Theo dõi
Andres Santos
Andres Santos
Professor of Economics, University of California Los Angeles
Email được xác minh tại econ.ucla.edu - Trang chủ
Tiêu đề
Trích dẫn bởi
Trích dẫn bởi
Năm
Inference on directionally differentiable functions
Z Fang, A Santos
The Review of Economic Studies 86 (1), 377-412, 2018
252*2018
Using instrumental variables for inference about policy relevant treatment parameters
M Mogstad, A Santos, A Torgovitsky
Econometrica 86 (5), 1589-1619, 2018
2422018
A score based approach to wild bootstrap inference
P Kline, A Santos
Journal of Econometric Methods 1 (1), 23-41, 2012
2362012
Inference in nonparametric instrumental variables with partial identification
A Santos
Econometrica 80 (1), 213-275, 2012
132*2012
The wild bootstrap with a “small” number of “large” clusters
IA Canay, A Santos, AM Shaikh
Review of Economics and Statistics 103 (2), 346-363, 2021
1282021
On the testability of identification in some nonparametric models with endogeneity
IA Canay, A Santos, AM Shaikh
Econometrica 81 (6), 2535-2559, 2013
1262013
Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
K Hiroaki, A Santos
Econometrica 82 (1), 387-413, 2014
922014
Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure
K Patrick, S Andres
Quantitative Economics 4, 231-267, 2013
882013
Constrained conditional moment restriction models
V Chernozhukov, WK Newey, A Santos
Econometrica 91 (2), 709-736, 2023
852023
The econometrics of shape restrictions
D Chetverikov, A Santos, AM Shaikh
Annual Review of Economics 10 (1), 31-63, 2018
782018
Instrumental variable methods for recovering continuous linear functionals
A Santos
Journal of Econometrics 161 (2), 129-146, 2011
512011
Overidentification in regular models
X Chen, A Santos
Econometrica 86 (5), 1771-1817, 2018
472018
Higher order properties of the wild bootstrap under misspecification
P Kline, A Santos
Journal of Econometrics 171 (1), 54-70, 2012
372012
Inference for Large‐Scale Linear Systems With Known Coefficients
Z Fang, A Santos, AM Shaikh, A Torgovitsky
Econometrica 91 (1), 299-327, 2023
352023
On the asymptotic optimality of empirical likelihood for testing moment restrictions
Y Kitamura, A Santos, AM Shaikh
Econometrica 80 (1), 413-423, 2012
342012
A two-step method for testing many moment inequalities
Y Bai, A Santos, AM Shaikh
Journal of Business & Economic Statistics 40 (3), 1070-1080, 2022
32*2022
Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach
I Komunjer, A Santos
The Econometrics Journal 13 (3), S28-S55, 2010
132010
Identification and estimation in a class of potential outcomes models
M Navjeevan, R Pinto, A Santos
arXiv preprint arXiv:2310.05311, 2023
52023
On testing systems of linear inequalities with known coefficients
Y Bai, A Santos, AM Shaikh
Working Paper, 2022
52022
Semiparametric estimation of invertible models
A Santos
Working Paper. 1, 2011
52011
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