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)
Efficient Estimation of Weighted Average Derivatives
with an Interval Censored Variable,"
Econometric Theory, forthcoming.
to Inference for Partially Identified Econometric Models,"
Journal of Econometrics, 192(1), 269-290, 2016.
Two-Stage Procedure for
Identified Models," with Halbert
Journal of Econometrics, 182(1), 5-13, 2014.
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
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.
Risk Neutral Measures for Incomplete Markets," with
Journal of Financial Econometrics, 7(3):199-246, 2009.
Consumption CAPM: Evidence from
Pseudo-Cohort Data on Household Asset Holdings in Japan,"
Gendai Finance, 21, 3-29, 2007, (written in Japanese).