Publications

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.

Working Papers

Changing Marital Transitions and Homeownership Among Young Households
Conditionally accepted at Review of Economic Dynamics

Heterogeneity and Aggregate Fluctuations
with Xiaohong Chen and Frank Schorfheide
Julia replication files (2022-10-17) via Dropbox Link
Also available as CEPR Discussion Paper 16183 and NBER Working Paper 28853
Revise and resubmit at Journal of Political Economy

On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity
with Frank Schorfheide

Marital Transitions, Housing, and Savings in Old Age
with Ami Ko

When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation
with Chunzan Wu

Bridging Firm-Level and State-Level Input Elasticities: The Fiscal Multiplier of Infrastructure Investment
with Hanbaek Lee

Feasible Multivariate Density Estimation Using Random Compression
with Paul Sangrey
(Previously circulated as “Bypassing the Curse of Dimensionality: Feasible Multivariate Density Estimation”)
Reject and resubmit at Royal Statistical Society: Series B