Research

Publication

HAC Covariance Matrix Estimation in Quantile Regression, (with Antonio Galvao) 

Journal of the American Statistical Association (T&M), forthcoming, 

Paper can be found here.

Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits, (with Zhongjun Qu and Pierre Perron)

Review of Economics and Statistics, Vol 106, Issue 2, Pages 521–541, March 2024.

An updated working paper is available here. 

Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects, (with Antonio Galvao)

         Quantitative Economics, Vol. 11, Issue 2, Pages 579-608, May 2020.

         An updated version is here with Web Appendix.

Construction of Credible Intervals for Nonlinear Regression Models with Unknown Error Distributions, (with Ji Yeon Yang)

         Journal of Nonparametric Statistics, Vol. 31, No. 4, Pages 813–848, December 2019.

         Circulated previously under the title "Adaptive Bayesian Nonlinear Regressions." 

         An updated version of the paper is available here. Online appendix can be found here.

Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs, (with Zhongjun Qu)

         Journal of Business and Economic Statistics, Vol. 37, No. 4, Pages 625–647, October 2019.

         A working paper version is available here.

Multilevel Selection in Litigation Data: A Bounds Approach, (with Helland, Eric)

         Journal of Institutional and Theoretical Economics, 174(1), Pages 115-130, 2018.

Estimating Effects of English Rule on Litigation Outcomes, (with Eric Helland)

         Review of Economics and Statistics, Vol. 99, No. 4, Pages 678–682, October 2017.

         Find the web appendix, and a working paper version. A longer version of the paper is available here.

Nonparametric Estimation and Inference on Conditional Quantile Processes, (with Zhongjun Qu)

         Journal of Econometrics, Vol 185, Issue 1, Pages 1-19, March 2015, lead article.

What Do Kernel Density Estimators Optimize, (with Roger Koenker and Ivan Mizera)

         Journal of Econometric Methods, Vol 1, Issue 1, Pages 15-22, August 2012.

Parametric Links for Binary Choice Models: A Fisherian-Bayesian Colloquy, (with Roger Koenker)

         Journal of Econometrics, Vol 152, Issue 2, Pages 120-130, October 2009.

Changing Performance of Business Groups Over Two Decades, (with K Lee, K Ryu, and K Choo)

         Economic Development and Cultural Change, Vol 57, Issue 2, Pages 359-386, January 2009.

Working Papers

The Value of an Attorney: Evidence from Changes to the Collateral Source Rule, with Eric Helland.

Revise and Resubmit, Journal of Applied Econometrics.

Paper is here.  A web appendix can be found here. 

Estimation and Inference of Outcome Distribution and Quantile Functions with Missing Observations by Quantile Imputation, IPW, and DR Estimators, with Ji Yeon Yang.

Revise and Resubmit, Annals of the Institute of Statisticsl Mathematics.

QTE.RD: An R Package for Quantile Treatment Effects in Regression-Discontinuity Designs with/without Covariates, with Zhongjun Qu.

R package QTE.RD is avaliable from CRAN. Find it here. 

The paper can be found here. 

A New Methods for Analytical Review in Auditing: Multivariate Prediction From a Simultaneous Equations Model, with Ananda Ganguly.

Quantile Regression Analysis with Missing Responses, with Applications to Inequality Measures and Data Combination.

Bayesian Analysis of Conditional Density Functions: A Limited Information Approach.

Conferences and Public Talks

2016 Asian Law and Economics Association Conference. 

         Slide of my talk "Understanding difference-in-differences by examples" is available here.

2017 Economics education workshop at Dankook University.

         Slide of my talk "Economics Education in the age of Big Data" is available here.