"Applications of Choquet Expected Utility to Hypothesis Testing with Incompleteness,"
with Yi Zhang
Japanese Econimic Review, 74, 551–572, 2023.
Special Issue: Statistical Decision Theory and Treatment Choice, T. Kitagawa and A. Tetenov (eds.)
"Nonparametric Identification of Random Coefficients in Aggregate Demand Models for Differentiated Products,"
with Fabian
Dunker and Stefan
Hoderlein
Econometrics Journal, 26(2), 279–306, 2023.
"Constraint Qualifications in
Partial Identification," with Francesca
Molinari and Joerg
Stoye
Econometric Theory, 38, 596-619, 2022.
"Decentralization
Estimators for Instrumental Variable Quantile Regression Models,"
with Kaspar
Wüthrich
Quantitative Economics, 12(2), 443–475, 2021, (Generic R-code, Replication Package).
"Confidence
Intervals for Projections of Partially Identified Parameters," with Francesca
Molinari and Joerg
Stoye,
Econometrica,
87(4), 1397-1432, 2019, (supplementary
material, Matlab
programs).
"Nonparametric Identification of the
Distribution of Random Coefficients in Binary Response Static Games
of Complete Information," with Fabian
Dunker, Stefan
Hoderlein, and Robert
Sherman,
Journal of
Econometrics, 206(1), 83-102, 2018.
Econometric
Theory, 33(5), 1218–1241, 2017.
"Robust
Confidence Regions for Incomplete Models," with Larry Epstein and Kyoungwon Seo,
Econometrica,
84(5), 1799-1838, 2016, (supplementary
material, Matlab
programs).
"A Dual Approach
to Inference for Partially Identified Econometric Models,"
Journal of
Econometrics, 192(1), 269-290, 2016.
"A Two-Stage
Procedure for Partially Identified Models," with Halbert
White,
Journal of
Econometrics, 182(1), 5-13, 2014.
"Asymptotically
Efficient 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 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,"
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,"
Gendai
Finance, 21, 3-29, 2007, (written in Japanese).
"Set-valued Control Functions," with Sukjin Han.
"Testing Information Ordering for Strategic Agents," with Sukjin Han and Lorenzo Magnolfi.
"Information Based Inference in Models with Set-Valued Predictions and Misspecification," with Francesca Molinari . Revision requested by Econometrica
"Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," with
Shuowen Chen,
(Replication package)
"Robust Likelihood-ratio Tests for Incomplete Economic Models," with Yi Zhang
"Model Comparison Tests for Incomplete Models," with Yan Liu
"Calibrated Projection in
MATLAB: User's Manual," with Francesca
Molinari, Joerg
Stoye, and Matthew Thirkettle.
"Moment
Inequalities in the Context of Simulated and Predicted Variables,"
with Jiaxuan Li and Marc Rysman.
"Simple Inference for Constrained Optima,"
with Francesca
Molinari and Joerg
Stoye.
"Misspecification-Robust Inference in Mean and Quantile Regression Models with Set-Valued Outcomes,"
with Francesca
Molinari .
with Michael Gechter, Stefan Hoderlein, and Beata Itin-Shwartz.
"A Goodness-of-fit Test for Identifying the Maximum Domain of Attraction,''