Econometrics
 
“Identification of Communities in High Dimensional Stochastic Networks”, with K. K. Nair
“Estimating the Number of Factors and Lags in High-Dimensional Dynamic Factor Models”, with K. K. Nair
“Skewbit: A Likelihood Approach to Skewed Discrete Dependent Variables”
“Finite Sample Bias Corrections for IV Estimation with Weak and Many Instruments”, with J. Hausman.
“Reliable Subjective Beliefs: Unknown Unknowns and Economic Crises”.
“Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing”, with M. Burda and J. Hausman.
“Least Squares Estimation of a Panel Data Model with Multifactor Error Structure and Endogenous Covariates”, with C. Lamarche.
“Structural Estimation of High-Dimensional Factor Models”
“Dynamic Panel Probit with Flexible Correlated Effects”, with M. Burda, Journal of Business and Economic Statistics, revise and resubmit, 2009.
“A Quantile Regression Approach for Estimating Panel Data Models Using Instrumental Variables” with C. Lamarche, Economics Letters 104(3), 2009.
“A Bayesian Mixed Logit Probit Model for Multinomial Choice”, with M. Burda and J. Hausman, Journal of Econometrics, 147(2), 232-246, 2008
“Explaining the Single Factor Bias of Arbitrage Pricing Models in Finite Samples”, Economics Letters 99(1), 2008
“Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non-linear Least Squares”, with Jerry Hausman, International Economic Review 48(4), 2007
“Flexible Parametric Estimation of the Taste Distribution in Random Coefficients Logit Models”, with J. Hausman, presented at the Econometric Society Meeting, Chicago, January 2007.
 

Policy Analysis

”Liquidity Commonality and Pair Trading: Evidence from Exchange Outages”, with P. Ma.
“Living on a Budget: National Evidence on Price Search and Consumer Heterogeneity from Homescan Data”, with M. Lovenheim.
“Speculation and Oil Prices”, with A. Pieschacon.
“The Principal Agent Problem and Household Energy Consumption”, with K. Gillingham and D. Rapson.
“The Deterrent Effect of Expansions in Death-Penalty Eligibility Criteria”, with M. Frakes, American Law and Economics Review, forthcoming, 2009.
“Do Global Factors Affect the US Economy?”
“The Political Economy of Heterogeneous Development: Quantile Effects of Income and Education”, with M. Alexander and C. Lamarche. Online Appendix
“Endogenous and Schumpeterian Growth (Chapter 14)”, with W. Carlin and D. Soskice, in Macroeconomics: Imperfections, Institutions and Policies, OUP, 2006.
“Exogenous Growth Theory (Chapter 13)”, with W. Carlin and D. Soskice, in Macroeconomics: Imperfections, Institutions and Policies, OUP, 2006.
“Agreement beyong Polarization: Spectral Network Analysis of Congressional Roll Call Votes”
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