- Research Papers

 

 

- Published / Forthcoming Articles (peer reviewed)

 

 

[4] 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)

 

[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 / Working Papers

 

 

[wp10] Inference on Winners, (with Isaiah Andrews and Adam McCloskey), (May 2018), Cemmap Working Paper 31/18.

 

[wp9] Measurement Error and Rank Correlations, (with Martin Nybom and Jan Stuhler), (April 2018), Cemmap Working Paper 28/18. Submitted.

 

[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.

 

[wp6] Equality-Minded Treatment Choice, (with Aleksey Tetenov), (February 2017), Cemmap Working Paper 10/17. Revision and Resubmit, Journal of Business and Economic Statistics.

 

[wp5] Posterior Distribution of Nondifferentiable Functions, (with Jose-Luis Montiel-Olea, and Jonathan Payne), (Sep 2017), Cemmap Working Paper 44/17. Submitted.

 

[wp4] Updating Ambiguous Beliefs in a Social Learning Experiment, (with Roberta De Filippis, Antonio Guarino, and Philippe Jehiel (March, 2017), Cemmap Working Paper 13/17. Submitted.

 

[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)