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TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
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TI  - A New Estimate of Transaction Costs
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TI  - A simple approach to quantile regression for panel data
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TI  - Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
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TI  - Estimation of a Model of Entry in the Airline Industry
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TI  - Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
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TI  - Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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TI  - Doubly robust difference-in-differences estimators
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TI  - Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
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TI  - Inverse probability weighted estimation for general missing data problems
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TI  - Nonparametric frontier estimation: a robust approach
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TI  - Estimation of Panel Vector Autoregression in Stata
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TI  - Bayesian quantile regression
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TI  - The performance of different propensity score methods for estimating marginal hazard ratios
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TI  - An IV Model of Quantile Treatment Effects
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JO  - Econometrica
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TY  - JOUR
TI  - Measurement Error in Lasso: Impact and Likelihood Bias Correction
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JO  - Statistica Sinica
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TI  - High-dimensional Regression with Noisy and Missing Data: Provable Guarantees with Nonconvexity
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TI  - CoCoLasso for High-dimensional Error-in-variables Regression
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