Details about Saraswata Chaudhuri

Access statistics for papers by Saraswata Chaudhuri.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: pch552

Working Papers

2023

1. Efficient estimation of regression models with user-specified parametric model for heteroskedasticty
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

2009

2. A Comment on Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
   Working Papers, University of Washington, Department of Economics View citations (3)
3. Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak
   IZA Discussion Papers, IZA Network @ LISER View citations (9)
   Also in Working Papers, University of Washington, Department of Economics (2009) View citations (9)

2008

4. A new method of projection-based inference in GMM with weakly identified nuisance parameters
   Working Papers, University of Washington, Department of Economics View citations (13)
   See also Journal Article A new method of projection-based inference in GMM with weakly identified nuisance parameters, Journal of Econometrics, Elsevier (2011) View citations (29) (2011)

2007

5. Split-Sample Score Tests in Linear Instrumental Variables Regression
   Working Papers, University of Washington, Department of Economics View citations (6)

2006

6. Demand for Environmental Quality: Survey Evidence on Drinking Water in Urban India
   Working Papers, University of Washington, Department of Economics View citations (2)

2003

7. Awareness and the demand for environmental quality: Drinking water in urban India
   Discussion Papers, Indian Statistical Institute, Delhi View citations (10)

Journal Articles

2025

1. Heavy tail robust estimation and inference for average treatment effects
   Econometric Reviews, 2025, 44, (5), 544-586

2020

2. ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES
   Econometric Theory, 2020, 36, (3), 488-525 View citations (3)
3. Score tests in GMM: Why use implied probabilities?
   Journal of Econometrics, 2020, 219, (2), 260-280 View citations (4)

2018

4. Indirect Inference with endogenously missing exogenous variables
   Journal of Econometrics, 2018, 205, (1), 55-75 View citations (8)

2016

5. GMM with Multiple Missing Variables
   Journal of Applied Econometrics, 2016, 31, (4), 678-706 View citations (8)

2015

6. Shrinkage of Variance for Minimum Distance Based Tests
   Econometric Reviews, 2015, 34, (3), 328-351 View citations (1)

2011

7. A new method of projection-based inference in GMM with weakly identified nuisance parameters
   Journal of Econometrics, 2011, 164, (2), 239-251 View citations (29)
   See also Working Paper A new method of projection-based inference in GMM with weakly identified nuisance parameters, Working Papers (2008) View citations (13) (2008)

2010

8. A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION
   Econometric Theory, 2010, 26, (6), 1820-1837 View citations (7)

2009

9. Awareness and the demand for environmental quality: survey evidence on drinking water in urban India*
   Environment and Development Economics, 2009, 14, (6), 665-692 View citations (14)
10. Comment
    Journal of Business & Economic Statistics, 2009, 27, (3), 328-331

Chapters

2023

1. Identification of Beliefs in the Presence of Disaster Risk and Misspecification
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 261-290