Events

  1. Munich Econometrics Seminar
  2. Munich Econometrics Workshop 2024

Affiliations

At LMU, I am the head of the Statistics and Econometrics Group in the Department of Statistics and professor (by courtesy) in the Department of Economics. In addition, I am

Working Papers

  1. Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
  2. Possibly Nonstationary Cross-Validation
  3. Testing for the Presence of Measurement Error
  4. Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
  5. Inference for Rank-Rank Regressions

Publications

  1. Powerful t-Tests in the Presence of Nonclassical Measurement Error
    • 2023, Econometric Reviews
    • accepted
    • with D. Kim
  2. Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievements across Countries
    • 2023, Review of Economic Studies
    • forthcoming
    • with M. Mogstad, J. Romano, and A. Shaikh
  3. Comment on "Invidious Comparisons: Ranking and Selection as Compound Decisions"
    • 2023, Econometrica, 91, p. 53-60
    • with M. Mogstad, J. Romano, and A. Shaikh
  4. Statistical Uncertainty in the Ranking of Journals and Universities
    • 2022, AEA Papers and Proceedings, 112, p. 630-634
    • with M. Mogstad, J. Romano, and A. Shaikh
  5. An Adaptive Test of Stochastic Monotonicity
    • 2021, Econometric Theory, 37, p. 495-536
    • with D. Chetverikov and D. Kim
  6. Testing for the Presence of Measurement Error in Stata
    • 2020, Stata Journal, 20(2), p. 382–404
    • with Y. J. Lee
  7. Optimal Data Collection for Randomized Control Trials
    • 2020, Econometrics Journal, 23, p. 1-31
    • with P. Carneiro and S. Lee
  8. Nonparametric Instrumental Variable Estimation
    • 2018, Stata Journal, 18(4), p. 937–950
    • with D. Chetverikov and D. Kim
  9. A Simple Parametric Model Selection Test
    • 2017, Journal of the American Statistical Association, 112(520), p. 1663-1674
    • with S. M. Schennach
  10. Nonparametric Instrumental Variable Estimation Under Monotonicity
    • 2017, Econometrica, 85(4), p. 1303-1320
    • with D. Chetverikov
  11. Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
    • 2015, Econometric Theory, 31(5), p. 1054-1077
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