1. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
  2. A Simple Parametric Model Selection Test
  3. Nonparametric Instrumental Variable Estimation Under Monotonicity

Working Papers

  1. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
    • cemmap working paper CWP34/15
    • pdf
  2. Possibly Nonstationary Cross-Validation
    • with F. B. Bandi and V. Corradi
    • cemmap working paper CWP11/16
    • pdf
  3. Optimal Data Collection for Randomized Control Trials
    • with P. Carneiro and S. Lee
    • cemmap working paper CWP15/17
    • pdf