Publications

  1. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • 2015, Econometric Theory, 31(5), p. 1054-1077
  2. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • 2017, Econometrica, 85(4), p. 1303-1320
    • with D. Chetverikov
  3. A Simple Parametric Model Selection Test
    • 2017, Journal of the American Statistical Association, 112(520), p. 1663-1674
    • with S. M. Schennach
  4. Nonparametric Instrumental Variable Estimation
    • 2018, Stata Journal, accepted
    • with D. Chetverikov and D. Kim

Working Papers

  1. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
  2. Possibly Nonstationary Cross-Validation
  3. Optimal Data Collection for Randomized Control Trials
  4. Powerful t-Tests in the Presence of Nonclassical Measurement Error
  5. An Adaptive Test of Stochastic Monotonicity
  6. Testing for the Presence of Measurement Error
  7. Testing for the Presence of Measurement Error in Stata
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