A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications, with Patrick Bajari, Sean Chu and Minjung Park.
Identification, Data Combination and the Risk of Disclosure, with Tatiana Komarova and Evgeny Yakovlev.
Approximation Properties of Laplace-Type Estimators, forthcoming in Advances in Econometrics, with Anna Kormilitsina.
Information structure and statistical information in discrete response models, with Shakeeb Khan.
A Structural model of sponsored search advertising, with Susan Athey.
Extremum estimation and numerical derivatives, with Aprajit Mahajan and Han Hong.
Private Extremum estimation, with Evgeny Yakovlev.
Efficient Semiparametric Estimation in Nonlinear Models with Random Censoring (coming soon...), with Shakeeb Khan and James Powell.
Econometrics for Game Theory, with Patrick Bajari and Han Hong.
Homotopy-based Algorithms for Estimation of Static Games with Multiple Equilibria, with Patrick Bajari, Han Hong and John Krainer.
Semiparametric Efficiency in Irregularly Identified Models, with Shakeeb Khan.
Linear Local IV Estimation of an Empirical Auction Model (forthcoming in Journal of Econometrics), with Han Hong.
Nonparametric and Semiparametric Estimation of Dynamic Games of Incomplete Information, with Victor Chernozhukov, Patrick Bajari and Han Hong.
A Note on the Role of Regularity Conditions in a Class of Models with Inverse Weighting
Semiparametric Efficiency in Nonlinear LATE Models Quantitative Economics (vol.1 (2), 2010), with Han Hong.
Empirical Content of a Continuous-Time Principal-Agent Model.
Identification and Semiparametric Efficiency in a Model with A Multi-Valued Discrete Regressor.
A Note on Alternative Methods for Semiparametric Efficiency Bound Calculations, with Shakeeb Khan.
Measurement Error Models (forthcoming in Journal of Economic Literature), with Xiaohong Chen, and Han Hong.
Estimating Static Models of Strategic Interactions Journal of Business and Economic Statistics (vol. 28(4), 2010), with Patrick Bajari, Han Hong, and John Krainer