- Research Papers



   - Published / Forthcoming Articles (peer reviewed)



[4] Who Should be Treated?  Empirical Welfare Maximization Methods for Treatment Choice, (with Aleksey Tetenov)

     Forthcoming in Econometrica.


[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] Information Redundancy Neglect versus Overconfidence: A Social Learning Experiment, (with Marco Angrisani, Antonio Guarino, and    

           Philippe Jehiel), (June 2017), Cemmap Working Paper 32/17. Submitted.


[wp7]  Uncertain Identification, (with Raffaella Giacomini and Alessio Volpicella), (April 2017), Cemmap Working Paper 18/17. Submitted.


[wp6Equality-Minded Treatment Choice, (with Aleksey Tetenov), (February 2017), Cemmap Working Paper 10/17.

           Revision and Resubmit, Journal of Business and Economic Statistics.


[wp5Posterior Distribution of Nondifferentiable Functions, (with Jose-Luis Montiel-Olea, and Jonathan Payne), (Sep 2017), Cemmap

           Working Paper 44/17Submitted.


[wp4Updating Ambiguous Beliefs in a Social Learning Experiment, (with Roberta De Filippis, Antonio Guarino, and Philippe Jehiel),

            (March, 2017), Cemmap Working Paper 13/17Submitted.


[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)