Working Papers on arXiv: 

"Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity"

with Atsushi Inoue, Òscar Jordà, arXiv:2507.01167 [econ.EM], pdf 

"Overidentification in Shift-Share Designs" (with Jinyong Hahn, Andres Santos and Wavid Willigrod), arXiv:2404.17049, pdf 

"Differential Test Performance and Peer Effects" (with Ingmar Prucha and Ying Zeng), arXiv:2406.05283, pdf  

"Inference for Local Projections" (with Atsushi Inoue and Oscar Jorda), arXiv:2306.03073 [econ.EM], pdf 

"Efficient Peer Effects Estimators with Random Group Effects”, (with Ingmar Prucha and Ying Zeng), arXiv:2105.04330 [econ.EM], pdf

“Limit Theorems for Data with Network Structure”,  arXiv:1908.02375 [math.PR], pdf

“Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions”,  (with Jinyong Hahn and Maurizio Mazzocco), arXiv:1903.04655 [math.PR], pdf 

“Central Limit Theory for Combined Cross-Section and Time Series”, (with Jinyong Hahn and Maurizio Mazzocco), arXiv:1610.01697 [stat.ME], pdf

"Invariance Principles for Dependent Processes Indexed by Besov Classes with an Application to a Hausman Test for Linearity",  arXiv:1603.07978 [stat.ME], pdf 

“Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity” (with Ingmar Prucha), CES ifo Working Paper No. 5445. pdf; Latest Version: arXiv: 1802.01755[stat.TH] pdf,

"Estimation with Aggregate Shocks" (with Jinyong Hahn and Maurizio Mazzocco),  arXiv:1507.04415 [stat.ME], pdf 

Other Working Papers:

“Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity” (with Ingmar Prucha), CES ifo Working Paper No. 5445. pdf;

 “Semiparametric Causality Tests Using the Policy Propensity Score” (with Joshua Angrist), NBER Working Paper 10975. pdf

 “Higher Order Efficiency of Bias Corrections” (with Jinyong Hahn and Whitney Newey). pdf

“Mean Squared Error Reduction for GMM Estimators of Linear Time Series Models” pdf   Tables