Joël L. Horowitz

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All published works

Action	Title	Year	Authors
+ PDF Chat	Bootstrap Based Asymptotic Refinements for Highdimensional Nonlinear Models	2024	Joël L. Horowitz Ahnaf Rafi
+	Bootstrap based asymptotic refinements for high-dimensional nonlinear models	2023	Joël L. Horowitz Ahnaf Rafi
+	Bootstrap based asymptotic refinements for high-dimensional nonlinear models	2023	Joël L. Horowitz Ahnaf Rafi
+	Identifying the effect of persuasion	2022	Sung Chan Jun Sokbae Lee Jae Hyuck Sung Eric Auerbach Stefano DellaVigna Leonard Goff Marc Henry Keisuke Hirano Joël L. Horowitz Charles F. Manski
+ PDF Chat	Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	2022	Joël L. Horowitz Sokbae Lee
+	Estimation of Non-Crossing Quantile Regression Process with Deep ReQU Neural Networks	2022	Guohao Shen Yuling Jiao Yuanyuan Lin Joël L. Horowitz Jian Huang
+ PDF Chat	Permutation tests for equality of distributions of functional data	2021	Federico A. Bugni Joël L. Horowitz
+	Inference in a class of optimization problems: Conﬁdence regions and ﬁnite sample bounds on errors in coverage probabilities	2021	Joël L. Horowitz Sokbae Lee
+	Permutation tests for equality of distributions of functional data	2021	Federico A. Bugni Joël L. Horowitz
+ PDF Chat	Estimation of a Heterogeneous Demand Function with Berkson Errors	2021	Richard Blundell Joël L. Horowitz Matthias Parey
+	Deep Quantile Regression: Mitigating the Curse of Dimensionality Through Composition	2021	Guohao Shen Yuling Jiao Yuanyuan Lin Joël L. Horowitz Jian Huang
+	Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities	2020	Joël L. Horowitz Sokbae Lee
+	Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities	2020	Joël L. Horowitz Sokbae Lee
+ PDF Chat	Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions	2020	Jia-Young Michael Fu Joël L. Horowitz Matthias Parey
+	Using penalized likelihood to select parameters in a random coefficients multinomial logit model	2019	Lars Nesheim Joël L. Horowitz
+	Non-asymptotic inference in a class of optimization problems	2019	Sokbae Lee Joël L. Horowitz
+ PDF Chat	Bootstrap Methods in Econometrics	2019	Joël L. Horowitz
+	Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities	2019	Joël L. Horowitz Sokbae Lee
+	Estimation of a Heterogeneous Demand Function with Berkson Errors	2018	Richard Blundell Joël L. Horowitz Matthias Parey
+	Bootstrap methods in econometrics	2018	Joël L. Horowitz
+	Non-asymptotic inference in instrumental variables estimation	2018	Joël L. Horowitz
+	Bootstrap Methods in Econometrics	2018	Joël L. Horowitz
+ PDF Chat	Using penalized likelihood to select parameters in a random coefficients multinomial logit model	2018	Lars Nesheim Joël L. Horowitz
+	Permutation tests for equality of distributions of functional data	2018	Federico A. Bugni Joël L. Horowitz
+ PDF Chat	A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions	2018	Joël L. Horowitz Anand Krishnamurthy
+	Bootstrap	2018	Joël L. Horowitz
+	Estimation of a Heterogeneous Demand Function with Berkson Errors	2018	Richard Blundell Joël L. Horowitz Matthias Parey
+	Bootstrap Methods in Econometrics	2018	Joël L. Horowitz
+	Non-Asymptotic Inference in Instrumental Variables Estimation	2018	Joël L. Horowitz
+	Permutation Tests for Equality of Distributions of Functional Data	2018	Federico A. Bugni Joël L. Horowitz
+	Non-asymptotic inference in instrumental variables estimation	2017	Joël L. Horowitz
+	A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions	2017	Joël L. Horowitz Anand Krishnamurthy
+	Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems	2017	Jean‐Pierre Florens Joël L. Horowitz Ingrid Van Keilegom
+	Nonparametric estimation and inference under shape restrictions	2016	Joël L. Horowitz Sokbae Lee
+	Bias-corrected confidence intervals in a class of linear inverse problems	2016	Joël L. Horowitz Jean‐Pierre Florens Ingred van Keilegom
