Details about David Tomás Jacho-Chávez

Access statistics for papers by David Tomás Jacho-Chávez.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pja134

Working Papers

2023

1. We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress
   Staff Working Papers, Bank of Canada

2020

2. Survival Analysis of Banknote Circulation: Fitness, Network Structure and Machine Learning
   Staff Working Papers, Bank of Canada
   See also Chapter (2020)

2018

3. On the Evolution of the United Kingdom Price Distributions
   Staff Working Papers, Bank of Canada View citations (8)
4. Tail Risk in a Retail Payments System
   Post-Print, HAL
   See also Journal Article in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) (2018)

2016

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

2012

6. Averaging of moment condition estimators
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (1)
7. 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 (3)
8. 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

9. 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 (8)

2008

10. Identification and Nonparametric Estimation of a Transformed Additively Separable Model
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (1)
    See also Journal Article in Journal of Econometrics (2010)

Journal Articles

2022

1. Estimating social effects in a multilayered Linear-in-Means model with network data
   Statistics & Probability Letters, 2022, 183, (C)

2021

2. Econometrics Pedagogy and Cloud Computing: Training the Next Generation of Economists and Data Scientists
   Journal of Econometric Methods, 2021, 10, (1), 89-102

2020

3. Semiparametric quasi maximum likelihood estimation of the fractional response model
   Economics Letters, 2020, 186, (C)
4. Standard Errors for Nonparametric Regression
   Econometric Reviews, 2020, 39, (7), 674-690 View citations (1)

2019

5. Productivity and Reallocation: Evidence from Ecuadorian Firm-Level Data
   Economía Journal, 2019, Volume 20 Number 1, (Fall 2019), 83-110
6. Using nonparametric copulas to measure crude oil price co-movements
   Energy Economics, 2019, 82, (C), 211-223 View citations (4)

2018

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

2017

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

2016

12. AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
    Econometric Theory, 2016, 32, (1), 30-70 View citations (11)
13. Flexible Estimation of Copulas: An Application to the US Housing Crisis
    Journal of Applied Econometrics, 2016, 31, (3), 603-610 View citations (10)
14. Identification and estimation of semiparametric two‐step models
    Quantitative Economics, 2016, 7, (2), 561-589 View citations (20)
15. Semiparametric quasi-likelihood estimation with missing data
    Communications in Statistics - Theory and Methods, 2016, 45, (5), 1345-1369 View citations (1)
16. The evolution of firm-level distributions for Ukrainian manufacturing firms
    Journal of Comparative Economics, 2016, 44, (1), 148-162 View citations (9)

2015

17. A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics
    Empirical Economics, 2015, 48, (1), 337-360 View citations (5)
18. The Distributional Efficacy of Collaborative Learning on Student Outcomes
    The American Economist, 2015, 60, (2), 98-119

2014

19. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
    Journal of Econometrics, 2014, 178, (P3), 426-443 View citations (40)
    See also Working Paper (2012)
20. crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R
    Journal of Applied Econometrics, 2014, 29, (2), 348-352 View citations (2)

2012

21. k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
    Econometric Theory, 2012, 28, (4), 769-803 View citations (5)
22. n-uniformly consistent density estimation in nonparametric regression models
    Journal of Econometrics, 2012, 167, (2), 305-316 View citations (10)

2011

23. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 View citations (3)
24. 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 (10)
25. npRmpi: A package for parallel distributed kernel estimation in R
    Journal of Applied Econometrics, 2011, 26, (2), 344-349 View citations (2)

2010

26. 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)
27. Firm size distributions through the lens of functional principal components analysis
    Journal of Applied Econometrics, 2010, 25, (7), 1211-1214 View citations (7)
28. Identification and nonparametric estimation of a transformed additively separable model
    Journal of Econometrics, 2010, 156, (2), 392-407 View citations (18)
    See also Working Paper (2008)
29. OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
    Econometric Theory, 2010, 26, (1), 94-118 View citations (2)
30. 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 (4)
31. The Efficacy of Collaborative Learning Recitation Sessions on Student Outcomes
    American Economic Review, 2010, 100, (2), 287-91 View citations (4)

2009

32. EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
    Econometric Theory, 2009, 25, (3), 847-855 View citations (7)
33. Growth and governance: A nonparametric analysis
    Journal of Comparative Economics, 2009, 37, (1), 121-143 View citations (39)
34. Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators
    Economics Bulletin, 2009, 29, (3), 1889-1895

2008

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

2007

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

Chapters

2020

1. Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning
   A chapter in The Econometrics of Networks, 2020, vol. 42, pp 235-262
   See also Working Paper (2020)

2016

2. Analysing Labour Productivity in Ecuador
   Springer

2011

3. Average Derivative Estimation with Missing Responses
   A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 129-154
4. Nonlinear Difference-in-Difference Treatment Effect Estimation: A Distributional Analysis
   A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 247-268

2009

5. A nonparametric quantile analysis of growth and governance
   A chapter in Nonparametric Econometric Methods, 2009, pp 193-221
6. Computational Considerations in Empirical Microeconometrics: Selected Examples
   Palgrave Macmillan View citations (2)