WORKING PAPERS
Uniform Inference after Pretesting for Exogeneity, with Wenjie Wang. 2nd round R&R at Econometric Theory
Monetary policy shocks and exchange rate dynamics in small open economies, with Terrell, M., Haque, Q., & Cross, J. 2nd round R&R at the Journal of Applied Econometrics
Inference with many instruments: When is Anderson--Rubin test still useful? with Y. Ma. R&R at Economics Letter
A penalization approach for estimating inefficiency in stochastic frontier panel models, with Magnus Soderberg & Mohammad Abbas Hakeem.
Endogeneity, temporal variation, and heterogeneous inefficiencies in panel stochastic frontier models, with Mohammad Abbas Hakeem, WP
Adaptive Bayesian Shrinkage of High-Dimensional Panel VARs, with Zhiruo Zhang & Qazi Haque, WP
Inference in High-Dimensional IV Regression After Lasso Selection, with Y. Ma, WP
Identifying marginal returns to treatment through social networks, with T. Hersey and V. Masson
A rotation approach to subset inference in weakly identified linear structural models.
Inherent effects of corruption on the erosion of political trust in developing countries: Evidence from Ghana, with Julia Pullbeck
Revisiting empirical studies on the liquidity effect: An identification-robust approach, with L. Slinger and V. Masson
Testing for Stochastic Dominance in Social Networks, with R. Garrard and V. Masson
Do contacts matter in the process of getting a job in Cameroon? with U. T. Yogo
WORK-IN-PROGRESS
Covariates selection in high-dimensional binary choice models, with Q. Haque
Mixed OLS-IV statistical inference with exogeneity pretesting in linear structural models, with Jean-Marie Dufour