Details about Ivan Fernandez-Val
Access statistics for papers by Ivan Fernandez-Val.
Last updated 2025-04-06. Update your information in the RePEc Author Service.
Short-id: pfe104
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Working Papers
2025
- Conditional Rank-Rank Regression
IZA Discussion Papers, Institute of Labor Economics (IZA) 
2024
- Arellano-bond lasso estimator for dynamic linear panel models
CeMMAP working papers, Institute for Fiscal Studies
- Distribution Regression Difference-in-Differences
IZA Discussion Papers, Institute of Labor Economics (IZA)
2023
- Distribution regression with sample selection and UK wage decomposition
CeMMAP working papers, Institute for Fiscal Studies View citations (1)
- Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Papers, arXiv.org
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022) View citations (2)
- Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
Working Papers, HAL
Also in Papers, arXiv.org (2023) View citations (21)
- Marital Sorting, Household Inequality and Selection
IZA Discussion Papers, Institute of Labor Economics (IZA)
2022
- Selection and the Distribution of Female Hourly Wages in the U.S
IZA Discussion Papers, Institute of Labor Economics (IZA)
2021
- Low-rank approximations of nonseparable panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (4)
See also Journal Article Low-rank approximations of nonseparable panel models, The Econometrics Journal, Royal Economic Society (2021) View citations (5) (2021)
2020
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (7)
Also in CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (1)
CeMMAP working papers, Institute for Fiscal Studies (2017)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft (2016) View citations (9)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (9)
See also Journal Article Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, Journal of the American Statistical Association, Taylor & Francis Journals (2020) View citations (8) (2020)
- Hours Worked and the U.S. Distribution of Real Annual Earnings 1976–2016
IZA Discussion Papers, Institute of Labor Economics (IZA)
- Network and Panel Quantile Effects Via Distribution Regression
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
See also Journal Article Network and panel quantile effects via distribution regression, Journal of Econometrics, Elsevier (2024) (2024)
2019
- Decomposing Changes in the Distribution of Real Hourly Wages in the U.S
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Mastering Panel Metrics: Causal Impact of Democracy on Growth
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
See also Journal Article Mastering Panel Metrics: Causal Impact of Democracy on Growth, AEA Papers and Proceedings, American Economic Association (2019) View citations (9) (2019)
- Nonlinear Factor Models for Network and Panel Data
Papers, arXiv.org View citations (10)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (7)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (13)
See also Journal Article Nonlinear factor models for network and panel data, Journal of Econometrics, Elsevier (2021) View citations (30) (2021)
2018
- Censored Quantile Instrumental Variable Estimation with Stata
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2018) View citations (1)
See also Journal Article Censored quantile instrumental-variable estimation with Stata, Stata Journal, StataCorp LLC (2019) View citations (5) (2019)
- Decomposing Real Wage Changes in the United States
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
- Distribution regression with sample selection, with an application to wage decompositions in the UK
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
- Fixed effect estimation of large T panel data models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (47)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
See also Journal Article Fixed Effects Estimation of Large-TPanel Data Models, Annual Review of Economics, Annual Reviews (2018) View citations (1) (2018)
- Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India
NBER Working Papers, National Bureau of Economic Research, Inc View citations (85)
- Individual and Time Effects in Nonlinear Panel Models with Large N, T
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Institute for Fiscal Studies (2014) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (14)
CeMMAP working papers, Institute for Fiscal Studies (2013)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (19)
CeMMAP working papers, Institute for Fiscal Studies (2015)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (14)
See also Journal Article Individual and time effects in nonlinear panel models with large N, T, Journal of Econometrics, Elsevier (2016) View citations (232) (2016)
- Nonseparable Sample Selection Models with Censored Selection Rules
Working Papers in Economics, University of Gothenburg, Department of Economics View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (6)
See also Journal Article Nonseparable sample selection models with censored selection rules, Journal of Econometrics, Elsevier (2024) View citations (1) (2024)
- Nonseparable Sample Selection Models with Censored Selection Rules: An Application to Wage Decompositions
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Papers, arXiv.org View citations (58)
Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)
See also Journal Article The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages, Econometrica, Econometric Society (2018) View citations (50) (2018)
2017
- Counterfactual analysis in R: a vignette
