Working Papers

A Dual Approach to Inference for Partially Identified Econometric Models

Asymptotically Efficient Estimation of Weighted Average Derivatives with an Interval Censored Variable

Random Coefficients in Static Games of Complete Information (joint with Fabian Dunker and Stefan Hoderlein)

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

Robust Confidence Regions for Incomplete Models (joint with Larry Epstein and Kyoungwon Seo) (programs)

Inference on Projections of Identified Sets (joint with Francesca Molinari and Joerg Stoye)

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


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

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

"Estimating Misspecified Moment Inequality Models," (joint 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," (joint 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," (written in Japanese)
 Gendai Finance, 21, 3-29, 2007.