+	Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions	2015	Jia-Young Michael Fu Matthias Parey Joël L. Horowitz
+ PDF Chat	Identification and shape restrictions in nonparametric instrumental variables estimation	2015	Joachim Freyberger Joël L. Horowitz
+	Variable selection and estimation in high-dimensional models	2015	Joël L. Horowitz
+ PDF Chat	Variable selection and estimation in high‐dimensional models	2015	Joël L. Horowitz
+	Semiparametric Models	2015	Joël L. Horowitz
+	Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter	2014	Joël L. Horowitz
+	Mathematical Statistics of Partially Identified Objects	2014	Victor Chernozhukov Wolfgang Karl Härdle Joël L. Horowitz Ya’acov Ritov
+ PDF Chat	Ill-Posed Inverse Problems in Economics	2014	Joël L. Horowitz
+ PDF Chat	Nonparametric Additive Models	2014	Jeffrey S. Racine Liangjun Su Aman Ullah Joël L. Horowitz
+ PDF Chat	Ill-posed inverse problems in economics	2013	Joël L. Horowitz
+	A simple bootstrap method for constructing nonparametric confidence bands for functions	2013	Peter Hall Joël L. Horowitz
+	Identification and shape restrictions in nonparametric instrumental variables estimation	2013	Joachim Freyberger Joël L. Horowitz
+ PDF Chat	A simple bootstrap method for constructing nonparametric confidence bands for functions	2013	Joël L. Horowitz Peter Hall
+	Penalized estimation of high-dimensional models under a generalized sparsity cindition	2012	Joël L. Horowitz Jian Huang
+ PDF Chat	Nonparametric additive models	2012	Joël L. Horowitz
+ PDF Chat	Penalized estimation of high-dimensional models under a generalized sparsity condition	2012	Joël L. Horowitz Jian Huang
+	Penalized estimation of high-dimensional models under a generalized sparsity condition	2012	Joël L. Horowitz Jian Huang
+	A simple bootstrap method for constructing nonparametric confidence bands for functions	2012	Joël L. Horowitz Peter Hall
+ PDF Chat	Uniform confidence bands for functions estimated nonparametrically with instrumental variables	2011	Joël L. Horowitz Sokbae Lee
+	Semiparametric Models	2011	Joël L. Horowitz
+	Discussion: Bootstrap methods for dependent data: A review	2011	Joël L. Horowitz
+	Specification testing in nonparametric instrumental variable estimation	2011	Joël L. Horowitz
+	ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION	2010	Joël L. Horowitz Enno Mammen
+ PDF Chat	Variable selection in nonparametric additive models	2010	Jian Huang Joël L. Horowitz Fengrong Wei
+ PDF Chat	Uniform confidence bands for functions estimated nonparametrically with instrumental variables	2010	Joël L. Horowitz Sokbae Lee
+	EMPIRICAL SELECTION OF THE REGULARIZATION PARAMETER IN NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION	2010	Joël L. Horowitz
+ PDF Chat	Uniform confidence bands for functions estimated nonparametrically with instrumental variables	2009	Joël L. Horowitz Sokbae Lee
+ PDF Chat	Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative	2009	Joël L. Horowitz Sokbae Lee
+	Statistical Inverse Problems	2009	Joël L. Horowitz
+	Goodness-of-fit tests for functional data	2009	Federico A. Bugni Peter Hall Joël L. Horowitz George R. Neumann
+	Semiparametric and Nonparametric Methods in Econometrics: Springer Series in Statistics	2009	Joël L. Horowitz
+	Appendix	2009	Joël L. Horowitz
+	bootstrap	2008	Joël L. Horowitz
+	Semiparametric and Nonparametric Methods in Econometrics	2008	Yacin Ait-Sahalia Joël L. Horowitz Oliver Linton Enno Mammen
+ PDF Chat	Asymptotic properties of bridge estimators in sparse high-dimensional regression models	2008	Jian Huang Joël L. Horowitz Shuangge Ma
+	Bootstrap	2008	Joël L. Horowitz
+ PDF Chat	Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions	2007	Joël L. Horowitz Enno Mammen
+	Comments on: Nonparametric inference with generalized likelihood ratio tests	2007	Joël L. Horowitz
+	ASYMPTOTIC NORMALITY OF A NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATOR*	2007	Joël L. Horowitz
+ PDF Chat	A Non-Parametric Test of Exogeneity	2007	Richard Blundell Joël L. Horowitz
