- Research Papers
- Published / Forthcoming Articles (peer reviewed)
 Uncertain Identification, (with Raffaella Giacomini and Alessio Volpicella), (2021).
Forthcoming in Quantitative Economics.
 Testing Identifying Assumptions in Fuzzy Regression Discontinuity Designs, (with Yoichi Arai, Yu-Chin Hsu, Ismael Mourifie, and Yuanyuan Wan), (2021),
Forthcoming in Quantitative Economics.
Forthcoming in Journal of Econometrics. 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), (2021),
Forthcoming in Journal of Economic Theory. 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), (2020),
Forthcoming in Journal of Econometrics. 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-codes to replicate Monte Carlo and the empirical applications are available upon request.
 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
[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.
[wp19] Who Should Get Vaccinated? Individualized Allocation of Vaccines over SIR Network, (with Guanyi Wang). (Jul 2021), Cemmap Working Paper 28/21.
Revised and Resubmitted, Journal of Econometrics.
[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)