Selected Publications
In this paper, we study the large-sample properties of the posterior-based inference in the curved exponential […]
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We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]
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We propose a self-tuning √Lasso including prediction norm rate and sparsity. Our analysis is based on […]
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Data with a large number of variables relative to the sample size—”high-dimensional data”—are readily available and […]
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In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and […]
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In the first part of the paper, we consider estimation and inference on policy relevant treatment […]
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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, […]
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This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]
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This paper considers inference in logistic regression models with high dimensional data. We propose new methods […]
This work studies the large sample properties of the posterior-based inference in the curved exponential family […]