Working papers

"Inference on Linear Regressions with Two-Way Unobserved Heterogeneity" (with Hugo Freeman) (last revised: May 2026)

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