- Research Papers
- Published / Forthcoming Articles
 Inference for Losers, (with Isaiah Andrews, Dillon Bowen, and Adam McCloskey), (2022),
Forthcoming in American Economic Association, Papers and Proceedings.
 Who Should Get Vaccinated? Individualized Allocation of Vaccines over SIR Network, (with Guanyi Wang), (2021),
Forthcoming in Journal of Econometrics. DOI: 10.1016/j.jeconom.2021.09.009
 Uncertain Identification, (with Raffaella Giacomini and Alessio Volpicella), (2022).
Quantitative Economics, Vol. 13 (1), pp 95-123. DOI: 10.3982/QE1671
 Testing Identifying Assumptions in Fuzzy Regression Discontinuity Designs, (with Yoichi Arai, Yu-Chin Hsu, Ismael Mourifie, and Yuanyuan Wan), (2022),
Quantitative Economics. Vol. 13 (1), pp 1-28. DOI: 10.3982/QE1367
Journal of Econometrics. Vol. 225 (2), pp 231-253. DOI: 10.1016/j.jeconom.2021.03.006
 Non-Bayesian Updating in a Social Learning Experiment, (with Roberta De Filippis, Antonio Guarino, and Philippe Jehiel), (2022),
Journal of Economic Theory. Vol. 199. DOI: 10.1016/j.jet.2021.105188
2017 working paper version titled as "Updating Ambiguous Beliefs in a Social Learning Experiment"
 Robust Bayesian Inference for Set-identified Models, (with Raffaella Giacomini), (2021).
Econometrica. Vol. 89 (4), pp 1519-1556. DOI: 10.3982/ECTA16773.
This paper merges and replaces two previous working papers, "Robust Inference about Partially Identified SVARs" (2015, with Raffaella Giacomini) and "Estimation and Inference for Set-identified Parameters Using Posterior Lower Probability" (2012).
 Robust Bayesian Inference in Proxy SVARs, (with Raffaella Giacomini and Matthew Read), (2022),
Forthcoming in Journal of Econometrics. Vol. 228 (1), pp 107-126. DOI: 10.1016/j.jeconom.2021.02.003
 Inference After Estimation of Breaks, (with Isaiah Andrews and Adam McCloskey), (2021).
Journal of Econometrics. Vol. 224 (1), pp 39-59. DOI: 10.1016/j.jeconom.2020.07.036
 Posterior Distribution of Nondifferentiable Functions, (with Jose-Luis Montiel-Olea, Jonathan Payne, and Amilcar Velez), (2020),
Journal of Econometrics. Vol. 217 (1), pp 161-175. DOI: 10.1016/j.jeconom.2019.10.009
 Equality-Minded Treatment Choice, (with Aleksey Tetenov), (2021),
Journal of Business and Economic Statistics. Vol. 39 (2), pp 561-574. DOI:10.1080/07350015.2019.1688664
 Information Redundancy Neglect versus Overconfidence: A Social Learning Experiment, (with Marco Angrisani, Antonio Guarino, and Philippe Jehiel), (2021),
American Economic Journal: Microeconomics. Vol. 13, No. 3, pp 163-97. DOI: 10.1257/mic.20180394
 Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection, (with Arun Advani and Tymon Słoczyński), (2019),
Journal of Applied Econometrics. Vol. 34, pp 893-910. DOI: 10.1002/jae.2724
 Who Should be Treated? Empirical Welfare Maximization Methods for Treatment Choice, (with Aleksey Tetenov) , (2018)
Econometrica, Vol. 86(2), pp 591-616. DOI: 10.3982/ECTA13288.
Supplementary material 1 (Appendices A - C)
Supplementary material 2 (Appendices D - E, replication files)
 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.
 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-functions to implement the test for a binary or multi-valued discrete instrument.
If you want to test IV-validity with conditioning covariates, I recommend to try tests shown in the working paper [wp26] below (R codes downloadable)
 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 / Working Papers
[wp32] Treatment Choice with Nonlinear Regret, (with Sokbae Lee and Chen Qiu). (May 2022), arXiv.
[wp31] Policy Choice in Time-Series by Empirical Welfare Maximization, (with Weining Wang and Mengshan Xu). (May 2022), arXiv.
[wp30] Narrative Restrictions and Proxies, (with Raffaella Giacomini and Matthew Read). (Apr 2022), Cemmap working paper 09/22
[wp29] von Mises-Fisher Distributions and Their Statistical Divergence, (with Jeff Rowley). (Feb 2022), arXiv.
[wp27] Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs, (with Takanori Ida, Takunori Ishihara, Koichiro Ito, Daido Kido, Shosei Sakaguchi and Shusaku Sasaki). (Dec 2021) arXiv.
[wp26] Testing Instrument Validity with Covariates, (with Thomas Carr). (Dec 2021), arXiv.
[wp25] The Value of Piped Water and Sewers: Evidence from 19th Century Chicago, (with Michael Coury, Allison Shertzer and Matthew Turner ). NBER working paper. (Feb 2022)
[wp24] Robust Bayesian Analysis for Econometrics, (with Raffaella Giacomini and Matthew Read). (Aug 2021), CEPR discussion paper.
[wp23] Evidence Aggregation for Treatment Choice, (with Takuya Ishihara). (Aug 2021), arXiv.
[wp22] Constrained Classification and Policy Learning, (with Shosei Sakaguchi and Aleksey Tetenov). (May 2021), arXiv.
[wp21] Identification and Inference under Narrative Restrictions, (with Raffaella Giacomini and Matthew Read). (Feb 2021), arXiv.
[wp20] On Global Identification in Structural Vector Autoregressions, (with Emanuele Bacchiocchi). (Mar 2021), arXiv.
[wp18] Locally- but not Globally-Identified SVARs, (with Emanulele Bacchiocchi), (July 2020), Cemmap Working Paper 40/20.
[wp15] Estimation under Ambiguity, (with Raffaella Giacomini and Harald Uhlig), (May 2019), Cemmap Working Paper 24/19.
[wp10] Inference on Winners, (with Isaiah Andrews and Adam McCloskey), (Apr 2021).
Revise and Resubmit, Quarterly Journal of Economics.
[wp9] Measurement Error and Rank Correlations, (with Martin Nybom and Jan Stuhler), (April 2018), Cemmap Working Paper 28/18.
 Intersection Bounds, Robust Bayes, and Updating Ambiguous Beliefs, (November 2011).
 Testing for Instrument Independence in the Selection Model, (February 2010).
(No title, by Tetsuya Ishida)