Publications


"Asymptotically Efficient Estimation of Weighted Average Derivatives with an Interval Censored Variable,"
    Econometric Theory, 33(5), 1218–1241, 2017.

"Robust Confidence Regions for Incomplete Models," with Larry Epstein and Kyoungwon Seo,
    Econometrica, 84(5), 1799-1838, 2016, (supplementary material, Matlab programs).

"A Dual Approach to Inference for Partially Identified Econometric Models,"
    Journal of Econometrics, 192(1), 269-290, 2016.

"A Two-Stage Procedure for Partially Identified Models," with Halbert White,
    Journal of Econometrics, 182(1), 5-13, 2014.

"Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities," with Andres Santos,
    Econometrica, 82(1): 387-413, 2014, (supplementary material, Matlab programs).

"Estimating Misspecified Moment Inequality Models," with Halbert White
    in X. Chen and N. Swanson (eds.) Recent Advances and Future Directions in Causality, Prediction, and Specification    
    Analysis: Essays in Honour of Halbert L. White Jr
, Springer-Verlag, Berlin, 2012.

"Inference on Risk Neutral Measures for Incomplete Markets," with Halbert White,
    Journal of Financial Econometrics, 7(3):199-246, 2009.  

"Re-evaluating Consumption CAPM: Evidence from Pseudo-Cohort Data on Household Asset Holdings in Japan,"
     Gendai Finance, 21, 3-29, 2007, (written in Japanese).


Working Papers


"Confidence Intervals for Projections of Partially Identified Parameters,
    with Francesca Molinari and Joerg Stoye, (Matlab programs).

"Random Coefficients in Static Games of Complete Information,"
    with Fabian Dunker and Stefan Hoderlein.

"Nonparametric identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models,"
    with Fabian Dunker and Stefan Hoderlein.


Work in Progress


"Moment Inequalities in the Context of Simulated and Predicted Variables,"
    with Jiaxuan Li and Marc Rysman.

"Robust Likelihood-ratio Tests for Incomplete Economic Models,"
    with Yi Zhang.

"Confidence Intervals for Optimal Values when Objective and Constraints are Estimated,"
    with Francesca Molinari and Joerg Stoye.

"Decentralizing Nonlinear Econometric Models,"
    with Kaspar Wüthrich.

"Market Structure and Competition in the Indian Wholesale Fertilizer Sector,"

   with Michael Gechter, Stefan Hoderlein, and Beata Itin-Shwartz.

"A Goodness-of-fit Test for Identifying the Maximum Domain of Attraction,''
    with Tatsuyoshi Okimoto.