EconPapers    
Economics at your fingertips  
 

Details about David Tomás Jacho-Chávez

E-mail:
Homepage:https://sites.google.com/site/djachocha/
Postal address:Emory University Economics Department 1602 Fishburne Drive Rich Bldg., 3rd Floor Atlanta, GA 30322 United States of America
Workplace:Department of Economics, Emory University, (more information at EDIRC)

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


Jump to Journal Articles

Working Papers

2018

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

2016

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

2012

  1. Averaging of moment condition estimators
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. 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 Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2014)

2009

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

2008

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

    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 Downloads
  2. Tail Risk in a Retail Payments System
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (3-4), 353-369 Downloads

2017

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

2016

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

2015

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

2014

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

2012

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

2011

  1. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 Downloads View citations (2)
  2. 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 Downloads View citations (6)
  3. npRmpi: A package for parallel distributed kernel estimation in R
    Journal of Applied Econometrics, 2011, 26, (2), 344-349 Downloads View citations (1)

2010

  1. Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
    Computational Statistics & Data Analysis, 2010, 54, (3), 625-636 Downloads View citations (5)
  2. Firm size distributions through the lens of functional principal components analysis
    Journal of Applied Econometrics, 2010, 25, (7), 1211-1214 Downloads View citations (7)
  3. Identification and nonparametric estimation of a transformed additively separable model
    Journal of Econometrics, 2010, 156, (2), 392-407 Downloads View citations (11)
    See also Working Paper (2008)
  4. OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
    Econometric Theory, 2010, 26, (01), 94-118 Downloads View citations (2)
  5. 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 Downloads View citations (3)
  6. The Efficacy of Collaborative Learning Recitation Sessions on Student Outcomes
    American Economic Review, 2010, 100, (2), 287-91 Downloads View citations (1)

2009

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

2008

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

2007

  1. Conditional density estimation: an application to the Ecuadorian manufacturing sector
    Economics Bulletin, 2007, 3, (62), 1-6 Downloads View citations (7)
 
Page updated 2019-10-17