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Testing semiparametric conditional moment restrictions using conditional martingale transforms
Song, Kyungchul - In: Journal of econometrics 154 (2010) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003931787
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Semiparametric models with single-index nuisance parameters
Song, Kyungchul - In: Journal of econometrics 178 (2014) 1, pp. 471-483
Persistent link: https://www.econbiz.de/10010256180
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Testing single-index restrictions with a focus on average derivatives
Escanciano, Juan Carlos; Song, Kyungchul - In: Journal of econometrics 156 (2010) 2, pp. 377-391
Persistent link: https://www.econbiz.de/10008648805
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Testing functional inequalities
Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 172 (2013) 1, pp. 14-32
Persistent link: https://www.econbiz.de/10009702323
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Bootstrapping cointegrating regressions
Chang, Yoosoon; Park, Joon Y.; Song, Kyungchul - In: Journal of econometrics 133 (2006) 2, pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
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An improved bootstrap test of stochastic dominance
Linton, Oliver; Song, Kyungchul; Whang, Yoon-jae - In: Journal of econometrics 154 (2010) 2, pp. 186-202
Persistent link: https://www.econbiz.de/10003940097
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Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
Lee, Donghoon; Song, Kyungchul - In: Journal of econometrics 187 (2015) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10011498792
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Limit theorems for network dependent random variables
Kojevnikov, Denis; Marmer, Vadim; Song, Kyungchul - In: Journal of econometrics 222 (2021) 2, pp. 882-908
Persistent link: https://www.econbiz.de/10012619804
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Estimating unobserved individual heterogeneity using pairwise comparisons
Krasnokutskaya, Elena; Song, Kyungchul; Tang, Xun - In: Journal of econometrics 226 (2022) 2, pp. 477-497
Persistent link: https://www.econbiz.de/10013461954
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The law of large numbers for large stable matchings
Schwartz, Jacob; Song, Kyungchul - In: Journal of econometrics 241 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075148