Kirill Evdokimov
Assistant Professor of Economics
Princeton University

Contact information:

Department of Economics
Fisher Hall 207
Princeton University
Princeton, NJ 08540

Email: kevdokim [at] princeton [dot] edu
Phone: +1 (609) 258-0161
Fax: +1 (609) 258-6419

Photo

Curriculum Vitae: pdf

Published Papers:

“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)

Working Papers:

"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) (pdf)

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

"Efficient Estimation with Finite Number of Simulations per Observation"

"Nonparametric Conditional Deconvolution Estimation"

Programs:

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