Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty, joint with Xi Chen and Eric Ghysels, Journal of Econometrics (forthcoming).
The ET interview: Jean-Pierre Florens, joint with Eric Ghysels, Econometric Theory (forthcoming).
Isotonic regression discontinuity designs, joint with Rohit Kumar, August 2019.
Is completeness necessary? Estimation in non-identified linear models, joint with Jean-Pierre Florens, August 2018.
Honest confidence sets in nonparametric IV regression and other ill-posed models (2nd round R&R at Econometric Theory), June 2019.
Distribution of residuals in the nonparametric IV model with application to separability testing, joint with Jean-Pierre Florens, October 2017.
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.