CeMMAP working papers, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
- Extremal quantile regression: an overview
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (9)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (2)
- Generic machine learning inference on heterogenous treatment effects in randomized experiments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (14)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (4)
- Nonseparable multinomial choice models in cross-section and panel data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
See also Journal Article Nonseparable multinomial choice models in cross-section and panel data, Journal of Econometrics, Elsevier (2019) View citations (5) (2019)
- Quantreg.nonpar: an R package for performing nonparametric series quantile regression
CeMMAP working papers, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (1)
- Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models
Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (6)
Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (6)
See also Journal Article Semiparametric estimation of structural functions in nonseparable triangular models, Quantitative Economics, Econometric Society (2020) View citations (15) (2020)
- probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
Papers, arXiv.org View citations (38)
See also Journal Article Bias corrections for probit and logit models with two-way fixed effects, Stata Journal, StataCorp LLC (2017) View citations (43) (2017)
2016
- Conditional quantile processes based on series or many regressors
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (52)
CeMMAP working papers, Institute for Fiscal Studies (2016)
See also Journal Article Conditional quantile processes based on series or many regressors, Journal of Econometrics, Elsevier (2019) View citations (35) (2019)
- Program evaluation and causal inference with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
Also in CeMMAP working papers, Institute for Fiscal Studies (2016)
See also Journal Article Program Evaluation and Causal Inference With High‐Dimensional Data, Econometrica, Econometric Society (2017) View citations (185) (2017)
2015
- Program evaluation with high-dimensional data
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15)
CeMMAP working papers, Institute for Fiscal Studies (2015)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
CeMMAP working papers, Institute for Fiscal Studies (2014)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (15)
CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (3)
2014
- Nonparametric Identification in Panels using Quantiles
Papers, arXiv.org View citations (2)
Also in CeMMAP working papers, Institute for Fiscal Studies (2014)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (2)
CeMMAP working papers, Institute for Fiscal Studies (2013)
See also Journal Article Nonparametric identification in panels using quantiles, Journal of Econometrics, Elsevier (2015) View citations (39) (2015)
- Quantile Regression with Censoring and Endogeneity
Papers, arXiv.org View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2011) View citations (11)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (14)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (23)
See also Journal Article Quantile regression with censoring and endogeneity, Journal of Econometrics, Elsevier (2015) View citations (81) (2015)
- Quantile and Probability Curves Without Crossing
Papers, arXiv.org View citations (11)
Also in Post-Print, HAL (2010) View citations (154)
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (12)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
SciencePo Working papers Main, HAL (2010) View citations (28)
See also Journal Article Quantile and Probability Curves Without Crossing, Econometrica, Econometric Society (2010) View citations (262) (2010)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org View citations (208)
See also Journal Article Average and Quantile Effects in Nonseparable Panel Models, Econometrica, Econometric Society (2013) View citations (202) (2013)
- Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
- Inference on Counterfactual Distributions
Papers, arXiv.org View citations (241)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (82)
CeMMAP working papers, Institute for Fiscal Studies (2012)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (254)
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (11)
CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (66)
CeMMAP working papers, Institute for Fiscal Studies (2009)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (20)
See also Journal Article Inference on Counterfactual Distributions, Econometrica, Econometric Society (2013) View citations (269) (2013)
- Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference
Papers, arXiv.org View citations (41)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
See also Journal Article Panel data models with nonadditive unobserved heterogeneity: Estimation and inference, Quantitative Economics, Econometric Society (2013) View citations (33) (2013)
- Rearranging Edgeworth-Cornish-Fisher Expansions
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (2)
Post-Print, HAL (2010) View citations (4)
SciencePo Working papers Main, HAL (2010)
See also Journal Article Rearranging Edgeworth–Cornish–Fisher expansions, Economic Theory, Springer (2010) View citations (18) (2010)
2011
- Inference for extremal conditional quantile models, with an application to market and birthweight risks
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (56)
