(Unobserved) Heterogeneity in the Bank Lending Channel: Accounting for Bank-Firm Interactions and Specialization, with Bryan Guitierrez and Alonso Villacorta. Online Appendix 

Productivity, Investment, and Wealth Dynamics under Financial Frictions, with Alvaro Aguirre and Matias Tapia. 

STEG Working Paper Series #054. Presentation Videos Conference on econometric methods and microdata analysis in honor of Manuel Arellano part1 part2. Presentation Video STEG

Revision requested at Quantitative Economics.

Robust Standard Errors to Spatial and Time Dependence When Neither N nor T is Very Large

Revision requested at Journal of Applied Econometrics.

Estimating Unobserved Country Heterogeneity in Capital-Labor Substitution

Investment Demand and Structural Change, with Manuel Garcia-Santana and Josep Pijoan-Mas. 

Econometrica, 2021, 89(6), 2751-2785

Working paper ( March 2021, first version  Dec 2016), published online appendix

Inference for Dependent Data with Learned Clusters, with Jainfei Cao, Chris Hansen, and Damian Kozbur. 

Review of Economics and Statistics (09), 2025, 1-18.

Too Hard, Too Easy, or Just Right: Positive and Negative Complementarity in the Production of Skill, with Juan Francisco Castro. 

World Bank Economic Review 00(0), 2024, 1-16 

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Estimating Production Functions under Financial Frictions: A Proxy Variable Approach to Collateral Constraints with Alvaro Aguirre and Matias Tapia. 

Credit Supply and Firm Pricing: Evidence from Matched Bank-Firm-Product Data, with Sofia Bauducco, Ramiro de Elejalde, Marco Rojas, and Alonso Villacorta

Structural Change Accounting, with Manuel Garcia-Santana and Josep Pijoan-Mas

Investment and Saving along the Development Path, with Manuel Garcia-Santana and Josep Pijoan-Mas

Estimating the Autocorrelation Function of Spatial Models, with Jainfei Cao, Chris Hansen, and Damian Kozbur. 

Firm Size and Business Cycle Sensitivity: The Role of Productivity and Financial Frictions, with Gabriela Contreras