- Research Papers

 

 

   - Published / Forthcoming Articles (peer reviewed)

 

 

[3]  Model averaging in semiparametric estimation of treatment effects, (with Chris Muris),  (2016).  Journal of Econometrics, Vol. 193 (1), pp 271-289. doi:10.1016/j.jeconom.2016.03.002   * R-codes to replicate Monte Carlo and the empirical application are here.

 

[2]  A Test for Instrument Validity, (2015): Econometrica, Vol. 83(5), pp 2043-2063. doi: 10.3982/ECTA11974 (2008 version titled as “A Bootstrap Test for Instrument Validity in the Heterogeneous Treatment Effect Model”, here). * R-codes to replicate Monte Carlo and the empirical applications are available upon request.

 

[1]  Instrumental Variables Before and LATEr, Comment on `Instrumental Variables: An Econometrician's Perspective' by Guido Imbens, (2014).  Statistical Science, Vol. 29, No.3, 359-362. doi:10.1214/14-STS494

 

 

 

    - Revise & Resubmit / Submitted Working Papers

 

 

[wp8]  Uncertain Identification, (with Raffaella Giacomini and Alessio Volpicella), (April 2017), Cemmap Working Paper. Submitted.

 

[wp7]  Equality-Minded Treatment Choice, (with Aleksey Tetenov), (February 2017), Cemmap Working Paper 10/17. Submitted.

 

[wp6]  Posterior Distribution of Nondifferentiable Functions, (with Jose-Luis Montiel-Olea, and Jonathan Payne), (May 2016), Cemmap Working Paper 20/16Submitted.

 

[wp5]  Updating Ambiguous Beliefs in a Social Learning Experiment, (with Roberta De Filippis, Antonio Guarino, and Philippe Jehiel), (March, 2017), Cemmap Working Paper 13/17Submitted.

 

[wp4]  Who Should be Treated?  Empirical Welfare Maximization Methods for Treatment Choice, (with Aleksey Tetenov) (March 2015), Cemmap Working Paper.  Revision and resubmit, Econometrica.

 

[wp3]  Robust Inference about Partially Identified SVARs, (with Raffaella Giacomini), (June 2015), Cemmap Working Paper.  Revision and resubmit, Review of Economic Studies.

 

[wp2]  Estimation and Inference for Set-identified Parameters Using Posterior Lower Probability, (July 2012)  (Previously circulated as “Inference and Decision for Set Identified Parameters Using Posterior Lower and Upper Probabilities.”)  Requested to merge into [wp3] by a co-editor of Review of Economic Studies.

 

[wp1]  Identification Region of the Potential Outcome Distributions under Instrument Independence,  (October 2009).  Revision and resubmit, Econometrica.

 

 

   

    - Work-in-procrastination

 

 

[2]  Intersection Bounds, Robust Bayes, and Updating Ambiguous Beliefs, (November 2011).

 

[1]  Testing for Instrument Independence in the Selection Model, (February 2010).

 

   

(No title, by Tetsuya Ishida)