+ PDF Chat	Nonparametric Instrumental Variables Estimation of a Quantile Regression Model	2007	Joël L. Horowitz Sokbae Lee
+ PDF Chat	Methodology and convergence rates for functional linear regression	2007	Peter Hall Joël L. Horowitz
+	Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative	2007	Sokbae Lee Joël L. Horowitz
+ PDF Chat	Nonparametric instrumental variables estimation of a quantile regression model	2006	Joël L. Horowitz Sokbae Lee
+ PDF Chat	Optimal estimation in additive regression models	2006	Joël L. Horowitz Jussi Klemelä Enno Mammen
+ PDF Chat	Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables	2006	Joël L. Horowitz
+ PDF Chat	Nonparametric methods for inference in the presence of instrumental variables	2005	Peter Hall Joël L. Horowitz
+ PDF Chat	Nonparametric Estimation of an Additive Quantile Regression Model	2005	Joël L. Horowitz Sokbae Lee
+	Identification and estimation of statistical functionals using incomplete data	2005	Joël L. Horowitz Charles F. Manski
+	A nonparametric test of exogeneity	2004	Richard Blundell Joël L. Horowitz
+ PDF Chat	Nonparametric estimation of an additive model with a link function	2004	Joël L. Horowitz Enno Mammen
+	Comments on “Size Matters”	2004	Joël L. Horowitz
+ PDF Chat	Testing a parametric model against a nonparametric alternative with identification through instrumental variables	2004	Joël L. Horowitz
+ PDF Chat	Nonparametric estimation of an additive quantile regression model	2004	Joël L. Horowitz Sokbae Lee
+	Nonparametric Estimation of an Additive Quantile Regression Model	2004	Sokbae Lee Joël L. Horowitz
+ PDF Chat	Bootstrap Methods for Time Series	2003	Wolfgang Karl Härdle Joël L. Horowitz Jens-Peter Kreiß
+	Bootstrap Methods for Markov Processes	2003	Joël L. Horowitz
+ PDF Chat	The Bootstrap in Econometrics	2003	Joël L. Horowitz
+ PDF Chat	Nonparametric methods for inference in the presence of instrumental variables	2003	Joël L. Horowitz Peter Hall
+	Identification and Estimation with Incomplete Data	2003	Joël L. Horowitz Charles F. Manski
+	None	2003	Joël L. Horowitz Charles F. Manski Maria Ponomareva Jörg Stoye
+	Bootstrap critical values for tests based on the smoothed maximum score estimator	2002	Joël L. Horowitz
+	An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models	2002	Joël L. Horowitz Vladimir Spokoiny
+ PDF Chat	Nonparametric estimation of an additive model with a link function	2002	Joël L. Horowitz Enno Mammen
+	Semiparametric methods in applied econometrics: do the models fit the data?	2002	Joël L. Horowitz Sokbae Lee
+ PDF Chat	Binary Response Models: Logits, Probits and Semiparametrics	2001	Joël L. Horowitz N. E. Savin
+	An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative	2001	Joël L. Horowitz Vladimir Spokoiny
+	Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function	2001	Joël L. Horowitz
+	The Bootstrap	2001	Joël L. Horowitz
+	Nonparametric Regression Estimation using Weak Separability	2001	Joris Pinkse John W. Galbraith David W. Green Nancy E. Heckman Joël L. Horowitz Oliver Linton Rosa L. Matzkin Peter M. Robinson Margaret E. Slade
+	Bootstrap methods for time series	2001	Wolfgang Karl Härdle Joël L. Horowitz Jens-Peter Kreiß
+	An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models	2000	Joël L. Horowitz Vladimir Spokoiny
+	Empirically relevant critical values for hypothesis tests: A bootstrap approach	2000	Joël L. Horowitz N. E. Savin
+ PDF Chat	Internet-based econometric computing	2000	Wolfgang Karl Härdle Joël L. Horowitz
+ PDF Chat	Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data	2000	Joël L. Horowitz Charles F. Manski
+	Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data	2000	Joël L. Horowitz Charles F. Manski
+	Rejoinder	2000	Joël L. Horowitz Charles F. Manski
+	An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative	2000	Joël L. Horowitz
+ PDF Chat	Semiparametric Methods in Econometrics	1999	Oliver B. Linton Joël L. Horowitz
