Working Papers
- Wald's Statistical Decision Theory for Policy Analysis and Adaptive Experiments, 2026. PDF
- Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits (with Jack R. Porter), 2025. arXiv
- Selecting Experimental Sites for External Validity (with Michael Gechter, Jean Lee, Mahreen Mahmud, Orville Mondal, Jonathan Morduch, Saravana Ravindran, and Abu Shonchoy), 2024. PDF
Publications
- A Comment on: 'Invidious Comparisons: Ranking and Selection as Compound Decisions' by Jiaying Gu and Roger Koenker, 2023, Econometrica 91(1), 43-46. DOI
- The ET Interview: Professor Gary Chamberlain (with Bryan Graham and Guido Imbens), 2023, Econometric Theory 39(1), 1-26. DOI
- Introduction to the Annals Issue in Honor of Gary Chamberlain (with Bryan Graham), 2022, Journal of Econometrics 226(1), 1-3. DOI
- Analyzing Cross-Validation for Forecasting with Structural Instability (with Jonathan H. Wright), 2022, Journal of Econometrics 226(1), 139-154. DOI
- 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. DOI
- Forecasting with Model Uncertainty: Representations and Risk Reduction (with Jonathan H. Wright), 2017, Econometrica 85(2), 617-643. Correction
- Panel Asymptotics and Statistical Decision Theory (with Jack R. Porter), 2016, Japanese Economic Review 67(1), 33-49.
- Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (with Jack R. Porter), 2015, Econometric Reviews 34(6-10), 720-733. Note on Example 1
- Impossibility Results for Nondifferentiable Functionals (with Jack R. Porter), 2012, Econometrica 80(4), 1769-1790.
- Robustness to Parametric Assumptions in Missing Data Models (with Bryan Graham), 2011, American Economic Review: Papers & Proceedings 101(3), 538-543.
- Adaptive Experimental Design Using the Propensity Score (with Jinyong Hahn and Dean Karlan), 2011, Journal of Business and Economic Statistics 29(1), 96-108. PDF · R scripts · Stata code
- Design of Randomized Experiments to Measure Social Interaction Effects (with Jinyong Hahn), 2010, Economics Letters 106(1), 51-53. DOI
- Asymptotics for Statistical Treatment Rules (with Jack R. 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 Guido Imbens), 2004, in Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives, eds. A. Gelman and X.-L. Meng, Wiley.
- Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support (with Jack R. Porter), 2003, Econometrica 71, 1307-1338. PDF · Long version with appendix
- Efficient Estimation of Average Treatment Effects using the Estimated Propensity Score (with Guido Imbens and Geert Ridder), 2003, Econometrica 71, 1161-1189. Addendum with 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 Guido Imbens, Geert Ridder, and Donald Rubin), 2001, Econometrica 69, 1645-1659.
- Estimation of Causal Effects using Propensity Score Weighting: An Application to Data on Right Heart Catheterization (with Guido 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 Guido Imbens, Donald Rubin, and Xiao-Hua Zhou), 2000, Biostatistics 1, 69-88. Received the Mitchell Prize in 2001.
- Predictive Distributions based on Longitudinal Earnings Data (with Gary Chamberlain), 1999, Annales d'Economie et de Statistique 55-56, 211-242.
- A Semiparametric Model for Labor Earnings Dynamics, 1998, in Practical Nonparametric and Semiparametric Bayesian Statistics, eds. D. Dey, P. Mueller, D. Sinha, Springer-Verlag.
Older Working Papers
- The Buy-it-now Option, Risk Aversion, and Impatience in an Empirical Model of EBay Bidding (with Daniel Ackerberg and Quazi Shahriar), November 2006.
- Efficiency in Asymptotic Shift Experiments (with Jack R. Porter), August 2003.
Dissertation
Most chapters have been superseded by papers listed above. The PostScript files may display better than the PDF versions.
- Introduction PDF · PS
- Chapter 1: Predictive Distributions based on Longitudinal Earnings Data PDF · PS
- Chapter 2: Semiparametric Bayesian Models for Dynamic Earnings Data PDF · PS
- Chapter 3: Optimal Consumption with Estimated Earnings Processes PDF · PS
- Chapter 4: Combining Panel Data Sets with Attrition and Refreshment Samples PDF · PS
- Bibliography PDF · PS
This dissertation received the Zellner Thesis Award in 1999.