Refereed Journal Articles
Masayuki Hirukawa, Di Liu, Irina Murtazashvili, and Artem Prokhorov. Ds-heck: Double-lasso estimation of heckman selection model. Empirical Economics, 2023 (forthcoming)
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
Working Papers
Brantly Callaway, David Drukker, Di Liu, and Pedro Sant'ana, Double/Debiased machine learning estimator for difference-in-difference with multiple periods. 2023
David M Drukker and Di Liu. posis: Stata command for the sure-independence-screening Neyman-orthogonal estimator. pages 1–24, 2023
Di Liu and Artem Prokhorov. Sparse sieve mle. 2014