+	Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity	1999	Joël L. Horowitz
+	Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable	1999	Tue Gørgens Joël L. Horowitz
+	An adaptive, rate-optimal test of a parametric model against a nonparametric alternative	1999	Joël L. Horowitz Vladimir Spokoiny
+	Bootstrap Methods for Median Regression Models	1998	Joël L. Horowitz
+	Empirically Relevant Critical Values For Hypothesis Tests: The Bootstrap to the Rescue	1998	Joël L. Horowitz N. E. Savin
+	Internet Based Econometric Computing	1998	Wolfgang Karl Härdle Joël L. Horowitz
+	Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function	1998	Joël L. Horowitz
+	Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations	1998	Joël L. Horowitz Charles F. Manski
+	Semiparametric Methods in Econometrics	1998	Joël L. Horowitz
+	Bootstrap Methods for Covariance Structures	1998	Joël L. Horowitz
+	Bootstrap methods in econometrics: theory and numerical performance	1997	Joël L. Horowitz
+	16 What can be learned about population parameters when the date are contaminated	1997	Joël L. Horowitz Charles F. Manski
+	What Can Be Learned about Population Parameters when the Data Are Contaminated?: Robust Inference	1997	Joël L. Horowitz C.F. Manski
+	Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity	1997	Joël L. Horowitz
+	Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates	1996	Joël L. Horowitz Wolfgang Karl Härdle
+	Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates	1996	Joël L. Horowitz Wolfgang Karl Härdle
+	Bootstrap Methods for Covariance Structure	1996	Joël L. Horowitz
+	Bootstrap Methods for Median Regression Models	1996	Joël L. Horowitz
+	Bootstrap Methods for Median Regression Models	1996	Joël L. Horowitz
+	Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators	1996	Peter A. Hall Joël L. Horowitz
+	Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator	1996	Joël L. Horowitz
+	Comments on “bootstrapping time series models”	1996	Joël L. Horowitz
+	BOOTSTRAP CRITICAL VALUES FOR TESTS BASED ON	1996	Generalized-Method-Of-Moments Estimators Peter A. Hall Joël L. Horowitz
+	Bootstrap Methods in Econometrics: Theory and Numerical Performance	1996	Joël L. Horowitz
+	Robust scale estimation in the error‐components model using the empirical characteristic function	1995	Marianthi Markatou Joël L. Horowitz
+	Robust scale estimation based on the the empirical characteristic function	1995	Marianthi Markatou Joël L. Horowitz Russell V. Lenth
+	Identification and Robustness with Contaminated and Corrupted Data	1995	Joël L. Horowitz Charles F. Manski
+	Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates dpsfb950075.ps.tar = Enno MAMMEN J.S. MARRON: Mass Recentered Kernel Smoothers	1995	Joël L. Horowitz Wolfgang Karl Härdle
+	Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations	1995	Joël L. Horowitz Charles F. Manski
+	On blocking rules for the bootstrap with dependent data	1995	Peter Hall Joël L. Horowitz Bing‐Yi Jing
+	Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable	1995	Joël L. Horowitz Tue Gørgens
+	Testing a Parametric Model Against a Semiparametric Alternative	1994	Joël L. Horowitz Wolfgang Karl Härdle
+	JOINT CENSORING OF REGRESSORS AND OUTCOMES:SURVEY NONRESPONSE AND ATTRITION	1994	Joël L. Horowitz Charles F. Manski
+	Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior	1994	Joël L. Horowitz Denis Bolduc Suresh Divakar John Geweke F�sun G�n�l Vassilis A. Hajivassiliou Frank S. Koppelman Michael P. Keane Rosa L. Matzkin Peter E. Rossi
+	Bootstrap-based critical values for the information matrix test	1994	Joël L. Horowitz
+	Advances in Random Utility Models	1994	Joël L. Horowitz Michael P. Keane Denis Bolduc Suresh Divakar John Geweke Fosun Gonul Vassilis A. Hajivassiliou Frank S. Koppelman Rosa L. Matzkin Peter E. Rossi
+	Robust Scale Estimation in the Error Components Models Using the Empirical Characteristic Function	1994	Marianthi Markatou Joël L. Horowitz
