I am mostly interested in thinking about how a large number of agents respond to incentives, make choices, and interact among others, and about what would be a plausible empirical model and a sound statistical procedure for analyzing data that come from such an environment, and what would be the range of interpretations one can legitimately put forth from such analysis.

Working Papers

• Simple Inference on a Simplex-Valued Weight (with Nathan Canen) January, 2025

• Synthetic Decomposition for Counterfactual Predictions (with Nathan Canen) January, 2025

• A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models (with Nathan Canen) December, 2023

• Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model (with Clemens Possnig and Andreea Rotărescu) November, 2022

• Uniform Asymptotics for Nonparametric Quantile Regression with Applications to Functional Inequalities (with Sokbae Lee and Yoon-Jae Whang) May, 2015

Published Papers

• The Law of Large Numbers for Large Stable Matchings (with Jacob Schwartz) January, 2024, Accepted in Journal of Econometrics

• Measuring Diffusion over a Large Network (with Xiaoqi He) March, 2023, Forthcoming in Review of Economic Studies

• Some Impossibility Results for Inference with Cluster Dependence with Large Clusters (with Denis Kojevnikov) Journal of Econometrics , 2023, 237, 105524

• Econometric Inference on a Large Bayesian Game with Heterogeneous Beliefs (with Denis Kojevnikov) Journal of Econometrics, 2023, 237, 105502

• A Decomposition Analysis of Diffusion over a Large Network Econometric Theory , 2022, 38, 1221-1252, Special Issue: Yale 2018 Conference in Honor of Peter C. B. Phillips

• A Berry-Esseen Bound for Vector-valued Martingales (with Denis Kojevnikov) Statistics and Probability Letters, 2022, 186, 109448

• Estimation and Inference on Treatment Effects Under Treatment-Based Sampling (with Zhengfei Yu) The Econometrics Journal, 2022, 25, 554-575

• Multiple Testing and the Distributional Effects of Accountability Incentives in Education (with Steven Lehrer and Vincent Pohl) Journal of Business and Economic Statistics, 2022, 40, 1552-1568

• Estimating Unobserved Agent Heterogeneity using Pairwise Comparisons (with Elena Krasnokutskaya and Xun Tang) Journal of Econometrics, 2022, 226, 477-497

• Counterfactual Analysis Under Partial Identification Using Locally Robust Refinement (with Nathan Canen) Journal of Applied Econometrics, 2021, 36, 416–436

• Limit Theorems for Network Dependent Random Variables (with Denis Kojevnikov and Vadim Marmer) Journal of Econometrics, 2021, 222, 882-908

• A Uniform-in-P Edgeworth Expansion under Weak Cramer Conditions Statistics, 2020, 54, 926-950

• Estimating Local Interactions Among Many Agents Who Observe Their Neighbors (with Nathan Canen and Jacob Schwartz) Quantitative Economics, 2020, 11, 917-956

• The Role of Quality in Internet Service Markets (with Elena Krasnokutskaya and Xun Tang) Journal of Political Economy, 2020, 128, 75-117. Supplemental Note
  

• Monte Carlo Inference on Two-Sided Matching Models (with Taehoon Kim, Jacob Schwartz and Yoon-Jae Whang), Econometrics, 2019, 7, 1-15

• Stable Limit Theorems for Empirical Processes Under Conditional Neighborhood Dependence (with Ji Hyung Lee) Bernoulli, 2019, 25, 1189-1224.

• Measuring the Graph Concordance of Locally Dependent Observations Review of Economics and Statistics, 2018, 100, 535-549. arXiv Version with Supplemental Note
  

• Testing for a General Class of Functional Inequalities (with Sokbae Lee and Yoon-Jae Whang) Econometric Theory, 2018, 34, 1018-1164. arXiv Version

• Simulated MLE for Discrete Choices using Transformed Simulated Frequencies (with Donghoon Lee), Journal of Econometrics, 2015, 187, 131-153.

• Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk Essays in Honor of Peter C. B. Phillips, Advances in Econometrics, 2014. Vol 33, 557-585. arXiv Version

• Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps, Journal of Multivariate Analysis, 2014, 125, 136-158. Corrigendum

• Point Decisions for Interval-Identified Parameters, Econometric Theory, 2014, 30, 334-356.

• Semiparametric Models with Single-Index Nuisance Parameters Journal of Econometrics, 2014, 178, 471-483. arXiv Version

• Testing Functional Inequalities (with Sokbae Lee and Yoon-Jae Whang), Journal of Econometrics, 2013, 172, 14-32. arXiv Version

• On the Smoothness of Conditional Expectation Functionals Statistics and Probability Letters, 2012, 82, 1017-1024.

• Testing Predictive Ability and Power Robustification Journal of Business and Economic Statistics, 2012, 30, 288-296. Supplemental Note

• Testing Single-Index Restrictions with a Focus on Average Derivatives (with Juan Carlos Escanciano), Journal of Econometrics, 2010, 156, 377-391.

• An Improved Bootstrap Test of Stochastic Dominance (with Oliver Linton and Yoon-Jae Whang), Journal of Econometrics, 2010, 154, 186-202.

• Testing Semiparametric Conditional Moment Restrictions using Conditional Martingale Transforms Journal of Econometrics, 2010, 154, 74-84

• Testing Conditional Independence via Rosenblatt Transforms Annals of Statistics, 2009, 37, 4011-4045.

• A Uniform Convergence of Series Estimators over Function Spaces Econometric Theory, 2008, 24, 1463-1499.

• Bootstrapping Cointegrating Regressions (with Yoosoon Chang and Joon Y. Park) Journal of Econometrics, 2006, 133, 703-739.