Details about David Tomás Jacho-Chávez

Access statistics for papers by David Tomás Jacho-Chávez.

Last updated 2019-08-14. Update your information in the RePEc Author Service.

Short-id: pja134

Working Papers

2018

1. On the Evolution of the United Kingdom Price Distributions
   Staff Working Papers, Bank of Canada View citations (3)

2016

2. Semiparametric estimation of moment condition models with weakly dependent data
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Journal of Nonparametric Statistics (2017)

2012

3. Averaging of moment condition estimators
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
4. Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
   MPRA Paper, University Library of Munich, Germany View citations (2)
5. Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
   See also Journal Article in Journal of Econometrics (2014)

2009

6. An Alternative Way of ComputingEfficient Instrumental VariableEstimators
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2009) View citations (3)

2008

7. Identification and Nonparametric Estimation of a Transformed Additively Separable Model
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006)
   See also Journal Article in Journal of Econometrics (2010)

Journal Articles

2018

1. Flexible Estimation of Demand Systems: A Copula Approach
   Journal of Applied Econometrics, 2018, 33, (7), 1109-1116
2. Tail Risk in a Retail Payments System
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (3-4), 353-369

2017

3. Generalized empirical likelihood M testing for semiparametric models with time series data
   Econometrics and Statistics, 2017, 4, (C), 18-30 View citations (2)
4. Income and Democracy: A Smooth Varying Coefficient Redux
   Journal of Applied Econometrics, 2017, 32, (3), 719-724
5. Semiparametric estimation of moment condition models with weakly dependent data
   Journal of Nonparametric Statistics, 2017, 29, (1), 108-136
   See also Working Paper (2016)

2016

6. AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
   Econometric Theory, 2016, 32, (01), 30-70 View citations (8)
7. Flexible Estimation of Copulas: An Application to the US Housing Crisis
   Journal of Applied Econometrics, 2016, 31, (3), 603-610 View citations (2)
8. Identification and estimation of semiparametric two‐step models
   Quantitative Economics, 2016, 7, (2), 561-589 View citations (9)
9. The evolution of firm-level distributions for Ukrainian manufacturing firms
   Journal of Comparative Economics, 2016, 44, (1), 148-162 View citations (3)

2015

10. A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics
    Empirical Economics, 2015, 48, (1), 337-360 View citations (2)
11. The Distributional Efficacy of Collaborative Learning on Student Outcomes
    The American Economist, 2015, 60, (2), 98-119

2014

12. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
    Journal of Econometrics, 2014, 178, (P3), 426-443 View citations (20)
    See also Working Paper (2012)
13. crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R
    Journal of Applied Econometrics, 2014, 29, (2), 348-352 View citations (1)

2012

14. k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
    Econometric Theory, 2012, 28, (04), 769-803 View citations (4)
15. n-uniformly consistent density estimation in nonparametric regression models
    Journal of Econometrics, 2012, 167, (2), 305-316 View citations (8)

2011

16. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 View citations (2)
17. Functional Principal Component Analysis of Density Families With Categorical and Continuous Data on Canadian Entrant Manufacturing Firms
    Journal of the American Statistical Association, 2011, 106, (495), 858-878 View citations (6)
18. npRmpi: A package for parallel distributed kernel estimation in R
    Journal of Applied Econometrics, 2011, 26, (2), 344-349 View citations (1)

2010

19. Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
    Computational Statistics & Data Analysis, 2010, 54, (3), 625-636 View citations (5)
20. Firm size distributions through the lens of functional principal components analysis
    Journal of Applied Econometrics, 2010, 25, (7), 1211-1214 View citations (7)
21. Identification and nonparametric estimation of a transformed additively separable model
    Journal of Econometrics, 2010, 156, (2), 392-407 View citations (11)
    See also Working Paper (2008)
22. OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
    Econometric Theory, 2010, 26, (01), 94-118 View citations (2)
23. On internally corrected and symmetrized kernel estimators for nonparametric regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (1), 166-186 View citations (3)
24. The Efficacy of Collaborative Learning Recitation Sessions on Student Outcomes
    American Economic Review, 2010, 100, (2), 287-91 View citations (1)

2009

25. EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
    Econometric Theory, 2009, 25, (03), 847-855 View citations (7)
26. Growth and governance: A nonparametric analysis
    Journal of Comparative Economics, 2009, 37, (1), 121-143 View citations (23)
27. Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators
    Economics Bulletin, 2009, 29, (3), 1889-1895

2008

28. k nearest-neighbor estimation of inverse density weighted expectations
    Economics Bulletin, 2008, 3, (48), 1-6

2007

29. Conditional density estimation: an application to the Ecuadorian manufacturing sector
    Economics Bulletin, 2007, 3, (62), 1-6 View citations (7)