Also in Papers, arXiv.org (2009) View citations (1)
See also Journal Article Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (55) (2011)
2010
- ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
NBER Working Papers, National Bureau of Economic Research, Inc View citations (53)
- Improving Estimates of Monotone Functions by Rearrangement
Papers, arXiv.org
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (11)
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (9)
2009
- Identification and Estimation of Marginal Effects in Nonlinear Panel Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (23)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (5)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (23)
- Improving point and interval estimators of monotone functions by rearrangement
SciencePo Working papers Main, HAL View citations (12)
Also in Papers, arXiv.org (2008) View citations (1)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008)
Post-Print, HAL (2009) View citations (55)
See also Journal Article Improving point and interval estimators of monotone functions by rearrangement, Biometrika, Biometrika Trust (2009) View citations (101) (2009)
- Quantile and average effects in nonseparable panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
2007
- Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (13)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (5)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (6)
See also Journal Article Bias corrections for two-step fixed effects panel data estimators, Journal of Econometrics, Elsevier (2011) View citations (46) (2011)
- Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
See also Journal Article Fixed effects estimation of structural parameters and marginal effects in panel probit models, Journal of Econometrics, Elsevier (2009) View citations (48) (2009)
2005
- Bias Correction in Panel Data Models with Individual Specific Parameters
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (7)
- Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (12)
2004
- Quantile Regression under Misspecification
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (6)
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
See also Journal Article Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure, Econometrica, Econometric Society (2006) View citations (261) (2006)
Undated
- Censored Quantile Instrumental Variable Estimation via Control Functions
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (4)
Journal Articles
2025
- Philip G. Wright, directed acyclic graphs, and instrumental variables
The Econometrics Journal, 2025, 28, (1), 1-20
2024
- Network and panel quantile effects via distribution regression
Journal of Econometrics, 2024, 240, (2)
See also Working Paper Network and Panel Quantile Effects Via Distribution Regression, CeMMAP working papers (2020) View citations (7) (2020)
- Nonseparable sample selection models with censored selection rules
Journal of Econometrics, 2024, 240, (2) View citations (1)
See also Working Paper Nonseparable Sample Selection Models with Censored Selection Rules, Working Papers in Economics (2018) View citations (5) (2018)
2022
- Fast algorithms for the quantile regression process
Empirical Economics, 2022, 62, (1), 7-33 View citations (10)
2021
- Low-rank approximations of nonseparable panel models
The Econometrics Journal, 2021, 24, (2), C40-C77 View citations (5)
See also Working Paper Low-rank approximations of nonseparable panel models, CeMMAP working papers (2021) View citations (6) (2021)
- Nonlinear factor models for network and panel data
Journal of Econometrics, 2021, 220, (2), 296-324 View citations (30)
See also Working Paper Nonlinear Factor Models for Network and Panel Data, Papers (2019) View citations (10) (2019)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data
Journal of the American Statistical Association, 2021, 116, (534), 783-797 View citations (9)
2020
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Journal of the American Statistical Association, 2020, 115, (529), 123-137 View citations (8)
See also Working Paper Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes, University of California at San Diego, Economics Working Paper Series (2020) View citations (7) (2020)
- Semiparametric estimation of structural functions in nonseparable triangular models
Quantitative Economics, 2020, 11, (2), 503-533 View citations (15)
See also Working Paper Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models, Bristol Economics Discussion Papers (2017) View citations (6) (2017)
2019
- Censored quantile instrumental-variable estimation with Stata
Stata Journal, 2019, 19, (4), 768-781 View citations (5)
See also Working Paper Censored Quantile Instrumental Variable Estimation with Stata, NBER Working Papers (2018) View citations (3) (2018)
- Conditional quantile processes based on series or many regressors
Journal of Econometrics, 2019, 213, (1), 4-29 View citations (35)
See also Working Paper Conditional quantile processes based on series or many regressors, CeMMAP working papers (2016) View citations (5) (2016)
- Mastering Panel Metrics: Causal Impact of Democracy on Growth
AEA Papers and Proceedings, 2019, 109, 77-82 View citations (9)
See also Working Paper Mastering Panel Metrics: Causal Impact of Democracy on Growth, CeMMAP working papers (2019) View citations (6) (2019)
- Nonseparable multinomial choice models in cross-section and panel data
Journal of Econometrics, 2019, 211, (1), 104-116 View citations (5)
See also Working Paper Nonseparable multinomial choice models in cross-section and panel data, CeMMAP working papers (2017) View citations (2) (2017)
