Publications
Hidalgo, J. and Schafgans, M. (2017) Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Journal of Econometrics, 196, 259-274.
Kotlyarova, Yulia and Schafgans, Marcia M A and Zinde-Walsh, Victoria (2016) Smoothness: bias and efficiency of nonparametric kernel estimators.In: Gonzalez-Rivera, Gloria and Hill, Carter R. and Lee, Tae-Hwy (eds.). Essays in Honor of Aman Ullah. Advances in Econometrics, 36. Emerald Group Publishing Limited.
Schafgans, Marcia M A and Zinde-Walsh, Victoria (2010) Smoothness adaptive average derivative estimation. Econometrics Journal, 13 (1). 40-62.
Donkers, Bas and Schafgans, Marcia M A (2008) Specification and estimation of semiparametric multiple-index models. Econometric Theory, 24 (06). 1584.
Schafgans, Marcia M A (2004) Finite sample properties for the semiparametric estimation of the intercept of a censored regression model. Statistica Neerlandica, 58 (1). 35-56.
Schafgans, Marcia M A and Zinde-Walsh, Victoria (2002) On intercept estimation in the sample selection model. Econometric Theory, 18 (1). 40-50.
Schafgans Marcia M A (2000) Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation. Journal of Development Economics, 63 (2). 351-378.
Andrews, Donald W K and Schafgans, Marcia M A (1998) Semiparametric estimation of the intercept of a sample selection model. Review of Economic Studies, 65 (3). 497-517.
Schafgans, Marcia M A (1998) Ethnic wage differences in Malaysia: parametric and semiparametric estimation of the Chinese-Malay wage gap. Journal of Applied Econometrics, 13 (5). 481-504.
Schafgans, Marcia M A (1994) A model of household decision making in rural Kenya: fertility and education. In: Saito, Katrine A and Spurling, Daphne and Mekonnen, Hailu (eds.). Raising the Productivity of Women Farmers in Sub-Saharan Africa. World Bank discussion papers. Africa technical department series. World Bank, Washington, USA.
Schafgans, Marcia M A (1991) Fertility determinants in Peru, a quantity-quality analysis. In: Herz, Barbara K and Khandker Shahidur R (eds.). Women’s Work, Education, and Family Welfare in Peru. World Bank discussion papers. World Bank, Washington, USA.
Schafgans, Marcia M A (1991) The extent and impact of women's contribution in Peru, a descriptive analysis. In: Herz, Barbara K and Khandker, Shahidur R (eds.). Women’s Work, Education, and Family Welfare in Peru. World Bank discussion papers. World Bank, Washington.
Koedijk, Kees G, Schafgans, Marcia M A and deVries, Casper G (1990) The tail index of exchange rate returns. Journal of International Economics, 29 (1-2). 93-108.
Discussion papers
Hidalgo Javier F and Schafgans, Marcia M A (2015) Inference and testing breaks in large dynamic panels with strong cross sectional dependence. Econometrics Papers, EM/2015/583. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Schafgans, Marcia M A and Stibora, Joachim (2014) Multiproduct firms, income distribution, and trade. Economics of Industry, EI/2014/52. The London School of
Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Kotlyarova, Yulia and Schafgans, Marcia M A and Zinde‐Walsh, Victoria (2011) Adapting kernel estimation to uncertain smoothness. Econometrics Papers, EM/2011/557. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Schafgans, Marcia M A and Zinde‐Walsh, Victoria (2008) Smoothness Adaptive Average Derivative Estimation. Econometrics Papers, EM/2008/529. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Schafgans, Marcia M A and Zinde-Walsh V (2007) Robust Average Derivative Estimation. Department of Economics Working Paper 2007-12, McGill University.
Schafgans, Marcia M A and Stelcner, Morton (2006) Selectivity and the gender wage gap decomposition in the presence of a joint decision process. Econometrics Papers, EM/2006/513. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Donkers, Bas and Schafgans, Marcia M A (2005) A method of moments estimator for semiparametric index models. Econometrics Papers, EM/2005/493. Suntory and Toyota International Centres for Economics and Related Disciplines, London
School of Economics and Political Science, London, UK.
Donkers, Bas and Schafgans, Marcia M A (2003) A derivative based estimator for semiparametric index models. CentER discussion paper, 22. Center for Economic Research, Tilburg University, Tilburg, The Netherlands.
Schafgans, Marcia M A and Zinde-Walsh, Victoria (2000) On intercept estimation in the sample selection model. Econometrics Papers, EM/2000/380. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Schafgans, Marcia M A (1997) Semiparametric Estimation of a Sample Selection Model: A Simulation Study. Econometrics Papers, EM/1997/326. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Schafgans, Marcia M A (1997) Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation, Econometrics Papers, EM/1997/325, Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Andrews D W K and Schafgans, Marcia M A (1996) Semiparametric Estimation of a Sample Selection Model, Cowles Foundation Discussion Paper No. 1119, Yale University.