Work in progress

"Estimation of Semiparametric Models by Smoothed Profile Likelihood."

"Smoothed Likelihood Ratio Testing in Semiparametric Models."

"On Nonparametric Identification and Estimation of Multiple Choice Models" (with P.-A. Chiappori and I. Komunjer).

"Optimal Sampling and Bandwidth Selection for Kernel Estimators of Diffusion Processes" (with S. Kanaya).

"Smooth Filtering and Likelihood Estimation of Dynamic Latent Variable Models" (with C.T. Brownlees).

"Estimation of Diffusion Models with Time-varying Parameters" (with S. Kanaya).