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Associate Professor of Economics
Department of Economics at Boston University

Publications

Household Labor Supply: Evidence for Spain
May 2003, Investigaciones Económicas 27(2), pp. 239-275

Appendix I in Hahn, J., and W. Newey, Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
July 2004, Econometrica 72(4), pp. 1295-1319

Subsampling Inference on Quantile Regression Processes
(with Victor Chernozhukov)
May 2005, Sankhya 67, pp. 253-276.
Data, code application, code Monte Carlo

Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
(with Joshua Angrist and Victor Chernozhukov)
March 2006, Econometrica 74(2), pp. 539-563.
Online supplemental material

Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models
May 2009, Journal of Econometrics 150(1), pp. 71-85.
Data1, data2, code application (exogenous), code application (predetermined), code application (dynamic)

Improving Point and Interval Estimators of Monotone Functions by Rearrangement *
(with Victor Chernozhukov and Alfred Galichon)
September 2009, Biometrika 96(3), pp. 559-575.
R package (install with Packages + Install package(s) from local zip files ...)

Rearranging Edgeworth-Cornish-Fisher Expansions *
(with Victor Chernozhukov and Alfred Galichon)
February 2010, Economic Theory 42(2), pp. 419-435.

Quantile and Probability Curves without Crossing *
(with Victor Chernozhukov and Alfred Galichon)
May 2010, Econometrica 78(3), pp. 559-575.
Online supplemental material

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks
(with Victor Chernozhukov)
April 2011, Review of Economic Studies, 78(2), pp. 559-589
Online supplemental material

Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
(with Frank Vella)
August 2011, Journal of Econometrics 163(2), pp. 144-162
Code Monte Carlo (dynamic Tobit CMLE)

Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference, (with Joonhwan Lee)
October 2005 (updated June 2012), Quantitative Economics, forthcoming

Average and Quantile Effects in Nonseparable Panel Models *
(with Victor Chernozhukov, Jinyong Hahn and Whitney Newey)
May 2007 (updated February 2012), Econometrica, forthcoming
Online supplemental material

The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Nonrandom
(with Adam Ashcraft and Kevin Lang)
March 2012, Economic Journal, forthcoming

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework
(with Josh Angrist)
December 2010, Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress, forthcoming

Working Papers

Inference on Counterfactual Distributions *
(with Victor Chernozhukov and Blaise Melly)
April 2005 (updated November 2012).
Stata code: counterfactual, cdeco, cdeco_jmp
(for documentation and updates, check Blaise Melly's web site)

Quantile Regression with Censoring and Endogeneity,
(with Victor Chernozhukov and Amanda Kowalski). This paper replaces Censored Quantile Instrumental Variable Estimation via Control Functions
April 2011
Stata code

Conditional Quantile Processes based on Series or Many Regressors *
(with Alexandre Belloni and Victor Chernozhukov)
May 2006 (updated June 2011)

* This material is based upon work supported by the National Science Foundation under Grants No. SES 0752266 and SES-1060809. Any opinions, findings and conclusions or recomendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation (NSF).