Published/Forthcoming Papers
Inference in the Presence of Unknown Rates (with H. Dong and T. Otsu) Econometric Reviews (2025), 44(5), pp. 587-597. (R code)
Dealing with regression models' endogeneity by means of an adjusted estimator for the Gaussian copula approach (with B. D. Liengaard, J.-M. Becker, M. Bennedsen, P. Heiler and C. M. Ringle) Journal of the Academy of Marketing Science (2025), 53(1), pp. 279-299. (R code)
How and Why Alpha Should Depend on Sample Size: A Bayesian-frequentist Compromise for Significance Testing (with J. Wulff) - Strategic Organization (2024), 22(3), pp. 550-581. (R_code)
Bandwidth Selection for Nonparametric Regression with Errors-in-Variables (with H. Dong and T. Otsu) - Econometric Reviews (2023), 42(4), pp. 393 - 419. (Appendix) (R code)
Nonparametric Estimation of Additive Models with Errors-in-Variables (with H. Dong and T. Otsu) - Econometric Reviews (2022), 41(10), pp. 1164 - 1204.
Estimation of Varying Coefficient Models with Measurement Error (with H. Dong and T. Otsu) - Journal of Econometrics (2022), 230(2), pp. 388-415.
Nonparametric Significance Testing in Measurement Error Models (with H. Dong) – Econometric Theory (2022), 38(3), pp. 454 - 496.
Incentive Pay and Decision Quality: Evidence from NCAA Football Coaches (with M. Cartledge) - Applied Economics (2022), 54(30), pp. 3505-3520.
Average Derivative Estimation Under Measurement Error (with H. Dong and T. Otsu) - Econometric Theory (2021), 37(5), pp. 1004-1033.
Specification Testing for Errors-in-Variables Models (with T. Otsu) - Econometric Theory (2021), 37(4), pp. 747-768.
Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors (with T. Otsu) – Econometric Reviews (2019), 38(1), pp. 4-24.
Adaptive Estimation in Multiple Time Series with Independent Components (with P. M. Robinson) – Journal of Time Series Analysis (2017), 38(2), pp. 191-203.
Working Papers
Type I and Type II Error Probabilities in the Courtroom (with S. Kanaya) (Appendix) R&R Journal of Business and Economic Statistics