A Goodness-of-ﬁt Test for Identifying the Maximum Domain of Attraction (joint with Tatsuyoshi Okimoto)
Two-Stage Procedure for
Identified Models," (joint with Halbert
Journal of Econometrics, forthcoming.
Estimation of Models Defined by Convex Moment Inequalities,"
with Andres Santos)
Econometrica, 82(1): 387-413, 2014. (supplementary material, programs)
"Estimating Misspecified Moment
Inequality Models," (joint 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," (joint with
Journal of Financial Econometrics, 7(3):199-246, 2009.
Consumption CAPM: Evidence from
Pseudo-Cohort Data on Household Asset Holdings in Japan,"
(written in Japanese)
Gendai Finance, 21, 3-29, 2007.