Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model, with Donald W. K. Andrews. under review.
Robust Semiparametric Estimation in Panel Multinomial Choice Models, with Wayne Gao. (new draft coming soon)
Work in Progress
A Confidence Interval for the Autoregressive Parameter That Is Robust to Misspecification of the Initial Condition, with Donald W. K. Andrews. draft in preparation.