Selected Publications
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions […]
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, […]
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
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In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]