Research#

Working Papers#

  • Prediction Sets and Conformal Inference with Interval Outcomes, with Áureo de Paula and Elie Tamer. PDF
  • Normal Approximation for U-Statistics with Cross-Sectional Dependence (R&R at Journal of Econometrics). PDF
  • Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information? (R&R at Journal of Econometrics). PDF
  • High-Dimensional Covariance Estimation with Structural Information
  • Testing the Number of Factors with Missing Observations, with Zhaocheng Zhang

Work in Progress#

  • Identification of Binary Choice Models with Additive Fixed Effects and Nonlinear Index Functions, with Áureo de Paula and Bo Honoré
  • Nonlinear Beta Tests in Asset Returns, with Oliver Linton
  • Estimating Covariance Structures in Multi-Period Asset Portfolios, with Oliver Linton
  • Spectral Analysis of Sparse Covariance Estimators
  • Valid Inference for Regression Models with Many Covariates and Network Dependence, with Cheuk Ng