You've Got to be Efficient: Ambiguity, Misspecification and Variational Preferences
Continuous Time Asymptotic Representations for Adaptive Experiments
Revise and Resubmit, Econometrica
Empirical Bayes for Compound Adaptive Experiments (with Jiaying Gu and Junfan Tao)
Dynamically Optimal Treatment Allocation (with Friedrich Geiecke and Claudio Schilter)
Revise and Resubmit, Journal of the American Statistical Association
[Working paper] [Code]
From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators (with Maximilian Kasy and Ashia Wilson)
Heterogeneity and Endogenous Compliance: Implications for Scaling Class Size Interventions (with Francesco Agostinelli and Emilio Borghesan)
Revise and Resubmit, JPE: Micro
Boostrap Inference for Propensity Score Matching
Optimal Tests Following Sequential Experiments
Journal of Political Economy, 2026
[Article] [Working paper] [Code]
Risk and Optimal Policies in Bandit Experiments
Econometrica, 2026
How to Sample and When to Stop Sampling: The Generalized Wald Problem and Minimax Policies
Review of Economic Studies, 2025
[Article] [Working paper] [Code]
Temporal-Difference Estimation of Dynamic Discrete Choice Models (with Dita Eckardt)
Review of Economic Studies, 2025
[Article] [Working paper] [Supplementary material] [Python code (thanks to Kohei Kawaguchi)]
Reweighted Non-Parametric Likelihood Inference for Linear Functionals (with Taisuke Otsu and Chen Qiu)
Electronic Journal of Statistics, 2025 [Article]
Inference on Distribution Functions under Measurement Error (with Daisuke Kurisu, Taisuke Otsu and Yoon-Jae Whang)
Journal of Econometrics, 2020 [Article]
Nonparametric Instrumental Regression with Errors In Variables (with Taisuke Otsu)
Econometric Theory, 2020 [Article]
Empirical Likelihood for Random Sets (with Taisuke Otsu)
Journal of the American Statistical Association, 2017 [Article]
Unobserved Heterogeneity, Grouped Random Effects and the EAMP Algorithm
Treatment Effect Estimation in High Dimensions Without Sparsity or Collinearity Conditions
[Note]