2018
- Fixed Effects Estimation of Large-TPanel Data Models
Annual Review of Economics, 2018, 10, (1), 109-138 View citations (1)
See also Working Paper Fixed effect estimation of large T panel data models, CeMMAP working papers (2018) View citations (47) (2018)
- The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Econometrica, 2018, 86, (6), 1911-1938 View citations (50)
See also Working Paper The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages, Papers (2018) View citations (58) (2018)
2017
- Bias corrections for probit and logit models with two-way fixed effects
Stata Journal, 2017, 17, (3), 517-545 View citations (43)
See also Working Paper probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects, Papers (2017) View citations (38) (2017)
- Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments
Economics & Human Biology, 2017, 25, (C), 85-98 View citations (4)
- Program Evaluation and Causal Inference With High‐Dimensional Data
Econometrica, 2017, 85, 233-298 View citations (185)
See also Working Paper Program evaluation and causal inference with high-dimensional data, CeMMAP working papers (2016) View citations (7) (2016)
2016
- Individual and time effects in nonlinear panel models with large N, T
Journal of Econometrics, 2016, 192, (1), 291-312 View citations (232)
See also Working Paper Individual and Time Effects in Nonlinear Panel Models with Large N, T, Papers (2018) View citations (2) (2018)
2015
- Nonparametric identification in panels using quantiles
Journal of Econometrics, 2015, 188, (2), 378-392 View citations (39)
See also Working Paper Nonparametric Identification in Panels using Quantiles, Papers (2014) View citations (2) (2014)
- Quantile regression with censoring and endogeneity
Journal of Econometrics, 2015, 186, (1), 201-221 View citations (81)
See also Working Paper Quantile Regression with Censoring and Endogeneity, Papers (2014) View citations (1) (2014)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Econometrica, 2013, 81, (2), 535-580 View citations (202)
See also Working Paper Average and Quantile Effects in Nonseparable Panel Models, Papers (2013) View citations (208) (2013)
- Inference on Counterfactual Distributions
Econometrica, 2013, 81, (6), 2205-2268 View citations (269)
See also Working Paper Inference on Counterfactual Distributions, Papers (2013) View citations (241) (2013)
- Panel data models with nonadditive unobserved heterogeneity: Estimation and inference
Quantitative Economics, 2013, 4, (3), 453-481 View citations (33)
See also Working Paper Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference, Papers (2013) View citations (41) (2013)
- The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Non‐random
Economic Journal, 2013, 123, 875-905 View citations (58)
2011
- Bias corrections for two-step fixed effects panel data estimators
Journal of Econometrics, 2011, 163, (2), 144-162 View citations (46)
See also Working Paper Bias Corrections for Two-Step Fixed Effects Panel Data Estimators, Boston University - Department of Economics - Working Papers Series (2007) View citations (13) (2007)
- Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
The Review of Economic Studies, 2011, 78, (2), 559-589 View citations (55)
See also Working Paper Inference for extremal conditional quantile models, with an application to market and birthweight risks, CeMMAP working papers (2011) View citations (56) (2011)
2010
- Quantile and Probability Curves Without Crossing
Econometrica, 2010, 78, (3), 1093-1125 View citations (262)
See also Working Paper Quantile and Probability Curves Without Crossing, Papers (2014) View citations (11) (2014)
- Rearranging Edgeworth–Cornish–Fisher expansions
Economic Theory, 2010, 42, (2), 419-435 View citations (18)
See also Working Paper Rearranging Edgeworth-Cornish-Fisher Expansions, Papers (2013) (2013)
2009
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
Journal of Econometrics, 2009, 150, (1), 71-85 View citations (48)
See also Working Paper Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models, Boston University - Department of Economics - Working Papers Series (2007) View citations (19) (2007)
- Improving point and interval estimators of monotone functions by rearrangement
Biometrika, 2009, 96, (3), 559-575 View citations (101)
See also Working Paper Improving point and interval estimators of monotone functions by rearrangement, SciencePo Working papers Main (2009) View citations (12) (2009)
2006
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Econometrica, 2006, 74, (2), 539-563 View citations (261)
See also Working Paper Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure, NBER Working Papers (2004) View citations (8) (2004)
2003
- Household labor supply: evidence for Spain
Investigaciones Economicas, 2003, 27, (2), 239-275 View citations (12)
Software Items
2020
- QRPROCESS: Stata module for quantile regression: fast algorithm, pointwise and uniform inference
Statistical Software Components, Boston College Department of Economics
2019
- CQIV: Stata module to perform censored quantile instrumental variables regression
Statistical Software Components, Boston College Department of Economics View citations (11)
2017
- LOGITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects
Statistical Software Components, Boston College Department of Economics
- PROBITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel probit models with individual and time effects
Statistical Software Components, Boston College Department of Economics
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