+	Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition	1994	Joël L. Horowitz Charles F. Manski
+	Advances in Random Utility Models	1994	Joël L. Horowitz Michael P. Keane Denis Bolduc Suresh Divakar John Geweke Fosun Gonul Vassilis A. Hajivassiliou Frank S. Koppelman Rosa L. Matzkin Peter E. Rossi
+	A BOUNDED-SIZE LIKELIHOOD TEST FOR NON-NESTED PROBABILISTIC DISCRETE CHOICE MODELS ESTIMATED FROM CHOICE-BASED SAMPLES.	1993	Joël L. Horowitz David A. Hensher William Zhu
+	Optimal Rates of Convergence of Parameter Estimators in the Binary Response Model with Weak Distributional Assumptions	1993	Joël L. Horowitz
+	2 Semiparametric and nonparametric estimation of quantal response models	1993	Joël L. Horowitz
+	A Smoothed Maximum Score Estimator for the Binary Response Model	1992	Joël L. Horowitz
+	A Generalized Moments Specification Test of the Proportional Hazards Model	1992	Joël L. Horowitz George R. Neumann
+	A Generalized Moments Specification Test of the Proportional Hazards Model	1992	Joël L. Horowitz George R. Neumann
+	Identification And Robustness In The Presence Of Errors In Data	1992	Joël L. Horowitz Charles F. Manski
+	Testing a Parametric Model Against a Semiparametric Alternative	1992	Joël L. Horowitz Wolfgang Karl Härdle
+	Identification And Robustness In The Presence Of Errors In Data	1992	Joël L. Horowitz Charles F. Manski
+	Testing a Parametric Model Against a Semiparametric Alternative	1992	Joël L. Horowitz Wolfgang Karl Härdle
+	Bootstrap-Based Critical Values for the Information Matrix test	1991	Joël L. Horowitz
+	Analog Estimation Methods in EconometricsCharles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00	1990	Joël L. Horowitz
+	Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models	1990	Peter A. Hall Joël L. Horowitz
+	Specification testing in censored regression models: Parametric and semiparametric methods	1989	Joël L. Horowitz George R. Neumann
+	Computational and statistical efficiency of semiparametric gls estimators	1989	Joël L. Horowitz George R. Neumann
+	The Asymptotic Efficiency of Semiparametric Estimators for Censored Linear Regression Models	1989	Joël L. Horowitz
+	The asymptotic efficiency of semiparametric estimators for censored linear regression models	1988	Joël L. Horowitz
+	Semiparametric M-Estimation of Censored Linear Regression Models	1988	Joël L. Horowitz
+	A distribution-free least squares estimator for censored linear regression models	1986	Joël L. Horowitz
+	Statistical Comparison of Non-Nested Probabilistic Discrete Choice Models	1983	Joël L. Horowitz

Common Coauthors

Coauthor	Papers Together
Sokbae Lee	19
Charles F. Manski	15
Wolfgang Karl Härdle	11
Jian Huang	6
Enno Mammen	6
Richard Blundell	5
Federico A. Bugni	5
George R. Neumann	5
Matthias Parey	5
Rosa L. Matzkin	4
Vladimir Spokoiny	4
Peter Hall	4
Frank S. Koppelman	3
Denis Bolduc	3
Suresh Divakar	3
Paul A. Ruud	3
Peter E. Rossi	3
Ahnaf Rafi	3
N. E. Savin	3
Michael P. Keane	3
Vassilis A. Hajivassiliou	3
John Geweke	3
Peter A. Hall	3
Marianthi Markatou	3
Lars Nesheim	2
Guohao Shen	2
Jean‐Pierre Florens	2
Yuling Jiao	2
Joachim Freyberger	2
Anand Krishnamurthy	2
Joris Pinkse	2
Peter Hall	2
Jia-Young Michael Fu	2
Fosun Gonul	2
Oliver Linton	2
Peter Hall	2
Tue Gørgens	2
Jens-Peter Kreiß	2
Myunghyun Song	1
Leonard Goff	1
Marc Henry	1
Eric Auerbach	1
Jian Huang	1
Sung Chan Jun	1
Maria Ponomareva	1
Ingrid Van Keilegom	1
C.F. Manski	1
Margaret E. Slade	1
David W. Green	1
Yuanyuan Lin	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Instrumental Variable Estimation of Nonparametric Models	2003	Whitney K. Newey James L. Powell	17
+ PDF Chat	Nonparametric methods for inference in the presence of instrumental variables	2005	Peter Hall Joël L. Horowitz	17
+ PDF Chat	Semiparametric least squares (SLS) and weighted SLS estimation of single-index models	1993	Hidehiko Ichimura	16
+ PDF Chat	Nonparametric Estimation of Triangular Simultaneous Equations Models	1999	Whitney K. Newey James L. Powell Francis Vella	16
