Items where Author is "Kang, David"

Kang, David and Lee, Seojeong (2025) Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM. Working Paper. Lancaster University, Department of Economics, Lancaster.

Kang, David and Lee, Seojeong and Song, Juha (2025) Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification. Working Paper. Lancaster University, Department of Economics, Lancaster.

Kang, David (2024) Higher-Order Approximation of IV Estimators with Invalid Instruments. Econometric Theory, 40 (4). pp. 752-789. ISSN 0266-4666

Jonuzaj, Mariol and Tsionas, Mike and Kang, David (2023) Essays on Stochastic Frontier Models. PhD thesis, Lancaster University.

Hwang, Jungbin and Kang, David and Lee, Seojeong (2022) A Doubly Corrected Robust Variance Estimator for Linear GMM. Journal of Econometrics, 229 (2). pp. 276-298. ISSN 0304-4076

Kang, David (2021) Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. Econometric Theory, 37 (2). pp. 311-345. ISSN 0266-4666