Events
- Munich Econometrics Seminar
- Mondays, 11:00 - 12:00
- full schedule and info on timing and location
- Munich Econometrics Workshop
- 6-7 July 2023
- Schloss Fürstenried
- more info
Affiliations
I am the head of the Statistics and Econometrics Group in the Department of Statistics at LMU Munich. In addition, I am
- Research Staff at the Centre for Microdata Methods and Practice (CeMMAP)
- Research Fellow at the Institute for Fiscal Studies (IFS)
- Research Fellow at the Centre for Research and Analysis of Migration (CReAM)
- Turing Fellow at the Alan Turing Institute (ATI)
- Research Affiliate at the James M. and Cathleen D. Stone Centre on Wealth Concentration, Inequality and the Economy
Working Papers
- Identification and Estimation of Nonparametric Panel Data Regressions with Measurement Error
- R&R at Review of Economic Studies
- cemmap working paper CWP34/15
- Possibly Nonstationary Cross-Validation
- R&R at Journal of Econometrics
- with F. B. Bandi and V. Corradi
- cemmap working paper CWP11/16
- Testing for the Presence of Measurement Error
- R&R at Review of Economic Studies
- cemmap working paper CWP48/19
- R code
- Stata code
- Powerful t-Tests in the Presence of Nonclassical Measurement Error
- R&R at Econometric Reviews
- with D. Kim
- cemmap working paper CWP18/21
- Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
- BFI Finding (non-technical summary)
Publications
- Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievements across Countries
- Stone Centre non-technical summary
- BFI Research Brief (non-technical summary)
- Comment on "Invidious Comparisons: Ranking and Selection as Compound Decisions"
- Statistical Uncertainty in the Ranking of Journals and Universities
- An Adaptive Test of Stochastic Monotonicity
- Testing for the Presence of Measurement Error in Stata
- Optimal Data Collection for Randomized Control Trials
- Nonparametric Instrumental Variable Estimation
- A Simple Parametric Model Selection Test
- Nonparametric Instrumental Variable Estimation Under Monotonicity
- Optimal Bandwidth Selection for Robust Generalized Methods of Moments Estimation
- journal article
- cemmap working paper
- R code
- also implemented in the R package gmm