Published and Forthcoming Papers

  1. "Identification of Beliefs in the Presence of Disaster Risk and Misspecification," with Eric Renault and Oscar Wahlstrom. Advances in Econometrics : Essays in Honor of Joon Y. Park. , 45: 261-290.

  2. "On Efficiency Gains from Multiple Incomplete Subsamples." Econometric Theory, 36: 488-525 (2020).

  3. "Score tests in GMM: Why Use Implied Probabilities?" with Eric Renault. Journal of Econometrics, 219: 260-280 (2020)

  4. "Indirect Inference with Endogenously Missing Exogenous Variables," with David Frazier and Eric Renault. Journal of Econometrics, 205: 55-75 (2018)

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

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

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

  8. "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).

  9. "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).

  10. "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]


Working Papers

  1. "Efficient estimation of regression models with user-specified parametric model for heteroskedasticty." with Eric Renault. [Updated: Sep 13, 2023][Older version: Mar 18, 2022][More older version: Aug 5, 2020]

  2. "A note on efficiency in estimation with monotonically missing at random data," with Jean-Louis Barnwell. [Updated: Aug 10, 2023] [Older version: Aug 6, 2021]

  3. "A review of parametric doubly-robust estimators using missing-at-random data," with Hye-Young Min and Jean-Louis Barnwell. [Date: Feb 11, 2019] [Non-technical short review drawing on part of an older paper]

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

  5. "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]

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


Other Papers