Papers


      1. A Robust Test for Weak Instruments, Journal of Business and Economic Statistics, Volume 31, Issue 3, July 2013, pp. 358-369 (Joint with Carolin Pflueger)

      2. Axiomatization and Measurement of Quasi-Hyperbolic Discounting, Quarterly Journal of Economics, Volume 129, Issue 3, August 2014, pp. 1449-1499 (Joint with Tomasz Strzalecki)

      3. Delta-Method Inference for a Class of Set-Identified SVARs, Journal of Econometrics, Volume 203, Issue 2, April 2018, pp. 316-327 (Joint with Bulat Gafarov and Matthias Meier)

      4. Marginal Tax Rates and Income: New Time Series Evidence, Quarterly Journal of Economics, Volume 133, Issue 4, November 2018, pp. 1803-1884 (Joint with Karel Mertens)

      5. Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs, Journal of Applied Econometrics, Volume 34, Issue 1, January 2019, pp. 1-17 (Joint with Mikkel Plagborg-Møller),

          Appendix,   Matlab SimInference Class,   GitHub Repo,   Stata Implementation.

      6. Empirical Bayes Estimation of Treatment Effects with Many A/B Tests: An Overview, AEA Papers & Proceedings, Volume 109, May 2019, pp. 43-47 (Joint with Eduardo M. Azevedo, Alex Deng, Justin Rao, and E. Glen Weyl)

      7. Admissible, Similar Tests: A characterization, Econometric Theory, Volume 36, Issue 2, April 2020, pp. 347-366

      8. Posterior Distribution of Nondifferentiable Functions, Journal of Econometrics, Volume 217, Issue 1, July 2020, pp. 161-175 (Joint with Jonathan Payne, Toru Kitagawa, and Amilcar Velez)

      9. A/B Testing with Fat Tails , Journal of Political Economy, Volume 128, Number 12, December 2020, pp. 4614-4672 (Joint with Eduardo Azevedo, Alex Deng, Justin Rao, and E. Glen E. Weyl)

          Supplementary Material,  GitHub Repo,

      10. (Machine) Learning Parameter Regions, Journal of Econometrics, Volume 222, Issue 1, Part C, May 2021, pp. 716-744 (Joint with James Nesbit)

      11. Local Projection Inference is Simpler and More Robust Than You Think, Econometrica, Volume 89, No. 4, July 2021, pp. 1789-1823 (Joint with Mikkel Plagborg-Møller)

          Supplementary Material,  GitHub Repo,  Mikkel's Presentation at the Chamberlain Online Seminar,  Publisher's website

      12. Inference in SVARs Identified with an External Instruments, Journal of Econometrics, Volume 225, Issue 1, November 2021, pp. 74-87 (Joint with James H. Stock and Mark Watson)

            GitHub Repo.

      13. Competing Models, Quarterly Journal of Economics, Accepted, January 2022 (Joint with Pietro Ortoleva, Mallesh Pai, and Andrea Prat)

      14. Robust Machine Learning Algorithms for Text Analysis, January 2021 (Joint with Shikun Ke and James Nesbit)

      15. Dropout Training is Distributionally Robust Optimal, April 2021 (Joint José Blanchet, Yang Kang, Viet Anh Nguyen, and Xuhui Zhang)

      16. The A/B Testing Problem with Gaussian Priors, March 2021 (Joint with Eduardo Azevedo, David Mao, and Amilcar Velez)

      17. On the Robustness to Misspecification of α-Posteriors and Their Variational Approximations, Journal of Machine Learning Research, Accepted, April 2022 (Joint with Marco Avella, Cynthia Rush, and Amilcar Velez)

      18. Empirical Bayes Counterfactuals in Poisson Regression with an Application to Police Use of Deadly Force, July 2021 (Joint with Rajiv Sethi and Dan O'Flaherty)

      19. Representation Learning in Linear Factor Models, January 2022 (Joint with Amilcar Velez)

      20. SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?, December 2021 (Joint with Mikkel Plagborg-Møller and Eric Qian), Onlne Appendix.

      21. Projection Inference for Set-Identified SVARs, New version coming soon (Joint with Bulat Gafarov and Matthias Meier)





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Updated: April 28th, 2022