Working Papers




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    • Overidentification in Shift-Share Designs (pdf)
      (with J. Hahn, G. Kuersteiner, and W. Willigrod).

    • Identification and Estimation in a Class of Potential Outcomes Models (pdf)
      (with M. Navjeevan and R. Pinto).

    • On Testing Systems of Linear Inequalities with Known Coefficients (pdf)
      (with Y. Bai and A. M. Shaikh).

    • Standard Errors When a Regressor is Randomly Assigned (pdf)
      (with D. Chetverikov, J. Hahn, and Z. Liao).

    • Semiparametric Estimation of Invertible Models (pdf)

    • A Bootstrap Procedure for Inference in NPIV (pdf)













Publications




    • Constrained Conditional Moment Restriction Models (pdf)
        Econometrica, Vol 91(2) (2023) 709-736 (with V. Chernozhukov and W. K. Newey)
        Supplemental Appendix (pdf)   Replication Files (zip)   Slides (pdf)   Working Paper (link)

    • Inference for Large Scale Linear Systems with Known Coefficients (pdf)
        Econometrica, Vol 91(1) (2023) 299-327 (with Z. Fang, A. M. Shaikh, and A. Torgovitsky)
        Slides (pdf)   R implementation (link)   Working Paper (link)

    • A Two-Step Method for Testing Many Moment Inequalities (pdf)
        Journal of Business and Economic Statistics, Vol 40(3) (2022) 1070-1080 (with Y. Bai and A. M. Shaikh)
        Code (zip)

    • The Wild Bootstrap with a Small Number of Large Clusters (pdf)
        Review of Economics and Statistics, Vol 103(2) (2021) 346-363 (with I. A. Canay and A. M. Shaikh)
        Supplemental Appendix (pdf)   Slides (pdf)   Code (zip)

    • Comment on: On the Informativeness of Descriptive Statistics for Structural Estimates (pdf)
        Econometrica, Vol 88(6) (2020) 2271-2276 (non-refereed invited comment)

    • Inference on Directionally Differentiable Functions (pdf)
        Review of Economic Studies, Vol 86(1) (2019) 377-412 (with Z. Fang)
        Supplemental Appendix (pdf)   Slides (pdf)   Code (zip)

    • Overidentification in Regular Models (pdf)
        Econometrica, Vol 86(5) (2018) 1771-1817 (with X. Chen)
        Supplemental Appendix (pdf)   Slides (pdf)

    • Using Instrumental Variables for Inference About Policy Relevant Treatment Effects (pdf)
        Econometrica, Vol. 86(5) (2018) 1589-1619 (with M. Mogstad and A. Torgovitsky)
        Supplemental Appendix (pdf)   Slides (pdf)   Working Paper (pdf)

    • The Econometrics of Shape Restrictions (pdf)
        Annual Review of Economics, Vol. 10 (2018) 31-63 (with D. Chetverikov and A. M. Shaikh)

    • Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities (pdf)
        Econometrica, Vol. 82(1) (2014) 387-413 (with H. Kaido)
        Supplemental Appendix (pdf)   Slides (pdf)   Code (zip)

    • On the Testability of Identification in Some Nonparametric Models with Endogeneity (pdf)
        Econometrica, Vol. 81(6) (2013) 2535-2559 (with I. A. Canay and A. M. Shaikh)
        Slides (pdf)

    • Sensitivity to Missing Data Assumptions: Theory and an Evaluation of U.S. Wage Structure (pdf)
        Quantitative Economics, Vol. 4 (2013) 231-267 (with P. Kline)
        Supplemental Appendix (pdf)   Slides (pdf)   Code (zip)

    • Higher Order Properties of the Wild Bootstrap Under Misspecification (pdf)
        Journal of Econometrics, Vol. 171 (2012) 54-70 (with P. Kline)
        Supplemental Appendix (pdf)   Code (zip)

    • A Score Based Approach to Wild Bootstrap Inference (pdf)
        Journal of Econometric Methods, Vol. 1(1) (2012) 23-41 (with P. Kline)
        Code (zip)   David Roodman's Stata Implementation (link)

    • Inference in Nonparametric Instrumental Variables with Partial Identification (pdf)
        Econometrica, Vol. 80(1) (2012) 213-275
        Slides (pdf)   Code (zip)

    • On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions (pdf)
        Econometrica, Vol. 80(1) (2012) 413-423 (with Y. Kitamura and A. M. Shaikh)
        Supplemental Appendix (pdf)

    • Instrumental Variables Methods for Recovering Continuous Linear Functionals (pdf)
        Journal of Econometrics, Vol. 161(2) (2011) 129-146

    • Semiparametric Estimation of Nonseparable Models: A MDI Approach (pdf)
        Econometrics Journal, Vol. 13 (2010) S28-S55 (with I. Komunjer)