Working Papers:
Sparsity Tests for High-Dimensional Time Series Regressions (with V. Corradi, J. Fosten), [Supplementary Material], Submitted.
Changes-in-Changes for Ordered Choice Models: Too Many "False Zeros"? (with C. Liu), Revise & Resubmit Journal of Business and Economic Statistics.
Distribution Regression for Partially Observed Discrete, Ordered Outcomes - The Case of Adolescent Substance Abuse (with C. Liu, J.-L. Wermuth), [Supplementary Material][R Code], Submitted.
Published Papers:
Predictive Ability Tests with Possibly Overlapping Models (with V. Corradi, J. Fosten), [Supplementary Material], 2024, vol. 241 Journal of Econometrics, pp.105716.
Testing Quantile Forecast Optimality (with J. Fosten, M. Pohle), [Supplementary Material][R-package], 2024, Journal of Business and Economic Statistics, vol. 0, pp.1-12.
Out-of-Sample Tests for Conditional Quantile Coverage - An Application to Growth-at-Risk (with J. Fosten, V. Corradi), [Supplementary Material], 2023, Journal of Econometrics, vol. 236, pp. 105490.
Intercept Estimation in Nonlinear Sample Selection Models (with W. Arulampalam, V. Corradi), 2023, Econometric Theory, vol. 0, pp. 1-53. [Supplementary Material]
Testing for Quantile Sample Selection (with V. Corradi), 2023, Econometrics Journal, vol. 26:2, pp.147-173. [R Code][Supplementary Material]
Horizon Confidence Sets (with J. Fosten), 2021, Empirical Economics, vol. 61:2, pp. 667-692.
Heap: A command for estimating discrete outcome variable models in the presence of heaping at known points (with W. Arulampalam, V. Corradi, Z. Yan), 2020, Stata Journal, vol. 20:2, pp. 435-467. [Stata Code]
Testing Nowcast Monotonicity with Estimated Factors (with J. Fosten), 2020, Journal of Business and Economic Statistics, vol. 38:1, pp. 107-123. [Supplementary Material]
Modeling Heaped Duration Data: An Application to Neonatal Mortality (with W. Arulampalam, V. Corradi), 2017, Journal of Econometrics, vol. 200, pp. 363-377. [Supplementary Material]
Note: estimators available in Stata. [Stata Code]
Testing for Monotonicity under Endogeneity - An Application to the Reservation Wage Function, 2016, Journal of Econometrics, vol. 190, pp. 100-114. [Supplementary Material]
Work in Progress:
Testing Forecast Information Efficiency (with V. Corradi, J. Fosten)
Loss Free Multi-Horizon Forecast Evaluation (with V. Corradi, J. Fosten)
Treatment Effects for Discrete Misreported Outcomes under Endogeneity (with L. Laffers, G. Mellace)
Old and Retired Papers:
The Effect of Dismissal Protection on the Stability of Newly Started Employment Relationships (with B. Boockmann, S. Steffes), 2008, Journal for Labour Market Research, vol. 41, issue 2/3, pp.347-364.
Constrained Information Processing and Individual Income Expectations (with S. Hoderlein, M. Peters).