Selected Publications
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]
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In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties […]
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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 parametric models a sufficient condition for local identification is that the vector of moment conditions […]
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We develop results for the use of LASSO and Post-LASSO methods to form first-stage predictions and […]
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In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model […]
This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, […]
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]
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We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, […]
In this paper we develop procedures for performing inference in regression models about how potential policy […]