"Closed form estimators for a class of semiparametric multinomial choice models," with Daniel Ackerberg, (2024)
"Semiparametric analysis of social interactions with homophily," with Nianqing Liu (2012)
"Characterization of model restrictions in a triangular model," with Quang Vuong (2014)
"On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables,” joint with Sukjin Han (2025)
"Market Making of Options via Reinforcement Learning,” with Zhou Fang (2025)
"Testing for unobserved heterogeneous treatment effects," with Yu-Chin Hsu and Ta-Cheng Huang, Econometrics Theory, (2023)
"IV estimation of treatment effects under endogenous heteroscedasticity," with Jason Abrevaya, Journal of Econometrics, (2023)
"Nonparametric estimation of individual treatment effects with endogenous treatments," with Qian Feng and Quang Vuong, JASA, (2020)
"Counterfactual mapping and individual treatment effects in nonseparable models with discrete endogeneity," with Quang Vuong. Quantitative Economics, (2017)
"Estimating a nonparametric triangular model with binary endogenous regressors," with Sung Jae Jun and Joris Pinkse. The Econometrics Journal, (2016)
"Multiple discrete endogenous variables in weakly-separable triangular models" with Sung Jae Jun, Joris Pinkse and Nese Yildiz. Econometrics, (2016)
"Discrete endogenous variables in weakly separable models," with Sung Jae Jun and Joris Pinkse. The Econometrics Journal, (2012)
"Tighter bounds in triangular systems," with Sung Jae Jun and Joris Pinkse. Journal of Econometrics, (2011)
“Econometrics of Insurance Models with Multidimensional Types,” with Gaurab Aryal, Isabelle Perrigne and Quang Vuong, Quantitative Economics, (2025)
"Social interactions on large networks: a game theoretic approach," International Economic Review, (2018)
"Estimation of social-influence-dependence peer pressure in a large network game," with Zhongjian Lin. The Econometrics Journal, (2017)
"Rationalization and identification of discrete games with correlated types," with Nianqing Liu and Quang Vuong. Journal of Econometrics, (2017)
"Semiparametric identification of binary decision games of incomplete information with correlated private signals," with Yuanyuan Wan. Journal of Econometrics, (2014)
"Estimation of discrete games with correlated types," The Econometrics Journal, (2014). The Denis Sargan Econometrics Prize, the Royal Economic Society.
"Causal discourse in a game of incomplete information," with Halbert White and Karim Chalak. Journal of Econometrics, (2014)
“Rethinking Reference Dependence: Wage Dynamics and Optimal Taxi Labor Supply,” with Nicholas Buchholz and Matt Shum, Accepted, Journal of Political Economy
"Semiparametric estimation of dynamic discrete choice models" with Nicholas Buchholz and Matthew Shum, Journal of Econometrics, (2021)
"Inferences in semiparametric binary response models with interval data," with Yuanyuan Wan. Journal of Econometrics, (2015)
"A note on extending Powell, Stock, and Stoker (1989) to non-linear semiparametric index models," with Daniel Ackerberg, Economics Letter, (2024)
“A Local Machine Learning Approach for Fingerprint-Based Indoor Localization,” joint with Nora Agah, Brian Evans, and Xiao Meng, Proc. IEEE SoutheastCon, Apr. 13-16, 2023, Orlando, Florida USA
“Option Market Making via Reinforcement Learning,” joint with Zhou Fang, ICLR, 2025, Workshop Advances in Financial AI, Singapore