Research

"All models are wrong, but some are useful." George E. P. Box

Publication

Working Papers

  • Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators [View / Download], submitted.
  • On Robustness of GEL Estimators to Model Misspecification, Jan 2014
  • On Variance Estimation for 2SLS When Instruments Identify Different LATEs, Feb 2014
  • Bootstrapping GMM Estimators under Local Misspecification, July 2012

Computer Code

  • MATLAB code for Empirical Likelihood, Exponential Tilting, Exponentially Tilted Empirical Likelihood estimators. [View document / Download code]

Conference and Invited Seminar Presentations