Research

Publications

• Selection of Invalid Instruments can Improve Estimation in Mendelian Randomization (with Ashish Patel, Stephen Burgess, and Verena Zuber), Forthcoming Annals of Applied Statistics.
• Hidden Hazards and Screening Policy: Predicting Undetected Lead Exposure in Illinois (with Ali Abbasi, Ludovica Gazze, and Bridget Pals), Forthcoming Journal of Health Economics, [pre-print]
• Identifying Causal Effects in Experiments with Spillovers and Non-compliance (with Camilo Garcia-Jimeno, Rossa O’Keeffe-O’Donovan, and Alejandro Sanchez) , Journal of Econometrics, 2023, 235 (2), pp. 1589-1624 [preprint, slides]
• A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models (with Camilo Garcia-Jimeno), Journal of Business and Economic Statistics, 2021, 39(4), pp. 1038-1053. [pre-print]
• Identifying the Effect of a Mis-classified, Binary, Endogenous Regressor (with Camilo Garcia-Jimeno), Journal of Econometrics, 2019, 209 (2), pp. 376-390. [pre-print, NBER version]
• A Generalized Focused Information Criterion for GMM with Applications to Panel Data Models (with Minsu Chang), Journal of Applied Econometrics, 2018, 33 (3), pp. 378-397 [pre-print, code]
• Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Journal of Econometrics, 2016, 195 (2), pp. 187-208 [pre-print, appendix, code]
• Portfolio Selection: An Extreme Value Approach (with Jeffrey Gerlach), Journal of Banking and Finance, 2013, 37 (2), pp. 305-323 [pre-print]
• Measuring Altruism in a Public Goods Experiment: A Comparison of U.S. and Czech Subjects (with Lisa Anderson and Jeffrey Gerlach), Experimental Economics, 2011, 14 (3), pp. 426-437.
• Yes, Wall Street, There is a January Effect: Evidence from Laboratory Auctions (with Lisa Anderson and Jeffrey Gerlach), Journal of Behavioral Finance, 2007, 8 (1), pp. 1-8

Working Papers

• The Controlled Choice Design and Private Paternalism in Pawnshop Borrowing (with Issac Meza, Joyce Sadka, Enrique Seira, and Craig McIntosh), Submitted

In Progress

• Estimation and Inference for Marginal Treatment Effects: a Bayesian Semi-parametric Approach (with Laura Liu)
• A History of Violence: Forced Displacement and De Facto Land Reform in Rural Colombia (with Camilo Garcia-Jimeno)
• Mapping Disparities in Childhood Lead Exposure in England (with Ludovica Gazze)
• Estimating the Returns to Lying (with Arthur Lewbel)