Working Papers

  1. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
  2. Possibly Nonstationary Cross-Validation
  3. Testing for the Presence of Measurement Error
  4. Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievements across Countries
  5. Powerful t-Tests in the Presence of Nonclassical Measurement Error

Publications

  1. An Adaptive Test of Stochastic Monotonicity
    • 2020+, Econometric Theory, forthcoming
    • with D. Chetverikov and D. Kim
  2. Testing for the Presence of Measurement Error in Stata
    • 2020, Stata Journal, 20(2), p. 382–404
    • with Y. J. Lee
  3. Optimal Data Collection for Randomized Control Trials
    • 2020, Econometrics Journal, 23, p. 1-31
    • with P. Carneiro and S. Lee
  4. Nonparametric Instrumental Variable Estimation
    • 2018, Stata Journal, 18(4), p. 937–950
    • with D. Chetverikov and D. Kim
  5. A Simple Parametric Model Selection Test
    • 2017, Journal of the American Statistical Association, 112(520), p. 1663-1674
    • with S. M. Schennach
  6. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • 2017, Econometrica, 85(4), p. 1303-1320
    • with D. Chetverikov
  7. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • 2015, Econometric Theory, 31(5), p. 1054-1077
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