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. The A/B Testing Problem, Proceedings of the 2018 ACM Conference on Economics and Computation, June 2018, pp. 461-462 (Joint with Eduardo M. Azevedo, Alex Deng, Justin Rao, and E. Glen Weyl)

      5. 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)

      6. 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.

      7. 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)

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

      9. 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)

      10. 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,

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

      12. 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,  Corrigendum: Assumption 3,  Mikkel's Presentation at the Chamberlain Online Seminar,  Publisher's website

      13. 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.

      14. SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?, AEA Papers & Proceedings, Volume 112, May 2022, pp. 481-485 (Joint with Mikkel Plagborg-Møller and Eric Qian)

      15. On the Robustness to Misspecification of α-Posteriors and Their Variational Approximations, Journal of Machine Learning Research, Volume 23, June 2022, pp. 1-51 (Joint with Marco Avella, Cynthia Rush, and Amilcar Velez)

      16. Competing Models, Quarterly Journal of Economics, Volume 137, Issue 4, November 2022, pp. 2419-2457. (Joint with Pietro Ortoleva, Mallesh Pai, and Andrea Prat)

      17. The A/B Testing Problem with Gaussian Priors, Journal of Economic Theory, Volume 210, June 2023 (Joint with Eduardo Azevedo, David Mao, and Amilcar Velez)

      18. Dropout Training is Distributionally Robust Optimal, Journal of Machine Learning Research, Volume 24, August 2023, pp. 1-60 (Joint José Blanchet, Yang Kang, Viet Anh Nguyen, and Xuhui Zhang)

      19. Robust Machine Learning Algorithms for Text Analysis, Conditionally Accepted at Quantitative Economics, September 2023 (Joint with Shikun Ke and James Nesbit)

            Online Appendix.

      20. The Out-of-Sample Performance of the square-root Lasso and Related Estimators, Submitted, June 2023 (Joint with Johannes Wiesel, Cynthia Rush, and Amilcar Velez)

      21. On the Testability of the Anchor Words Assumption in Topic Models, August 2023 (Joint with Simon Freyaldenhoven, Shikun Ke, and Dingyi Li)

            Online Appendix.

      22. Empirical Bayes Counterfactuals in Poisson Regression with an Application to Police Use of Deadly Force, New Version Coming Soon! (Joint with Rajiv Sethi and Dan O'Flaherty)

            GitHub Repo.

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

      24. Projection Inference for Set-Identified SVARs, June 2016 (Joint with Bulat Gafarov and Matthias Meier)





Google Scholar Profile; GitHub URL; home

Updated: November, 2023