Working Papers

  1. "Finite-sample improvements of score tests by the use of implied probabilities from Generalized Empirical Likelihood," with Eric Renault. [Older Version, Date: Dec 3, 2011]

  2. "Heavy Tail Robust Estimation and Inference for Average Treatment Effect," with Jonathan Hill. [Date: Mar 18 , 2016] [Supp. Appendix 1, Supp. Appendix 2]

  3. "A Note on Efficiency Gains from Multiple Incomplete Subsamples." [Date: May 13, 2018] [Older Versions from Mar 2017, Jun 2016, Jan 2014, Jul 2013]

  4. "Improved Projection GMM-LM Tests for Linear Restrictions." [Updated: Nov 27, 2017] [ Older version, 2016]

  5. "Efficient estimation in the sub and full populations with monotonically missing at random data," with Jean-Louis Barnwell. [Updated: Mar 25, 2018] [ Older version, 2017]

  6. "Score tests in GMM: Why Use Implied Probabilities?" with Eric Renault. [Updated: Aug 20, 2017]

Published and Forthcoming Papers

  1. "Indirect Inference with Endogenously Missing Exogenous Variables," with David Frazier and Eric Renault. Forthcoming: Journal of Econometrics

  2. "GMM with multiple missing variables," with David Guilkey. Journal of Applied Econometrics, 31: 678-706 (2016).

  3. "Shrinkage of Variance for Minimum Distance Based Tests," with Eric Renault. Econometric Reviews, 34: 328-351 (2015).

  4. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," with Eric Zivot. Journal of Econometrics, 164: 239-251 (2011).

  5. "A new projection-type split-sample score test in linear instrumental variables regression," with Thomas Richardson, James Robins and Eric Zivot. Econometric Theory, 26: 1820-1837 (2010).

  6. "A comment on weak instrument robust tests in GMM and the new Keynesian Phillips curve by F. Kleibergen and S. Mavroeidis," with Eric Zivot. Journal of Business and Economic Statistics, 27: 328-331, (2009).

  7. "Awareness and the Demand for Environmental Quality: Survey Evidence on Drinking Water in Urban India," with Jyotsna Jalan and E. Somanathan. Environment and Development Economics, 14: 665-692, (2009). [Data]

Other Papers