Research Papers
Smoothing
Choices and Distributional Approximations for Econometric Inference
Ph.D. dissertation,
“Simple Edgeworth approximations for semiparametric averaged
derivatives”
Economics Bulletin 3(50): 1-8, 2005.
“Nonstandard
Quantile-Regression Inference”
with Keith Knight.
Econometric Theory 25(5): 1415-1432, 2009.
“Bootstrap-based Bandwidth Selection
for Semiparametric Generalized Regression Estimators”
First
draft: 11 March 2002. This version:
30 September 2009.
(resubmitted
for publication)
“Nonparametric
Inferences on Conditional Quantile Processes”
First draft: 31 July 2005.
This version: 15 January 2007.
“Regression Quantile Spacings”
by Keith Knight and Chuan
Goh.
First
draft: March 2006.
“Efficient
Semiparametric Detection of Changes in Trend”
First draft: 8 June 2008.
This version: 20 May 2009.
(submitted for
publication)
“Nonstandard Estimation of Inverse Conditional Density-Weighted
Expectations”
First
draft: 30 November 2008. This version:
3 April 2009.
(submitted
for publication)
“Specification
Analysis of Linear and Structural Quantile Regression Models”
with Juan Carlos Escanciano.
First draft:
14 December 2009.
“Testing
Conditional Independence: A Quantile
Regression Approach”
with Juan Carlos Escanciano and David Jacho-Chávez.
(work
in progress)