C.V

Publications

• Estimating High Dimensional Monotone Index Models By Iterative Convex Optimization (with X. Lan,  E. Tamer and Q, Yao)    Supplementary Material Journal of Econometrics, (2024),  forthcoming.

•  Endogeneity in Weakly Separable Models without Monotonicity(with S. Chen and X. Tang) Journal of Econometrics, (2023),  forthcoming.  

•  Identification of Dynamic  Binary Response Models (with M. Ponomareva and E. Tamer) Journal of Econometrics, (2023),  237, 105515  

• Informational Content of Factor Structures in Simultaneous Binary Response Models (with A. Maurel and Y. Zhang)  Advances in Econometrics, (2022),  forthcoming. Supplementary Material 

•  On Uniform Inference in Nonlinear Models with Endogeneity (with D. Nekipelov)  Journal of Econometrics, (2022),  240, 105261

•  Inference in Semiparametric Multinomial Response Models (with F. Ouyang and E. Tamer)   Quantitative Economics, (2021), 12, 743-777.

•  Exclusion Restrictions in Dynamic Binary Choice Panel Data Models:  Comment on “Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors” (with S. Chen and X. Tang) Econometrica, (2019), 87, 1781-1785.

•  Information Structure and Statistical Information in Discrete Response Models (with D. Nekipelov) Quantitative Economics, (2018), 9, 995-1017

•  Discussion of Simple Estimators for Invertible Index Models” (with E. Tamer) Journal of Business Economics and Statistics, (2018), 36, 11-15.

•   Identification of Panel Data Models with Endogenous Censoring(with M. Ponomareva and E. Tamer) Journal of Econometrics, (2016), 194,57-75.

•  On the Informational Content of "Special Regressors" in Heteroskedastic Discrete Response Models (with S. Chen and X. Tang) Journal of Econometrics, (2016), 193, 162-182.

• Semiparametric Estimation of Program Impacts on Dispersion of Potential Wages (with S.H. Chen) Journal of Applied Econometrics, (2014), 29, 901-919

• Distribution Free Estimation of Heteroskedastic Binary Choice Models in Stata (with J. Blevins) Stata Journal, (2013), 13, 588-602.

• Local NLLS Estimation of Semiparametric Binary Choice Models (with J. Blevins) Econometrics Journal, (2013), 16, 135-160.

• Roy Model Sorting and Non-Random Selection in VSL (with T. DeLeire and C. Timmins) International Economic Review, (2013), 54, 279-306.

• Distribution Free Estimation of Heteroskedastic Binary Response Models Using Probit Criterion Functions Journal of Econometrics, (2013), 172, 168-182.

• Sharpness in Randomly Censored Regression Models (with M. Ponomareva and E. Tamer) Economics Letters, (2011), 113, 23-25.

• Representation versus Assimilation: How do Preferences in College Admissions Affect Social Interactions? (with P.Arcidiacono and J. Vigdor) Journal of  Public Economics, (2011), 1,1-15.

• Nonparametric Identification and Estimation in a Roy Model with Common Non-pecuniary Returns (with P.Bayer and C. Timmins), Journal of Business Economics and Statistics, (2011), 29, 201-215..

• Heteroskedastic Transformation Models with Covariate Dependent Censoring (with E. Tamer, Y. Shin), Journal of Business Economics and Statistics, (2011), 29, 40-48..

• Irregular Identification, Support Conditions, and Inverse Weight Estimation (with E. Tamer) Econometrica, (2010), 6, 2021-2042.

• Testing for Causal Effects in a Generalized Regression Model with Endogenous Regressors (with J. Abrevaya and J. Hausman) Econometrica, (2010), 6, 2043-2061.

• The Impact of Piped Water Provision on Infant Mortality in Brazil: a Quantile Panel Data Approach (with S. Gamper-Rabindran and C. Timmins), Journal of Development Economics, (2010), 92, 188-200.

• Inference on Endogenously Censored Regression Models Using Conditional Moment Inequalities (with E. Tamer), Journal of Econometrics, (2009), 152, 104-119.

• Comment on ``The Identification Power of Equilibrium in Simple Games", Journal of Business Economics and Statistics, (2008), 26, 294-295

• Semiparametric Estimation of Non-stationary Panel Data Censored Regression Models with Time Varying Factor Loads (with S. Chen), Econometric Theory, (2008), 24, 1149-1173.

• Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models (with A. Lewbel), Econometric Theory, (2007), 23, 309-347.

• Partial Rank  Estimation of Duration Models with General Forms of Censoring (with E. Tamer) Journal of Econometrics, (2007), 25, 251-280..

• Nonparametric Identification and Estimation of a Location-Scale Censored Regression Model (with S. Chen and G. Dahl) Journal of the American Statistical Association (Theory and Methods), (2005), 100, 212-221.

• Rates of Convergence for Estimating Regression Coefficients in Heteroskedastic Discrete Response Models (with S. Chen) Journal of Econometrics, (2003),  117,  245-278.

• Semiparametric Estimation of Heteroskedastic Sample Selection Models (with S. Chen) Econometric Theory, (2003),  19, 1040-1064.

• Quantile Regression under Random Censoring (with B.E. Honore and J.L. Powell) Journal of Econometrics, (2002), 109, 67-105.

• Two Stage Rank Estimation of Quantile Index Models  Journal of Econometrics (2001), 100, 319-355 .

• Two Step Estimation of Semiparametric Censored Regression Models (with J.Powell)  Journal of Econometrics (2001), 103, 73-110.

• Semiparametric Estimation of a Partially Linear Censored Regression Model (with S. Chen)  Econometric Theory (2001), 17, 567-590.

• Estimating Censored Regression Models in the Presence of Nonparametric Multiplicative Heteroskedasticity (with S. Chen)  Journal of Econometrics (2000), 98, 283-316.

Papers Under Review

• Sharp and Robust Estimation of Partially Identified Discrete Response Models (with T. Komorova and D. Nekipelov)

Working Papers/Work in Progress

• Inference on High Dimensional Selective Labeling Models (with E. Tamer and Q. Yao) 

•  Estimation of Endogenous Causal Effects with an Application to Online Advertising (with D. Nekipelov and J. Rao)  

Courses Taught

• Econ 8822- Cross Section and Panel Econometrics 

• Econ 8825- Topics in Econometric Theory

• Econ 7772- Econometric Methods 

• Econ 2228 - Econometric Methods

• Econ 3351 - Competitive Strategy and Industrial Organization

Last Modified: May 2024