Research

Publications

• Generalized C(α) test with nonstandard convergence rates (with Jean-Marie Dufour),  forthcoming in Recent Advances in Econometrics and Statistics, Festschrift in honour of Marc Hallin, edited by Matteo Barigozzi, Siegfried Hörmann, and Davy Paindaveine, Springer Nature Switzerland, 2023 Working paper

• Semiparametric independence tests between two infinite-order cointegrated series (with Chafik Bouhaddioui and Jean-Marie Dufour), Advances in Econometrics: Essays in Honor of Joon Y. Park, Vol. 45A, 2023, p.263-294

• How do people respond to the changes in nominal and real values in the presence of money illusion? - evidence from an experiment in Japan (in Japanese),  Proceedings of Behavioral Economics and Finance, Vol. 4, 2011, p.121-124

Work in progress

• Approximation bounds for conditional expectation and nonparametric regression: theory and inference (with Jean-Marie Dufour) In preparation for submission

• Semiparametric models with distributional regressors with application to causal inference

• Dynamics of distributions: earnings, income, and wealth (with Victoria Zinde-Walsh) Draft available upon request

• Extended generalized C(α) test with nonstandard convergence rates (with Jean-Marie Dufour)

• The Impossibility of Testing for Dependence Using Kendall's tau Under Missing Data of Unknown Form (with Oliver Cutbill and Rami Tabri)

• Endogenous regression without valid instruments

• Local asymptotic minimax inference for set-identified impulse responses (with Bonsoo Koo, Seojeong Lee, and Myung Hwan Seo)