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 Econometrics
 “Nonparametric Bayesian Estimation for Large Covariance Matrices”, with M. Burda
“Structural Estimation of High-Dimensional Factor Models”, 2008
“A Bayesian Mixed Logit Probit Model for Multinomial Choice”, with M. Burda and J. Hausman, forthcoming Journal of Econometrics
“Point Process Estimation of Large-scale Spatial Dependencies”, with M. Burda
“A Quantile Regression Approach for Estimating Panel Data Models Using Instrumental Variables”, with C. Lamarche
“Explaining the Single Factor Bias of Arbitrage Pricing Models in Finite Samples”, 2008, Economics Letters 99(1).
“Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non-linear Least Squares”, with Jerry Hausman, 2007, International Economic Review 48(4).
“Flexible Parametric Estimation of the Taste Distribution in Random Coefficients Logit Models”, with J. Hausman, presented at the Econometric Society Meeting, Chicago, January 2007.
“Finite Sample Bias Corrections for IV Estimation with Weak and Many Instruments”, with J. Hausman, 2008.
“Computational Appendix”, in J. Hausman and T. Woutersen “Estimating a Semi-parametric Duration Model without Specifying Heterogeneity”, August 2005
“Unemployment Duration and the Impact of Unemployment Insurance during Economic Booms”, MIT, January 2006, under review.
Macroeconomics and Finance
“Do Global Factors Affect the US Economy?”, 2008
“Rational Imagination”, 2006.
“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.
“Is Poverty to Blame for Civil War? New Evidence from Non-linear Fixed Effects Estimation”, with M. Alexander, presented at the Econometric Society World Congress, London, August 2005.
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