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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.

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)
May 2002 (updated December 2009), Review of Economic Studies, forthcoming

Working Papers

Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference, (with Joonhwan Lee) this paper replaces Bias Correction in Panel Data Models with Individual- Specific Parameters
October 2005 (updated January 2010)

Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
(with Frank Vella)
November 2005 (CEMMAP CWP04/07, February 2007; updated November 2009)

Inference on Counterfactual Distributions *
(with Victor Chernozhukov and Blaise Melly)
April 2005 (updated May 2009).
Stata code: counterfactual, cdeco, cdeco_jmp
(for documentation and updates, check Blaise Melly's web site)

Identification and Estimation of Marginal Effects in Nonlinear Panel Models
(with Victor Chernozhukov, Jinyong Hahn and Whitney Newey)
May 2007 (updated March 2009)

Quantile and Average Effects in Nonseparable Panel Models
(with Victor Chernozhukov and Whitney Newey)
July 2009 (updated October 2009)

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 Grant No. SES 0752266. 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).