Office:

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


CV


Publications:

“Simple and Honest Confidence Intervals in Nonparametric Regression” (Aug 2019), with Michal Kolesár, forthcoming in Quantitative Economics. Supplementary appendix. R package. Previous drafts: Jun 2019 with supplementary appendix, Aug 2018 with supplementary appendix, Mar 2018 with supplementary appendix, Oct 2016 with supplementary appendix, Jun 2016

“Optimal Inference in a Class of Regression Models”, with Michal Kolesár, Econometrica, 2018, 86(2), 655–683, supplementary appendix, R package. Previous drafts: May 2017 (with supplementary appendix), May 2016 (with supplementary appendix), Nov 2015 (with supplementary appendix)

“On the choice of test statistic for conditional moment inequalities,” Journal of Econometrics, 2018, 203(2): 241–55, working paper version here, with supplementary appendix

“A simple adjustment for bandwidth snooping”, with Michal Kolesár, Review of Economic Studies, 2018, 85(2), 732–65, R package, working paper version here, with supplementary appendix

“Unbiased instrumental variables estimation under known first‐stage sign,” with Isaiah Andrews, Quantitative Economics, 2017, 8(2), 479–503, working paper version here, with supplementary appendix

“Large market asymptotics for differentiated product demand estimators with economic models of supply,” Econometrica, 2016, 84(5), 1961-1980. 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:

“Adaptation Bounds for Confidence Bands under Self-Similarity” (Jul 2019). Previous draft: Oct 2018

“Sensitivity Analysis using Approximate Moment Condition Models” (Feb 2019), with Michal Kolesár. Supplementary appendix. R package. Previous drafts: Nov 2018 with supplementary appendix, Aug 2018

“Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness” (Dec 2018), with Michal Kolesár, revise and resubmit at Econometrica. Supplementary appendix. R package. Previous draft: Dec 2017

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

“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” (Dec 2017), with Ron Gallant, Han Hong and Huiyu Li. Previous drafts: Aug 2015, May 2013