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


Working Papers

  • Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. May 2015. resubmitted, Journal of Econometrics. [pdf]
    • Calculation of EL, ET, ETEL estimators, S.E's, and asymptotic/bootstrap CI's for simulation and application of Hellerstein and Imbens (1999) [pdf/ MATLAB code]
  • A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. Jan 2015. revision requested, Journal of Business & Economic Statistics. [pdf] A new version coming soon.
    • Replication of Table VI of Angrist and Krueger (1991) using a correct standard error formula for 2SLS [data / MATLAB code(updated on July 28, 2015)] 
  • On Robustness of GEL Estimators to Model Misspecification. Jan 2014 [pdf]
  • Bootstrapping GMM Estimators under Local Misspecification. July 2012


Conference and Invited Seminar Presentations