Working papers

"Estimating State Space Models: Simple Corrections for Finite Sample Bias" (with Martin M. Andreasen).

"Local Polynomial Estimation of Time-varying Parameters in Non-linear Models"  (with Young Jun Lee), submitted for publication (last revised: August 2025).

"Individual Counterfactuals with Multidimensional Unobserved Heterogeneity"  (with R. Blundell & R. Matzkin) (last revised: December 2017).

"Indirect Likelihood Inference" (with M. Creel), (last revised: June, 2013).