenditure for China. (2004). Min, Insik ; Li, Qi ; CHENG, FANG ; Fang, Cheng.
    In: China Economic Review.
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54. On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood. (2004). Renault, Eric ; Bonnal, Helene.
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55. Nonparametric IV estimation of shape-invariant Engel curves. (2003). Kristensen, Dennis ; Chen, Xiaohong ; Blundell, Richard.
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56. Economic Choices. (2001). McFadden, Daniel.
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57. Sample Attrition in the Presence of Population Attrition. (). Kim, Seik.
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58. Economic Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel Analysis. (). Kim, Seik.
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