Research

Working Papers

Policy Learning with Compliance Guarantee
with T. Chan and K. Song

Inference on the Distribution of Individual Treatment Effects in Nonseparable Triangular Models
with J. Ma and Z. Yu

Managing Procurement Auction Failure: Bid Requirements or Reserve Prices?
with J. Ma and P. Xu
Supplement

Publications

Modeling Long Cycles
with D.N. Kang
Journal of Econometrics, 2024
Working paper

Inference on Individual Treatment Effects in Nonseparable Triangular Models
with J. Ma and Z. Yu
Journal of Econometrics, 2023
Working paper | Supplement

Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
with J. Ma, A. Shneyerov, and P. Xu
Econometric Reviews, 2021
Working paper

Limit Theorems for Network Dependent Random Variables
with D. Kojevnikov and K. Song
Journal of Econometrics, 2021
Working paper

Inference for First-Price Auctions with Guerre, Perrigne, and Vuong’s Estimator
with J. Ma and A. Shneyerov
Journal of Econometrics, 2019
Working paper

On Optimal Inference in the Linear IV Model
with D.W.K. Andrews and Z. Yu
Quantitative Economics, 2019

Investment and Uncertainty with Time to Build: Evidence from Entry into U.S. Copper Mining
with M. Slade
Journal of Economic Dynamics and Control, 2018
Working paper

Weak Identification in Fuzzy Regression Discontinuity Designs
with D. Feir and T. Lemieux
Journal of Business & Economic Statistics, 2016
Working paper | Supplement

Limited Participation in International Business Cycle Models: A Formal Evaluation
with X. Gao and V. Hnatkovska
Journal of Economic Dynamics and Control, 2014
Working paper | Supplement

What Model for Entry in First-Price Auctions? A Nonparametric Approach
with A. Shneyerov and P. Xu
Journal of Econometrics, 2013
Working paper | Supplement

Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
with T. Otsu
Journal of Econometrics, 2012
Working paper

Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
with V. Hnatkovska and Y. Tang
Journal of Econometrics, 2012
Working paper | Supplement

Quantile-Based Nonparametric Inference for First-Price Auctions
with A. Shneyerov
Journal of Econometrics, 2012
Working paper | Supplement | Matlab code

Testing the Null Hypothesis of No Regime Switching with an Application to GDP Growth Rates
Empirical Economics, 2008

Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments
with D.W.K. Andrews
Journal of Econometrics, 2008
Working paper

Nonlinearity, Nonstationarity, and Spurious Forecasts
Journal of Econometrics, 2008
Working paper

Bottlenecks in Regional Markets for Natural Gas Transmission Services
with D. Shapiro and P. MacAvoy
Energy Economics, 2007

Higher-Order Improvements of the Parametric Bootstrap for Long-Memory Gaussian Processes
with D.W.K. Andrews and O. Lieberman
Journal of Econometrics, 2006

Inactive Working Papers

Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction
with S. Sakata