Selected Publications
This paper introduces new inference methods for counterfactual and synthetic control methods for evaluating policy effects. […]
High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature. In […]
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]
This paper introduces two classes of semiparametric triangular systems with nonadditively separable unobserved heterogeneity. They are […]
Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze […]
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially […]
We revisit the classic semiparametric problem of inference on a low dimensional parameter θ0 in the […]
This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions […]
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, […]
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. […]