Journal Articles
Characterization of the asymptotic distribution of semiparametric M-estimators (with Hidehiko Ichimura), July 2010, Journal of Econometrics, under revision.
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (with Joel Horowitz), October 2009, Journal of Econometrics, Vol. 152, No. 2, pp. 141-152
[Previous version: February 2007, cemmap Working Papers CWP02/07].
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data (with Oliver Linton), April 2009, Journal of Business and Economic Statistics, Vol. 27, No. 2, pp. 193-205.
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data (with Wilke, Ralf), April 2009, Journal of Business and Economic Statistics, Vol. 27, No. 2, pp. 193-205
[Previous version: April 2005, 41 pp.].
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (with Pedro Carneiro), April 2009, Journal of Econometrics, Vol. 149, No. 2, pp. 191-208.
Estimating distributions of potential outcomes using instrumental variables with an application to changes in college enrolment and wage inequality (with Pedro Carneiro), April 2009, Journal of Econometrics, Vol. 149, No. 2, pp. 191-208
[Previous version: January 2009, cemmap Working Papers CWP01/09].
Testing for stochastic monotonicity (with Oliver Linton), March 2009, Econometrica, Vol. 77, No. 2, pp. 585-602
[Previous version: July 2008, cemmap Working Papers CWP21/08].
Nonparametric tests of conditional treatment effects (with Yoon-Jae Whang), in Cowles Foundation Discussion Papers, January 2009.
Estimating panel data duration models with censored data, October 2008, Econometric Theory, Vol. 24, No. 5, pp. 1254-1276
[Previous version: September 2003, cemmap Working Papers CWP13/03].
Endogeneity in quantile regression models: a control function approach, December 2007, Journal of Econometrics, Vol. 141, No. 2, pp. 1131-1158
[Previous version: October 2004, cemmap Working Papers CWP08/04].
Nonparametric instrumental variables estimation of a quantile regression model (with Joel Horowitz), July 2007, Econometrica, Vol. 75, No. 4, pp. 1191-1208
[Previous version: June 2006, cemmap Working Papers CWP09/06].
Identification of a competing risks model with unknown transformations of latent failure times, December 2006, Biometrika, Vol. 93, No. 4, pp. 996-1002
[Previous version: November 2005, cemmap Working Papers CWP17/05].
Nonparametric estimation of an additive quantile regression model (with Joel Horowitz), December 2005, Journal of the American Statistical Association, Vol. 100, No. 472, pp.1238-1249
[Previous version: April 2004, cemmap Working Papers CWP07/04].
Nonparametric estimation of an additive quantile regression model (with Joel Horowitz), December 2005, Journal of American Statistical Association, Vol. 100, No. 472, pp.1238-1249.
Semiparametric estimation of a panel data proportional hazards model with fixed effects (with Joel Horowitz), March 2004, Journal of Econometrics, Vol. 119, No. 1, pp. 155-198.
Semiparametric estimation of a panel data proportional hazards model with fixed effects (with Joel Horowitz), March 2004, Journal of Econometrics, Vol. 119, No. 1, pp. 155-198
[Previous version: April 2002, cemmap Working Papers CWP21/02].
Efficient Semiparametric estimation of a partially linear quantile regression model, February 2003, Econometric Theory, Vol. 19, No. 1, pp. 1-31.
Semiparametic methods in applied econometrics: do the models fit the data? (with Joel Horowitz), April 2002, Statistical Modelling, Vol. 2, No. 1, pp. 3-22.
cemmap Working Papers
Uniform confidence bands for functions estimated nonparametrically with instrumental variables (with Joel Horowitz), July 2010, CWP19/10.
Nonparametric identification of accelerated failure time competing risks models (with Arthur Lewbel), June 2010, CWP14/10.
Nonparametric tests of conditional treatment effects (with Yoon-Jae Whang), December 2009, CWP36/09.
Intersection Bounds: estimation and inference (with Victor Chernozhukov and Adam Rosen), July 2009, CWP19/09.
Uniform confidence bands for functions estimated nonparametrically with instrumental variables (with Joel Horowitz), July 2009, CWP18/09.
Trends in quality-adjusted skill premia in the United States, 1960-2000 (with Pedro Carneiro), January 2009, CWP02/09.
Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality (with Pedro Carneiro), January 2009, CWP01/09 [now published in Journal of Econometrics, Vol. 149, No. 2, pp. 191-208].
Testing for stochastic monotonicity (with Oliver Linton and Yoon-Jae Whang), July 2008, CWP21/08 [now published in Econometrica, Vol. 77, No. 2, pp. 585-602].
Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative (with Joel Horowitz), February 2007, 35 pp., CWP02/07 [now published in Journal of Econometrics, Vol. 152, No. 2, pp. 141-152].
Characterization of the asymptotic distribution of semiparametric M-estimators (with Hidehiko Ichimura), August 2006, 39 pp., CWP15/06.
Nonparametric instrumental variables estimation of a quantile regression model (with Joel Horowitz), June 2006, 34 pp., CWP09/06 [now published in Econometrica, Vol. 75, No. 4, pp. 1191-1208].
Ability, sorting and wage inequality (with Pedro Carneiro), November 2005, 57 pp., CWP16/05.
Identification of a competing risks model with unknown transformations of latent failure times, November 2005, 12 pp., CWP17/05 [now published in Biometrika, Vol. 93, No. 4, pp. 996-1002].
Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data (with Ralf A. Wilke), April 2005, 41 pp., CWP02/05 [now published in Journal of Business and Economic Statistics, Vol. 27, No. 2, pp. 193-205].
Endogeneity in quantile regression models: a control function approach , October 2004, revised December 2004, 46 pp., CWP08/04 [now published in Journal of Econometrics, Vol. 141, No. 2, pp. 1131-1158].
Nonparametric estimation of an additive quantile regression model (with Joel Horowitz), April 2004, revised December 2004, 35 pp., CWP07/04 [now published in Journal of the American Statistical Association, Vol. 100, No. 472, pp.1238-1249 ].
Estimating panel data duration models with censored data, September 2003, revised July 2005, 17 pp., CWP13/03 [now published in Econometric Theory, Vol. 24, No. 5, pp. 1254-1276].
Semiparametric estimation of a panel data proportional hazards model with fixed effects (with Joel Horowitz), April 2002, 17 pp., CWP21/02 [now published in Journal of Econometrics, Vol. 119, No. 1, pp. 155-198 ].
External publications
Is distance dying at last? Falling home bias in fixed effects models of patent citations (with Rachel Griffith and John Van Reenen), September 2007.
Testing for stochastic monotonicity (with Oliver Linton and Yoon-Jae Whang), August 2006, STICERD discussion paper No. EM/2006/504.
