Selected Publications
In this note, we offer an approach to estimating structural parameters in the presence of many […]
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We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
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In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector […]
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We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
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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 work proposes new inference methods for the estimation of a regression coefficient of interest in […]
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This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]
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Modern construction of uniform confidence bands for nonparametric densities (and other functions) often relies on the […]
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In this paper, we consider estimation of general modern moment-condition problems in econometrics in a data-rich […]