Details about David Tomás Jacho-Chávez

Access statistics for papers by David Tomás Jacho-Chávez.

Last updated 2024-01-04. 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 View citations (2)
   See also Journal Article We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress, Journal of Environmental Economics and Management, Elsevier (2023) View citations (2) (2023)

2020

2. Survival Analysis of Banknote Circulation: Fitness, Network Structure and Machine Learning
   Staff Working Papers, Bank of Canada
   See also Chapter Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning, Advances in Econometrics, Emerald Group Publishing Limited (2020) View citations (1) (2020)

2019

3. Productivity and reallocation: evidence from ecuadorian firm-level data
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   See also Journal Article Productivity and Reallocation: Evidence from Ecuadorian Firm-Level Data, Economía Journal, The Latin American and Caribbean Economic Association - LACEA (2019) View citations (1) (2019)

2018

4. On the Evolution of the United Kingdom Price Distributions
   Staff Working Papers, Bank of Canada View citations (9)
5. Tail Risk in a Retail Payments System
   Post-Print, HAL
   See also Journal Article Tail Risk in a Retail Payments System, Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter (2018) (2018)

2016

6. Semiparametric estimation of moment condition models with weakly dependent data
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Semiparametric estimation of moment condition models with weakly dependent data, Journal of Nonparametric Statistics, Taylor & Francis Journals (2017) View citations (3) (2017)

2012

7. Averaging of moment condition estimators
   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 (2012)
8. 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)
9. 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 Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing, Journal of Econometrics, Elsevier (2014) View citations (41) (2014)

2009

10. 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

11. 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 Identification and nonparametric estimation of a transformed additively separable model, Journal of Econometrics, Elsevier (2010) View citations (18) (2010)

Journal Articles

2024

1. Abstract readability: Evidence from top-5 economics journals
   Economics Letters, 2024, 235, (C)
2. Estimating Social Effects with Randomized and Observational Network Data
   Journal of Econometric Methods, 2024, 13, (2), 205-224

2023

3. We didn’t start the fire: Effects of a natural disaster on consumers’ financial distress
   Journal of Environmental Economics and Management, 2023, 119, (C) View citations (2)
   See also Working Paper We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress, Staff Working Papers (2023) View citations (2) (2023)

2022

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

2021

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

2020

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

2019

8. Productivity and Reallocation: Evidence from Ecuadorian Firm-Level Data
   Economía Journal, 2019, Volume 20 Number 1, (Fall 2019), 83-110 View citations (1)
   See also Working Paper Productivity and reallocation: evidence from ecuadorian firm-level data, LSE Research Online Documents on Economics (2019) View citations (1) (2019)
9. Using nonparametric copulas to measure crude oil price co-movements
   Energy Economics, 2019, 82, (C), 211-223 View citations (4)

2018

10. Flexible Estimation of Demand Systems: A Copula Approach
    Journal of Applied Econometrics, 2018, 33, (7), 1109-1116 View citations (3)
11. 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 Tail Risk in a Retail Payments System, Post-Print (2018) (2018)

2017

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

2016

15. AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
    Econometric Theory, 2016, 32, (1), 30-70 View citations (12)
16. Flexible Estimation of Copulas: An Application to the US Housing Crisis
    Journal of Applied Econometrics, 2016, 31, (3), 603-610 View citations (11)
17. Identification and estimation of semiparametric two‐step models
    Quantitative Economics, 2016, 7, (2), 561-589 View citations (21)
18. Semiparametric quasi-likelihood estimation with missing data
    Communications in Statistics - Theory and Methods, 2016, 45, (5), 1345-1369 View citations (1)
19. The evolution of firm-level distributions for Ukrainian manufacturing firms
    Journal of Comparative Economics, 2016, 44, (1), 148-162 View citations (11)

2015

20. A nonparametric analysis of firm size, leverage and labour productivity distribution dynamics
    Empirical Economics, 2015, 48, (1), 337-360 View citations (6)
21. The Distributional Efficacy of Collaborative Learning on Student Outcomes
    The American Economist, 2015, 60, (2), 98-119

2014

22. Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
    Journal of Econometrics, 2014, 178, (P3), 426-443 View citations (41)
    See also Working Paper Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing, Boston College Working Papers in Economics (2012) View citations (4) (2012)
23. crs: A PACKAGE FOR NONPARAMETRIC SPLINE ESTIMATION IN R
    Journal of Applied Econometrics, 2014, 29, (2), 348-352 View citations (2)

2012

24. k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
    Econometric Theory, 2012, 28, (4), 769-803 View citations (5)
25. n-uniformly consistent density estimation in nonparametric regression models
    Journal of Econometrics, 2012, 167, (2), 305-316 View citations (11)

2011

26. Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
    Econometric Reviews, 2011, 30, (1), 1-24 View citations (3)
27. 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)
28. npRmpi: A package for parallel distributed kernel estimation in R
    Journal of Applied Econometrics, 2011, 26, (2), 344-349 View citations (2)

2010

29. 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 (6)
30. Firm size distributions through the lens of functional principal components analysis
    Journal of Applied Econometrics, 2010, 25, (7), 1211-1214 View citations (7)
31. 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 Identification and Nonparametric Estimation of a Transformed Additively Separable Model, Boston College Working Papers in Economics (2008) View citations (4) (2008)
32. OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS
    Econometric Theory, 2010, 26, (1), 94-118 View citations (2)
33. 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 (5)
34. The Efficacy of Collaborative Learning Recitation Sessions on Student Outcomes
    American Economic Review, 2010, 100, (2), 287-91 View citations (5)

2009

35. EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
    Econometric Theory, 2009, 25, (3), 847-855 View citations (7)
36. Growth and governance: A nonparametric analysis
    Journal of Comparative Economics, 2009, 37, (1), 121-143 View citations (43)
37. Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators
    Economics Bulletin, 2009, 29, (3), 1889-1895

2008

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

2007

39. Conditional density estimation: an application to the Ecuadorian manufacturing sector
    Economics Bulletin, 2007, 3, (62), 1-6 View citations (8)

Chapters

2023

1. Containerisation for research collaboration: platform-independent economics
   A chapter in Data science in central banking: applications and tools, 2023, vol. 59

2020

2. 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 View citations (1)
   See also Working Paper Survival Analysis of Banknote Circulation: Fitness, Network Structure and Machine Learning, Bank of Canada (2020) (2020)

2016

3. Analysing Labour Productivity in Ecuador
   Springer

2011

4. Average Derivative Estimation with Missing Responses
   A chapter in Missing Data Methods: Cross-sectional Methods and Applications, 2011, pp 129-154
5. 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

6. A nonparametric quantile analysis of growth and governance
   A chapter in Nonparametric Econometric Methods, 2009, pp 193-221 View citations (4)
7. Computational Considerations in Empirical Microeconometrics: Selected Examples
   Palgrave Macmillan View citations (2)