Book Chapter

Kumbhakar, Subal C., Robin C. Sickles, and Hung-Jen Wang. Advances in Applied Econometrics. Springer, 2024. 

Refereed Journal Articles

• David M Drukker and Di Liu. posis: Stata command for the sure-independence-screening Neyman-orthogonal estimator. pages 1–24, 2025 (accepted in Stata Journal)

• Masayuki Hirukawa, Di Liu, Irina Murtazashvili, and Artem Prokhorov. Ds-heck: Double-lasso estimation of heckman selection model. Empirical Economics, 2023 

• David M Drukker and Di Liu. A stata command for the stepwise neyman-orthogonal estimator. Stata Journal, pages 1–17, 2022 (forthcoming) 

• David M. Drukker and Di Liu. A cluster plugin method for selecting the glm lasso tuning parameters in models for unbalanced panel data, Econometrics and Statistics, 2022

• David M. Drukker and Di Liu. Finite-sample results for lasso and stepwise neyman-orthogonal poisson estimators. Econometric Reviews, 41(9):1047–1076, 2022

• Masayuki Hirukawa, Di Liu, and Artem Prokhorov. msreg: A command for consistent estimation of linear regression models using matched data. Stata Journal, 21(1):123–140, 2021

• Irina Murtazashvili, Di Liu, and Artem Prokhorov. Two-sample nonparametric estimation of intergenerational income mobility in the united states and sweden. Canadian Journal of Economics/Revue canadienne d’économique, 48(5):1733–1761, 2015