Office:

30 Hillhouse Ave., Room 18
New Haven, CT 06511


CV


Publications:

“Large market asymptotics for differentiated product demand estimators with economic models of supply,” Econometrica, 2016, 84(5), 1961-1980. Supplementary appendix. Previous drafts: Aug 2015 (with supplementary appendix), Aug 2014 (with supplementary appendix), Jul 2013 (with supplementary appendix), Feb 2012

“Multiscale adaptive inference on conditional moment inequalities,” with Hock Peng Chan, Journal of Econometrics, 2016, 194(1), 24-43, working paper version here

“Adaptive testing on a regression function at a point,” Annals of Statistics, 2015, 43(5), 2086–2101, working paper version here

“Asymptotically exact inference in conditional moment inequality models,” Journal of Econometrics, 2015, 186(1), 51-65, working paper version here, with supplementary appendix

“Weighted KS statistics for inference on conditional moment inequalities,” Journal of Econometrics, 2014, 181(2), 92–116, working paper version here

“A fast resample method for parametric and semiparametric models,” with Marinho Bertanha and Han Hong, Journal of Econometrics, 2014, 179(2), 128–133, working paper version here

“Bounds in auctions with unobserved heterogeneity,” Quantitative Economics, 2013, 4(3), 377–415, working paper version here


Working Papers:

“Simple and Honest Confidence Intervals in Nonparametric Regression” (June 2016), with Michal Kolesár. R package

“Optimal Inference in a Class of Regression Models” (May 2016), with Michal Kolesár. Supplementary appendix. Previous drafts: Nov 2015 (with supplementary appendix)

“Unbiased Instrumental Variables Estimation Under Known First-Stage Sign” (Apr 2016), with Isaiah Andrews. Supplementary appendix. Previous drafts: Oct 2015 (with supplementary appendix), Mar 2015 (with supplementary appendix), Jan 2015

“A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models” (Dec 2014)

“A Simple Adjustment for Bandwidth Snooping” (Jul 2015), with Michal Kolesár, revise and resubmit at Review of Economic Studies. Supplementary appendix. R code for looking up critical values. Previous drafts: Nov 2014 (with supplementary appendix)

“On the Choice of Test Statistic for Conditional Moment Inequalities” (Oct 2014), revise and resubmit at Journal of Econometrics

“Inference on Optimal Treatment Assignments (Apr 2015), with Shu Shen, revise and resubmit at Journal of Applied Econometrics. Previous drafts: Apr 2014

“The Asymptotic Distribution of Estimators with Overlapping Simulation Draws” (Aug 2015), with Ron Gallant, Han Hong and Huiyu Li, revise and resubmit at Econometric Theory. Previous draft: May 2013