Published and Forthcoming Papers
- "Efficiency in estimation under monotonic attrition," with Jean-Louis Barnwell. Econometric Theory (forthcoming).
- "Heavy Tail Robust Estimation and Inference for Average Treatment Effects," with Jonathan Hill. Econometric Reviews, 44: 544-586 (2025).
- "Weak identification robust tests for subvectors using implied probabilities," with Marine Carrasco. Entropy , 27(4): (2025) [Draws on two unpublished manuscripts with Eric Renault and Elaina Rose respectively. Data extracted from NLSYM.]
- "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 (2023).
- "On Efficiency Gains from Multiple Incomplete Subsamples."
Econometric Theory, 36: 488-525 (2020).
- "Score tests in GMM: Why Use Implied Probabilities?" with Eric Renault. Journal of Econometrics, 219: 260-280 (2020).
- "Indirect Inference with Endogenously Missing Exogenous Variables," with David Frazier and Eric Renault. Journal of Econometrics, 205: 55-75 (2018).
- "GMM with multiple missing variables," with David Guilkey. Journal of Applied Econometrics, 31: 678-706 (2016).
- "Shrinkage of Variance for Minimum Distance Based Tests," with Eric Renault. Econometric Reviews, 34: 328-351 (2015).
- "A new method of projection-based inference in GMM with weakly identified nuisance parameters," with Eric Zivot. Journal of Econometrics, 164: 239-251 (2011).
- "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).
- "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).
- "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
Other Papers