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publications


  1. "Parameter-Invariant Unbiased Estimation of Individual Variances"
    (w/ Stanislav Anatolyev) @ Economics Letters. Supplementary Appendix.

working papers


  1. "Generalized AKM: Theory and Evidence"
    (w/ Francesco Del Prato and Paolo Zacchia)

work in progress


  1. "A Simple Approach to Measurement Errors in Small Datasets"
  2. "Model Averaging with a Diverging Number of Covariates"
  3. "Semiparametric Specification Testing with Many Regressors"