Assistant Professor of Economics
Curriculum Vitae: pdf
"Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity," (revise and resubmit, Econometrica) (pdf)
"Nonparametric Identification of a Nonlinear Panel Model with Application to Duration Analysis with Multiple Spells," (pdf)
"Robust Estimation of Moment Condition Models with Weakly Dependent Data," (with Yuichi Kitamura and Taisuke Otsu) (revise and resubmit, Journal of Econometrics) (pdf)
"Diagnostics for Exclusion Restrictions in Instrumental Variables Estimation" (with David Lee)
"Efficient Estimation with Finite Number of Simulation Draws per Observation"
"Nonparametric Conditional Deconvolution Estimation"
“Some Extensions of a Lemma of Kotlarski” (with Halbert White), Econometric Theory, 28(4), (August 2012): 925-932. (pdf)
"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," (with Yuichi Kitamura and Taisuke Otsu), Econometrica, 81(3), (May 2013): 1185-1201. (pdf)
Matlab and Stata programs for calculation of the Empirical Likelihood (EL) estimator here (joint with Yuichi Kitamura)