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
2023+ | [pdf], [Journal] | Supplementary Appendix [pdf] | forthcoming, Econometric Theory
Working Papers & Work In Progress
Working Papers & Work In Progress
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]
Robust Inference for GMM with Possibly Nonsmooth Moments
Robust Inference for GMM with Possibly Nonsmooth Moments
with Seojeong Lee, Sep 2022
GMM with Many Weak Moment Conditions under Misspecification
GMM with Many Weak Moment Conditions under Misspecification
with Seojeong Lee, March 2021
Criterion-Based Model Averaging,
Criterion-Based Model Averaging,
with Seojeong Lee, June 2018
Smoothing Parameter Robust Inference for Semiparametric Estimators, 2017
Smoothing Parameter Robust Inference for Semiparametric Estimators, 2017
Note on the Asymptotic Size of Leamer's Extreme Bounds Analysis, Sep 2020
Note on the Asymptotic Size of Leamer's Extreme Bounds Analysis, Sep 2020
Ph.D. Dissertation
Essays on Nonparametric Inference and Instrument Selection, University of Wisconsin-Madison, May 2016