Current Working Papers
- "Selecting Experimental Sites for External Validity," (with Michael Gechter, Jean Lee, Mahreen Mahmud, Orville Mondal, Jonathan Morduch, Saravana Ravindran, and Abu Shonchoy), 2024. PDF
- "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," (with Jack R. Porter), 2023. https://arxiv.org/abs/2302.03117
Publications
- "A Comment on: `Invidious Comparisons: Ranking and Selection as Compound Decisions' by Jiaying Gu and Roger Koenker," 2023, Econometrica 91(1), 43-46. https://doi.org/10.3982/ECTA20364
- "The ET Interview: Professor Gary Chamberlain," (with Bryan Graham and Guido Imbens), 2023, Econometric Theory 39(1),1-26. https://doi.org/10.1017/S0266466621000372
- "Introduction to the Annals Issue in Honor of Gary Chamberlain," (with Bryan Graham), 2022, Journal of Econometrics 226(1), 1-3. https://doi.org/10.1016/j.jeconom.2021.09.001
- "Analyzing Cross-Validation for Forecasting with Structural Instability," (with Jonathan H. Wright), 2022, Journal of Econometrics 226(1), 139-154. https://doi.org/10.1016/j.jeconom.2020.10.009
- "Asymptotic Analysis of Statistical Decision Rules in Econometrics," (with Jack R. Porter), 2020, in Handbook of Econometrics vol 7A , eds. S. N. Durlauf, L. P. Hansen, J. J. Heckman, and R. Matzkin, Elsevier.
- "Identification of Time and Risk Preferences in Buy Price Auctions," (with Daniel Ackerberg and Quazi Shahriar), 2017, Quantitative Economics 8: 809-849. https://doi.org/10.3982/QE469
- "Forecasting with Model Uncertainty: Representations and Risk Reduction" (with Jonathan H. Wright), 2017, Econometrica 85(2): 617-643. Correction: PDF
- "Panel Asymptotics and Statistical Decision Theory" (with J. Porter), 2016, Japanese Economic Review 67(1), 33-49.
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"Location Properties of Point Estimators in Linear Instrumental Variables and Related Models," (with
J. Porter), 2015,
Econometric Reviews 34(6-10), 720-733.
Note on Example 1 in this paper - "Impossibility Results for Nondifferentiable Functionals," (with J. Porter), 2012, Econometrica 80(4): 1769-1790.
- "Robustness to Parametric Assumptions in Missing Data models," (with Bryan Graham), American Economic Review: Papers & Proceedings 101(3): 538-543
- "Adaptive Experimental Design Using the Propensity Score," (with J. Hahn and D. Karlan), 2011, (PDF file), Journal of Business and Economic Statistics 29(1): 96-108.
- R Scripts for adaptive experimental design: hhk_scripts.R
- Stata code for adaptive experimental design: hhk.zip
- "Design of Randomized Experiments to Measure Social Interaction Effects," (with J. Hahn), 2010, Economics Letters 106(1): 51-53.
- "Asymptotics for Statistical Treatment Rules," (with J. Porter), 2009, Econometrica 77(5): 1683-1701.
- "Decision Theory in Econometrics," 2008, in The New Palgrave Dictionary of Economics, Second Edition, Eds. Steven N. Durlauf and Lawrence E. Blume, Palgrave Macmillan.
- "The Propensity Score with Continuous Treatments," (with G. Imbens), 2004, in Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives, ed. A. Gelman and X.-L. Meng, New York: Wiley.
- "Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support," (with J. Porter), 2003, Econometrica 71, 1307-1338.
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"Efficient Estimation of Average Treatment Effects
using the Estimated Propensity Score,"
(with G. Imbens and G. Ridder), 2003,
Econometrica 71, 1161-1189.
Earlier version appeared as
NBER Technical Working Paper 251.
- Addendum to "Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score" (contains expanded proofs).
- "Semiparametric Bayesian Inference in Autoregressive Panel Data Models," 2002, Econometrica 70, 781-799.
- "Combining Panel Data Sets with Attrition and Refreshment Samples," (with G. Imbens, G. Ridder, and D. Rubin), 2001, Econometrica 69, 1645-1659. Earlier version appeared as NBER Technical Working Paper 230.
-
"Estimation of Causal Effects using Propensity Score Weighting:
An Application to Data on Right Heart Catheterization,"
(with G. Imbens), 2001,
Health Services and Outcomes Research Methodology
2: 259-278.
- Correction: on p.276, "delta" should be "alpha"
- "Assessing the Effect of an Influenza Vaccine in an Encouragement Design with Covariates," (with G. Imbens, D. Rubin, and X. Zhou), 2000, Biostatistics 1, 69-88. This paper received the Mitchell Prize in 2001.
- "Predictive Distributions based on Longitudinal Earnings Data," (with G. Chamberlain), 1999, Annales d'Economie et de Statistique 55-56, 211-242.
- "A Semiparametric Model for Labor Earnings Dynamics," in Practical Nonparametric and Semiparametric Bayesian Statistics, ed. D. Dey, P. Mueller, D. Sinha, New York: Springer--Verlag, 1998.
Older Working Papers
- "The Buy-it-now Option, Risk Aversion, and Impatience in an Empirical Model of EBay Bidding," (with D. Ackerberg and Q. Shahriar), November 2006.
- "Efficiency in Asymptotic Shift Experiments," (with J. Porter), August 2003.
Dissertation
Please note: most of the chapters of my dissertation have been superseded by papers listed above. The postscript files are recommended over the PDF (these were produced using ps2pdf and might not display nicely).
- Introduction (PS) (PDF)
- Chapter 1: Predictive Distributions based on Longitudinal Earnings Data (PS) (PDF)
- Chapter 2: Semiparametric Bayesian Models for Dynamic Earnings Data (PS) (PDF)
- Chapter 3: Optimal Consumption with Estimated Earnings Processes (PS) (PDF)
- Chapter 4: Combining Panel Data Sets with Attrition and Refreshment Samples (PS) (PDF)
- Bibliography (PS) (PDF)
This dissertation received the Zellner Thesis Award in 1999.
Contact:
Department of Economics
602 Kern Building
Pennsylvania State University
University Park, PA 16802
email: kuh237@psu.edu
Design by Minimalistic Design