“A Generalized Focused Information Criterion for GMM with Applications to Panel Data Models,” with Francis J. DiTraglia, Journal of Applied Econometrics, 2018, 33 (3), pp. 378-397.
“Nonparametric Tests of Conditional Treatment Effects with an Application to Single-Sex Schooling on Academic Achievements,” with Sokbae (Simon) Lee and Yoon-Jae Whang, The Econometrics Journal, 2015, 18 (3), pp. 307-346.
“Heterogeneity and Aggregate Fluctuations,” with Xiaohong Chen and Frank Schorfheide
“Bypassing the Curse of Dimensionality: Feasible Multivariate Density Estimation,” with Paul Sangrey
Work in Progress
“Estimating Heterogeneous Agent Models: A Likelihood Approach with Particle Filter”