Research

Publications

Adaptive Experiments Toward Learning Treatment Effect Heterogeneity. Journal of the Royal Statistical Society: Series B, forthcoming.

With Jingshen Wang and Waverly Wei  |   Supplement   |   arXiv

Testing Limited Overlap. Econometric Theory, forthcoming.

With Yuya Sasaki and Yulong Wang 

lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators. Journal of Open Source Software 10(107): 7241, March 2025.

With Matias D. Cattaneo, Rajita Chandak, and Michael Jansson   |   arXiv   |   Software   

Boundary Adaptive Local Polynomial Conditional Density Estimators. Bernoulli 30(4): 3193-3223, November 2024.

With Matias D. Cattaneo, Rajita Chandak, and Michael Jansson   |   Supplement   |   arXiv   |   Software   

Local Regression Distribution Estimators. Journal of Econometrics 240(2): 105074, March 2024.

With Matias D. Cattaneo and Michael Jansson   |   Supplement   |   arXiv   |   Replication

Fair Adaptive Experiments. Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Article No.: 840, 19157-19169, December 2023.

With Waverly Wei and Jingshen Wang   |   Supplement   |   arXiv

Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023). Journal of Business & Economic Statistics 41(4): 1030-1034, November 2023. (Invited comment on "Risk Preference Types, Limited Consideration, and Welfare" by L. Barseghyan and F. Molinari)

With Matias D. Cattaneo and Yusufcan Masatlioglu   |   arXiv

Breaking the Winner's Curse in Mendelian Randomization: Rerandomized Inverse Variance Weighted Estimator. Annals of Statistics 51(1): 211-232, February 2023.

With Jingshen Wang and Chong Wu   |   Supplement   |   arXiv   |   Replication

lpdensity: Local Polynomial Density Estimation and Inference. Journal of Statistical Software 101(2): 1-25, January 2022.

With Matias D. Cattaneo and Michael Jansson   |   arXiv   |   Software   |   Replication 

Robust Inference Using Inverse Probability Weighting. Journal of the American Statistical Association 115(532): 1851-1860, December 2020.

With Jingshen Wang   |   Supplement   |   arXiv   |   Replication

Simple Local Polynomial Density Estimators. Journal of the American Statistical Association 115(531): 1449-1455, September 2020.

With Matias D. Cattaneo and Michael Jansson   |   Supplement  |   arXiv   |   Replication

A Random Attention Model. Journal of Political Economy 128(7): 2796-2836, July 2020.

With Matias D. Cattaneo, Yusufcan Masatlioglu, and Elchin Suleymanov   |   Supplement   |   arXiv   |   Software   |   Replication

Two-step Estimation and Inference with Possibly Many Included Covariates. Review of Economic Studies 86(3): 1095-1122, May 2019.

With Matias D. Cattaneo and Michael Jansson   |   Supplement   |   arXiv

Manipulation Testing based on Density Discontinuity. Stata Journal 18(1): 234-261, March 2018. 

With Matias D. Cattaneo and Michael Jansson   |   R version   |   Software   |   Replication  

Working Papers

Principal Component Analysis for a Mix of Stationary and Nonstationary Variables. 

With James D. Hamilton and Jin Xi   |   Replication 

Covariate Adjusted Response Adaptive Design with Delayed Outcomes. 

With Jingshen Wang and Waverly Wei   |   Supplement   |   arXiv

Mediation Analysis with Mendelian Randomization and Efficient Multiple GWAS Integration. 

With Qiuran Lyu, Jingshen Wang, and Chong Wu   |   Supplement   |   arXiv

On the Theoretical Investigation of Mediation Analysis in Mendelian Randomization with Summary Data. 

With Qiuran Lyu and Jingshen Wang   |   Supplement   |   arXiv

Attention Overload. 

With Matias D. Cattaneo, Paul Cheung, and Yusufcan Masatlioglu   |   Supplement   |   arXiv   |   Software   |   Replication