+	Semiparametric analysis of discrete response	1985	Charles F. Manski	15
+	An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative	2001	Joël L. Horowitz Vladimir Spokoiny	15
+	Semiparametric Estimation of Index Coefficients	1989	James L. Powell James H. Stock Thomas M. Stoker	13
+	Bootstrap-based critical values for the information matrix test	1994	Joël L. Horowitz	13
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	12
+	Root-N-Consistent Semiparametric Regression	1988	Peter M. Robinson	12
+	Non-parametric analysis of a generalized regression model	1987	Aaron K. Han	12
+	Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates	1996	Joël L. Horowitz Wolfgang Karl Härdle	11
+ PDF Chat	Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions	1994	Dimitris N. Politis Joseph P. Romano	11
+ PDF Chat	Nonparametric Instrumental Regression	2011		11
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	11
+ PDF Chat	On the Bootstrap and Confidence Intervals	1986	Peter A. Hall	11
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	11
+ PDF Chat	Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves	2007	Richard Blundell Xiaohong Chen Dennis Kristensen	11
+	A Smoothed Maximum Score Estimator for the Binary Response Model	1992	Joël L. Horowitz	11
+ PDF Chat	Additive Regression and Other Nonparametric Models	1985	Charles J. Stone	10
+	Applied Nonparametric Regression	1990	Wolfgang Karl Härdle	10
+ PDF Chat	Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables	2006	Joël L. Horowitz	10
+ PDF Chat	Asymptotics for lasso-type estimators	2000	Wenjiang Fu Keith Knight	10
+	Maximum Likelihood Estimation of Misspecified Models	1982	Halbert White	10
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	10
+	Least absolute deviations estimation for the censored regression model	1984	James L. Powell	10
+ PDF Chat	Nonparametric estimation of an additive model with a link function	2004	Joël L. Horowitz Enno Mammen	10
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	10
+ PDF Chat	Some Asymptotic Theory for the Bootstrap	1981	Peter J. Bickel David A. Freedman	10
+	When Does Bootstrap Work?: Asymptotic Results and Simulations	1992	Enno Mammen	10
+ PDF Chat	The Jackknife and the Bootstrap for General Stationary Observations	1989	Hans R. Künsch	10
+	Applied nonparametric regression	1991	Wolfgang Karl Härdle	10
+ PDF Chat	A Consistent Conditional Moment Test of Functional Form	1990	Herman J. Bierens	10
+	Censored regression quantiles	1986	James L. Powell	9
+	Instrumental variable estimation of nonseparable models	2006	Victor Chernozhukov Guido W. Imbens Whitney K. Newey	9
+ PDF Chat	Edgeworth Correction by Bootstrap in Autoregressions	1988	Arup Bose	9
+ PDF Chat	The Limiting Distribution of the Maximum Rank Correlation Estimator	1993	Robert P. Sherman	9
+ PDF Chat	Bootstrap Simultaneous Error Bars for Nonparametric Regression	1991	W. Hardle J. S. Marron	9
+	Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms	1996	Yanqin Fan Qi Li	9
+ PDF Chat	The existence and asymptotic properties of a backfitting projection algorithm under weak conditions	1999	Enno Mammen Oliver Linton Jens Perch Nielsen	9
+ PDF Chat	Bandwidth Choice for Nonparametric Regression	1984	John Rice	8
+	An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models	2002	Joël L. Horowitz Vladimir Spokoiny	8
+	Asymptotic theory for bootstrap methods in statistics	1991	Rudolf Beran Gilles R. Ducharme	8
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon	8
+	ASYMPTOTIC NORMALITY OF A NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATOR*	2007	Joël L. Horowitz	8
+	Cube Root Asymptotics	1990	Kim Jeankyung David Pollard	8
+ PDF Chat	Nonparametric Instrumental Variables Estimation of a Quantile Regression Model	2007	Joël L. Horowitz Sokbae Lee	8
+	On blocking rules for the bootstrap with dependent data	1995	Peter Hall Joël L. Horowitz Bing‐Yi Jing	8
+	A Conditional Kolmogorov Test	1997	Donald W. K. Andrews	8
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	8