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