publication venue for
- Model uncertainty in the cross-section of stock returns 2026
- Testing for peer effects without specifying the network structure 2026
- On testing for spatial or social network dependence in panel data allowing for network variability 2025
- The spread of COVID-19 in London: Network effects and optimal lockdowns✩ 2023
- Inference after estimation of breaks 2021
- A robust test for network generated dependence 2018
- Bonferroni-based size-correction for nonstandard testing problems 2017
- Endogenous network production functions with selectivity 2016
- An efficient GMM estimator of spatial autoregressive models 2010
- GMM estimation of social interaction models with centrality 2010
- A smooth nonparametric conditional quantile frontier estimator 2008
- Nonparametric frontier estimation via local linear regression 2007
- Portfolio choice with endogenous utility: a large deviations approach 2003
- Connections between entropic and linear projections in asset pricing estimation 2002
- Relative efficiency with equivalence classes of asymptotic covariances 1999
- A BAYESIAN-APPROACH TO DIAGNOSIS OF ASSET PRICING-MODELS 1995
- SEEMINGLY UNRELATED REGRESSIONS UNDER ADDITIVE HETEROSCEDASTICITY - THEORY AND SHARE EQUATION APPLICATIONS 1993
- COMPUTATION IN DURATION MODELS WITH HETEROGENEITY 1985
- Properties of technical efficiency estimators in the stochastic frontier model 1984
- A stationary point for the stochastic frontier likelihood 1982
- A Monte Carlo study of estimators of stochastic frontier production functions 1980
- The origin of spatial interaction 2007