Kirill S. Evdokimov
Associate Professor of Economics
Ramón y Cajal Researcher
E-mail: kirill.evdokimov [at] upf [dot] edu
CV:  pdf

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Papers:

"Marginal Effects for Probit and Tobit with Endogeneity" (with Ilze Kalnina and Andrei Zeleneev) (revise and resubmit, Econometrics Journal) (pdf)

"Simple Estimation of Semiparametric Models with Measurement Errors" (with Andrei Zeleneev) (pdf)

"Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables" (with Andrei Zeleneev) (pdf)

"Identification of Models with Endogeneity and Errors-in-Variables" (with Ilze Kalnina and Andrei Zeleneev)

"Issues of Nonstandard Inference in Measurement Error Models" (with Andrei Zeleneev) (pdf)

"Errors-In-Variables in Large Nonlinear Panel and Network Models" (with Andrei Zeleneev) (pdf)

"Inference in Instrumental Variables Analysis with Heterogeneous Treatment Effects" (with Michal Kolesár) (pdf)

"Improved Estimation by Simulated Maximum Likelihood" (with Ilze Kalnina)

"Efficient Estimation with a Finite Number of Simulation Draws per Observation" (slides)

"Diagnostics for Exclusion Restrictions in Instrumental Variables Estimation" (with David Lee)

"Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity," (revise and resubmit, Econometrica) (pdf)

"Nonparametric Identification of a Nonlinear Panel Model with Application to Duration Analysis with Multiple Spells," (pdf)

"Robust Estimation of Moment Condition Models with Weakly Dependent Data," (with Yuichi Kitamura and Taisuke Otsu) (revise and resubmit, Journal of Econometrics) (pdf)

"Nonparametric Conditional Deconvolution Estimation"

"Some Extensions of a Lemma of Kotlarski" (with Halbert White), Econometric Theory, 28(4), (August  2012): 925-932. (pdf)

"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," (with Yuichi Kitamura and Taisuke Otsu), Econometrica, 81(3), (May 2013): 1185-1201. (pdf)

Programs:

Matlab and Stata programs for calculation of the Empirical Likelihood (EL) estimator here (joint with Yuichi Kitamura)

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