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 Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level, (with Fabian Dunker and Stefan Hoderlein)

Moment Inequalities in the Context of Simulated and Predicted Variables, (with Jiaxuan Li and Marc Rysman )
(in progress)

Algorithms for Estimating Instrumental Variable Quantile Regression Models, (joint with Victor Chernozhukov, Alfred Galichon, and Kaspar Wüthrich) (in progress)

Market Structure and Competition in the Indian Wholesale Fertilizer Sector,  (joint with Michael Gechter, Stefan Hoderlein, and Beata Itin-Shwartz) (in progress)

Robust Likelihood-ratio Tests for Incomplete Economic Models, (joint with Yi Zhang)

A Goodness-of-fit Test for Identifying the Maximum Domain of Attraction, (joint with Tatsuyoshi Okimoto)


"Asymptotically Efficient Estimation of Weighted Average Derivatives with an Interval Censored Variable,"
Econometric Theory, forthcoming.

"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).