KEEP CALM AND STUDY ECONOMETRICS!

Publications

  1. "Robust and Optimal Estimation for Partially Linear IV Models with Partial Identification" (pdf) Journal of Econometrics, Forthcoming Working Paper Version: [SSRN page]

  2. "Improved Inference on the Rank of a Matrix" (pdf) Quantitative Economics, Vol. 10(4), 2019, 1787-1824 (with Zheng Fang). Working Paper Version: [SSRN page] [Arxiv page]

  3. "Inference on Functionals under First Order Degeneracy" (pdf) Journal of Econometrics, Vol. 210(2), 2019, 459-481 (with Zheng Fang). Working Paper Version: [SSRN page] [Arxiv page]

  4. "Testing Homogeneity in Panel Data Models with Interactive Fixed Effects" (pdf) Econometric Theory, Vol. 29(6), 2013, 1079-1135 (with Liangjun Su). Supplemental Appendix (pdf).

  5. "Improvement in Finite-Sample Properties of GMM-Based Wald Tests" (pdf) . Computational Statistics, Vol. 28(2), 2013, 735-749 (with Yu Ren).