Research
Working papers:
Implementing an Improved Test of Matrix Rank in Stata. (with Qihui Chen and Xun Huang)
Optimal Plug-in Estimators of Directionally Differentiable Functionals.
Publications:
A Simple Nonparametric Approach for Estimation and Inference of Conditional Quantile Functions. Econometric Theory, Vol. 39(2), 2023, 290-320. (With Qi Li and Xueqing Yan)
Inference for Large-Scale Linear Systems with Known Coefficients. [Working paper version, R package] Econometrica, Vol. 91(1), 2023, 299-327. (With Andres Santos, Azeem M. Shaikh, and Alexander Torgovitsky)
A Projection Framework for Testing Shape Restrictions That Form Convex Cones. [Supplement, Working paper version, Code] Econometrica, Vol. 89(5), 2021, 2439-2458. (With Juwon Seo)
Refinements of the Kiefer-Wolfowitz Theorem and a Test of Concavity. [Working paper version] Electronic Journal of Statistics, Vol. 13(2), 2019, 4596-4645.
Improved Inference on the Rank of a Matrix. [Working paper version, Stata command] Quantitative Economics, Vol. 10(4), 2019, 1787-1824. (With Qihui Chen)
Inference on Functionals under First Order Degeneracy. [Working paper version] Journal of Econometrics, Vol. 210(2), 2019, 459-481. (With Qihui Chen)
Inference on Directionally Differentiable Functions. [Working paper version] Review of Economic Studies, Vol. 86(1), 2019, 377-412. (With Andres Santos)
Weak Convergence of the Least Concave Majorant of Estimators for a Concave Distribution Function. Electronic Journal of Statistics, Vol. 11(2), 2017, 3841-3870. (With Brendan Beare)