Publications:
Working Papers:
Talks:
- Spectral clustering with variance information for group structure estimation in panel data (with Lu Yu and Stanislav Volgushev), accepted, Journal of Econometrics | arXiv (earlier version under a different title) | PDF (Final version)
- Instrumental Variable Estimation with First Stage Heterogeneity (with Alberto Abadie and Shu Shen) | PDF accepted, Journal of Econometrics
- Invidious Comparisons: Ranking and Selection as Compound Decisions (with Roger Koenker) | arXiv | Talk, Econometrica, 2023, Vol 91 Issue 1, 1-41
- The Information Bound of a Dynamic Panel Logit Model with Fixed Effects -- Corrigendum (with Jinyong Hahn and Kyoo il Kim) | PDF, Econometrics Theory
- Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors (with Thomas Russell) | arXiv | Talk, accepted, Journal of Econometrics
- Ranking and Selection from Pairwise Comparison: Empirical Bayes Methods for Citation Analysis (with Roger Koenker), AEA Papers and Proceedings, 2022, 112, 624-629 | arXiv
- Diffusion of COVID-19 in Social and Production Networks: Simulation Evidence From a Dynamic Model (with Victor Aguirregabiria, Yao Luo and Pedro Mira), Annals of Economics and Statistics, 2021, 142, 179 - 209 | PDF | code
- Nonparametric Maximum Likelihood Methods for Binary Response Models with Random Coefficients (with Roger Koenker), Journal of the American Statistical Association, 2022, 117, 732-751| arXiv
- Almost Parametric Smoothing (with Roger Koenker),Transactions of A. Razmadze Mathematical Institute, 2022| PDF
- On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects (with Antonio F. Galvao and Stanislav Volgushev), Journal of Econometrics, 2018, 218(1), 178 - 215 | arXiv
- Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models (with Victor Aguirregabiria and Yao Luo), Journal of Econometrics, 2021, 222(2), 280-311 | PDF
- Comment: Minimalist g-modeling (with Roger Koenker), Statistical Science, 2019, 34(2), 209 - 213 | PDF
- Panel Data Quantile Regression with Grouped Fixed Effects (with Stanislav Volgushev), Journal of Econometrics, 2018, 213(1), 68 - 91| arXiv
- Testing for Homogeneity in Mixture Models (with Roger Koenker and Stanislav Volgushev) | arXiv, Econometric Theory, 2018, 34(4), 850-895
- Oracle and Adaptive False Discovery Rate Controlling Methods for One-sided Testing: Theory and Application in Treatment Effect Evaluation (with Shu Shen) | PDF, The Econometrics Journal, 2018, 21, 11-35
- Weak-Instrument Robust Inference for Two-Sample Instrumental Variable Regression (with Jaerim Choi and Shu Shen) | PDF, Supplement, Journal of Applied Econometrics, 2018, 33, 109-125
- REBayes: An R Package for Empirical Bayes Mixture Methods (with Roger Koenker) | PDF, Journal of Statistical Software, 2017, 82(8), 1-26
- Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data (with Roger Koenker), Journal of Applied Econometrics, 2017, 32, 575-599 | PDF
- Estimating Fundamental and Affordable Housing Price Trends: a Study Based on Singapore (with Tilak Abeysinghe), Applied Economics, 2016, 48:49, 4783-4798
- Neyman's C(alpha) Test for Unobserved Heterogeneity, Econometric Theory, 2016, 32(6), 1483-1522| PDF
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective (with Roger Koenker), Journal of Business & Economic Statistics, 2017, 35(1), 1-16 | PDF
- On a Problem of Robbins (with Roger Koenker), International Statistical Review, 2016, 84(2), 224-244 | PDF
- Frailty, Profile Likelihood and Medfly Mortality (with Roger Koenker) , Contemporary Developments in Statistical Theory, A Festschrift for Hira Lal Koul, 2013 | PDF
- Lifetime Income and Housing Affordability in Singapore (with Tilak Abeysinghe), Urban Studies, 2011, 48(9), 1875-1891
Working Papers:
- Health, Health Insurance and Income Inequality (with Chaoran Chen and Zhigang Feng), R&R International Economic Review | PDF
- A New Method for Estimating Teacher Value-Added (with Michael Gilraine and Robert McMillan), R&R Review of Economic Studies | NBER Working Paper
- Identification of Dynamic Panel Logit Models with Fixed Effects (with Christopher Dobronyi and Kyoo il Kim), R&R Review of Economic Studies | PDF
- Identification of Structural Parameters in Dynamic Discrete Choice Games with Fixed Effects Unobserved Heterogeneity (with Victor Aguirregabiria and Pedro Mira) | PDF
- Counterfactual Identification and Latent Space Enumeration in Discrete Outcome Models (with Thomas Russell and Thomas Stringham), R&R Review of Economic Studies | PDF | demo
- A Dual Approach to Wasserstein-Robust Counterfactuals (with Thomas Russell) | PDF
- Empirical Bayes for the Reluctant Frequentist (with Roger Koenker) | PDF
Talks: