Large Panels | Quantiles | Factor Models | Random Matrices

  1. “Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences”, with C. Lamarche, 2013, submitted.
  2. “Penalized Forecasting in Panel Data Models: Predicting Household Electricity Demand from Smart Meter Data", with C. Lamarche and H. Pesaran, 2013, working paper.
  3. “Estimation of a Panel Data Factor Model Through Instrumental Variables”, with C. Lamarche and C. Muris, working paper, 2013.
  4. “Estimating the Number of Factors in Large Dimensional Factor Models”, Journal of Econometrics, revision requested, 2013.
  5. “Strong Limit of the Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix”, with C. Wang, B. Jin, Z. D. Bai, and K. Nair, submitted, 2013.
  6. “Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix", with B. Jin, C. Wang, Z. D. Bai and K. Nair, Annals of Applied Probability, 2013.
  7. “Estimating the Number of Factors and Lags in High-Dimensional Dynamic Factor Models", with K. K. Nair, working paper, 2012.
  8. “Estimating and Testing a Quantile Regression Model with Interactive Effects", with C. Lamarche, Journal of Econometrics, 2013.
  9. “Quantile Regression Estimation of Panel Duration Models with Censored Data", with C. Lamarche, Advances in Econometrics, 2012.
  10. “Least Squares Estimation of a Panel Data Model with Multifactor Error Structure and Endogenous Covariates", with C. Lamarche, Economics Letters, 2011.
  11. “Quantile Regression for Time-Series-Cross-Section Data", with M. Alexander and C. Lamarche, International Journal of Statistics and Management Science, 2011.
  12. “A Quantile Regression Approach for Estimating Panel Data Models Using Instrumental Variables" with C. Lamarche, Economics Letters 104(3), 2009. R code
  13. “Explaining the Single Factor Bias of Arbitrage Pricing Models in Finite Samples", Economics Letters 99(1), 2008
  14. “Finite Sample Bias Corrections for IV Estimation with Weak and Many Instruments", with J. Hausman, working paper.

Transactions and Choices | Bayesian Nonparametrics | Networks

  1. “A Bayesian Semi-Parametric Competing Risk Model with Unobserved Heterogeneity", with M. Burda and J. Hausman, Journal of Applied Econometrics, 2014.
  2. “Panel Probit with Flexible Correlated Effects: Quantifying Technology Spillovers in the Presence of Latent Heterogeneity", with M. Burda, Journal of Applied Econometrics, 2012.
  3. “Identification of Communities in High Dimensional Stochastic Networks", with K. K. Nair, working paper.
  4. “A Poisson Mixture Model of Discrete Choice", with M. Burda and J. Hausman, Journal of Econometrics, 2012.
  5. “Skewbit: A Likelihood Approach to Skewed Discrete Dependent Variables", working paper.
  6. “A Bayesian Mixed Logit Probit Model for Multinomial Choice", with M. Burda and J. Hausman, Journal of Econometrics, 147(2), 232-246, 2008.
  7. “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.
  8. “Flexible Parametric Estimation of the Taste Distribution in Random Coefficients Logit Models", with J. Hausman, working paper.
  9. “Agreement beyond Polarization: Spectral Network Analysis of Congressional Roll Call Votes", working paper. Network Video


Energy and Environment | Behavioral Nudges | Commodity Markets


  1. “Skewed Choices: Evaluating Hidden Truncation in the Adoption of Green Power”, with M. Burda, working paper, 2014.
  2. “Empowering Consumers through Smart Technology: Experimental Evidence on the Consequences of Time-of-Use Electricity Pricing”, with C. Lamarche, working paper, 2014.
  3. “Measurement & Verification for Behavioral Programs: Evaluating Programs That Have Gone Full-Scale”, EPRI, Palo Alto, CA: 2013. 3002001269.
  4. “Environmental Justice: Evidence from Superfund Cleanup Durations”, with M. Burda, under revision, Journal of Economic Behavior and Organization, 2013.
  5. “The Impact of Drinking Water Violations on Perinatal Health”, working paper, 2013. SIEPR Policy Paper.
  6. “Solar Roofs Hit the Ceiling”, with A. Levinson, working paper, 2013.
  7. “Goal Setting and Energy Conservation”, with A. Hsiaw, under revision, Journal of Economic Behavior and Organization, 2013.
  8. “Goals, Information and Social Comparisons: Evidence from a Large Scale Field Experiment", with A. Hsiaw, working paper, 2013.
  9. “The Demand for Green Power", with A. Hsiaw, working paper, 2013.
  10. “Do Voluntary Carbon Offsets Induce Energy Rebound? A Conservationist’s Dilemma”, with D. Rapson, Journal of Environmental Economics and Management, under revision, 2013.
  11. “Split Incentives in Residential Energy Consumption", with K. Gillingham and D. Rapson, Energy Journal, 33(2): 37-62, 2012. Contract Theory Appendix.
  12. “The Impact of High Frequency Arbitrageurs Upon Market Liquidity: Evidence from Exchange Outages", with P. Ma, working paper.


Economic Policy | Health | Children | Obesity | Nutrition


  1. “The Effect of Prices on Nutrition: Comparing the Impact of Product- and Nutrient-Specific Taxes”, with M. Lovenheim, submitted, 2013.

    Media Coverage: Huffington Post 01/07/2014 “There's An Easy Way To Fight Obesity, But Conservatives Will HATE It”

  2. “The Extensive and Intensive Impacts of Criminal Law on the Incidence of Crime: Evidence from Statutory-Rape-Law Expansions and Teenage Pregnancies”, with M. Frakes, submitted, 2013. Online Appendix.
  3. “The Heterogeneous Geographic and Socioeconomic Incidence of Cigarette Taxes: Evidence from Nielsen HomeScan Data", with E. Leibtag and M. Lovenheim, American Economic Journal: Economic Policy, 2012.
  4. “Quantifying the Impact of Economic Crises on Infant Mortality in Advanced Economies", Applied Economics, 2010.
  5. “The Deterrent Effect of Expansions in Death-Penalty Eligibility Criteria", with M. Frakes, American Law and Economics Review, 2009.
  6. “Endogenous and Schumpeterian Growth (Chapter 14)", with W. Carlin and D. Soskice, in Macroeconomics: Imperfections, Institutions and Policies, OUP, 2006.
  7. “Exogenous Growth Theory (Chapter 13)", with W. Carlin and D. Soskice, in Macroeconomics: Imperfections, Institutions and Policies, OUP, 2006.