RESEARCH

Research Interest

• Partial Identification
• Optimal Selection of Instruments
• Quantile Regression
• Empirical Likelihood

Published Papers

1. Simultaneous Selection and Weighting of moments in GMM using a Trapezoidal Kernel
   Accepted at Journal of Econometrics. Supplementary Appendix
   

Submitted for Publication

1. EL Inference for Partially Identified Models: Large Deviations Optimality and Bootstrap Validity
   Conditionally accepted at Journal of Econometrics. Supplementary Appendix
   

Working Papers

1. Hodges-Lehmann Optimality for Testing Moment Condition Models,
   joint with Taisuke Otsu
   This Version:   October 2009.
   
2. A Note on Quantile Regression for Panel Data Models
   This Version:   April 2008.