L-moments are expected values of linear combinations of order statistics that provide robust
alternatives to traditional moments. The estimation of parametric models by matching …

This paper proposes two averaging estimation methods to improve the finite‐sample
efficiency of the instrumental variables quantile regression (IVQR) estimator. I propose using …

L-moments are expected values of linear combinations of order statistics that provide robust
alternatives to standard moments. The estimation of parametric density models by matching …

This paper provides estimation and inference methods for an identified set's boundary (ie,
support function) where the selection among a very large number of covariates is based on …

Distributional effects provide interesting insight into how a given treatment impacts
inequality. This paper extends this notion in two ways. First, it recognizes that inequality …

Professor AL Nagar was a world-renowned econometrician and an international authority on
finite sample econometrics with many path-breaking papers on the statistical properties of …

“Suppose estimating a model on each of a small number of potentially heterogeneous
clusters yields approximately independent, unbiased, and Gaussian parameter estimators …

This paper provides estimation and inference methods for an identified set's boundary (ie,
support function) where the selection among a very large number of covariates is based on …