Working Papers
- Maximum AUC and VUS Estimation (work in progress).
- Inference for Constrained Extremum Estimators (work in progress).
- The Proximal Bootstrap for Constrained Estimators.
Publications
- Rate-Adaptive Bootstrap for Possibly Misspecified GMM (with Han Hong) (2023). forthcoming at Econometric Theory.
- Asymptotics of K-fold Cross Validation (2023). forthcoming at Journal of Artificial Intelligence Research.
- Constrained Estimation using Penalization and MCMC (with A. Ronald Gallant, Han Hong, and Michael Leung) (2022). Journal of Econometrics, 228(1), 85-106.
- The Proximal Bootstrap for Finite-Dimensional Regularized Estimators (May 2021). AEA Papers and Proceedings. Volume 111, pages 616-20.
- BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws (with Han Hong and Huiyu Li) (2021). Journal of Econometrics, 222(1), 56-72.
- Inference on Finite Population Treatment Effects Under Limited Overlap (with Han Hong and Michael Leung). The Econometrics Journal, Volume 23, Issue 1, January 2020, 32–47.
- The Numerical Bootstrap (with Han Hong). The Annals of Statistics, Volume 48, Number 1 (2020), 397-412.
- OLS and 2SLS in Randomized and Conditionally Randomized Experiments (with Jason Ansel and Han Hong) (2018). Jahrbücher für Nationalökonomie und Statistik (Journal of Economics and Statistics), 238(3-4), 243-293.
- The Numerical Delta Method (with Han Hong) (2018). Journal of Econometrics, 206(2), 379-394.