Research
Publications
Publications
Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms
Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms
2021 | [pdf], [arXiv], [Journal], [DOI] | Supplementary [pdf] | Econometric Theory, 37(2), 311-345.
A Doubly Corrected Robust Variance Estimator for Linear GMM
A Doubly Corrected Robust Variance Estimator for Linear GMM
2022 | [pdf], [arXiv], [Journal]| with Jungbin Hwang and Seojeong Lee | Journal of Econometrics, 229(2), 276-298.
Higher Order Approximation of IV Estimators with Invalid Instruments
Higher Order Approximation of IV Estimators with Invalid Instruments
2024 | [pdf], [Journal] | Supplementary Appendix [pdf] | forthcoming, Econometric Theory
Working Papers & Work In Progress
Working Papers & Work In Progress
Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM
Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM
with Seojeong Lee, May 2024 | [pdf]
Note on the Asymptotic Size of Leamer's Extreme Bounds Analysis
Note on the Asymptotic Size of Leamer's Extreme Bounds Analysis
dcxtab: Doubly Corrected and Misspecication-Robust (DCMR) Variance Estimator for Linear GMM in Stata
dcxtab: Doubly Corrected and Misspecication-Robust (DCMR) Variance Estimator for Linear GMM in Stata
with Jungbin Hwang and Seojeong Lee, Aug 2019 | [Stata Code]
GMM with Many Weak Moment Conditions under Misspecification
GMM with Many Weak Moment Conditions under Misspecification
with Seojeong Lee
Criterion-Based Model Averaging,
Criterion-Based Model Averaging,
with Seojeong Lee
Smoothing Parameter Robust Inference for Semiparametric Estimators
Smoothing Parameter Robust Inference for Semiparametric Estimators
Ph.D. Dissertation
Essays on Nonparametric Inference and Instrument Selection, University of Wisconsin-Madison, May 2016