Honest confidence sets in nonparametric IV regression and other ill-posed models, Econometric Theory (conditionally accepted), September 2019.
Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty, joint with Xi Chen and Eric Ghysels, Journal of Econometrics, September 2019.
The ET interview: Jean-Pierre Florens, joint with Eric Ghysels, Econometric Theory, May 2019.
Isotonic regression discontinuity designs, joint with Rohit Kumar, September 2019.
Is completeness necessary? Estimation in non-identified linear models, joint with Jean-Pierre Florens, September 2018.
Distribution of residuals in the nonparametric IV model with application to separability testing, joint with Jean-Pierre Florens, June 2018.
Machine learning for mixed frequency data, joint with Eric Ghysels and Jonas Striaukas, September 2019.
Continuous-time nonparametric MIDAS regression joint with Jean-Pierre Florens and Eric Ghysels, January 2018.
Convolution model on networks, December 2017.
Forecasting discrete outcomes, May 2018.