Decision Theory Applied to a Linear Panel Data Model.
Econometrica. vol. 77, pp. 107-133, 2009
Optimal inference in regression models with nearly integrated regressors.
Econometrica. vol. 74, pp. 681-714, 2006
Optimal two-sided invariant similar tests for instrumental variables regression.
Econometrica. vol. 74, pp. 715-752, 2006
A Conditional Likelihood Ratio Test for Structural Models.
Econometrica. vol. 71, n° 4, pp. 1027-1048, 2003
Valid t-Ratio Inference for IV.
The american economic review. vol. 112, pp. 3260-3290, 2022
Likelihood inference and the role of initial conditions for the dynamic panel data model.
Journal of econometrics. vol. 221, pp. 160-179, 2021
Editors Introduction.
Journal of econometrics. vol. 218, pp. 243-246, 2020
Impossible Inference in Econometrics: Theory and Applications.
Journal of econometrics. vol. 218, pp. 247-270, 2020
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors.
Journal of econometrics. vol. 213, pp. 398-433, 2019
Tests based on t-statistics for IV regression with weak instruments.
Journal of econometrics. vol. 182, pp. 351-363, 2014
Bootstrap validity for the score test when instruments may be weak.
Journal of econometrics. vol. 149, pp. 52-64, 2009
Tests with correct size when instruments can be arbitrarily weak.
Journal of econometrics. vol. 152, pp. 131-140, 2009
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments.
Journal of econometrics. vol. 146, pp. 241-254, 2008
Performance of conditional Wald tests in IV regression with weak instruments.
Journal of econometrics. vol. 139, pp. 116-132, 2007
On the Validity of Econometric Techniques with Weak Instruments.
The Journal of Human Resources. vol. 40, pp. 393-410, 2005
Signal detection in high dimension: The multispiked case.
The annals of statistics. vol. 42, pp. 225-254, 2014
Asymptotic power of sphericity tests for high-dimensional data.
The annals of statistics. vol. 41, pp. 1204-1231, 2013
A maximum likelihood method for the incidental parameter problem.
The annals of statistics. vol. 37, pp. 3660-3696, 2009
Implementing Tests with Correct Size in the Simultaneous Equations Model.
The stata journal. vol. 3, n° 1, pp. 57-70, 2003