Publications
Book
Random Sets in Econometrics, with Ilya Molchanov. Econometric Society Monograph Series, Cambridge University Press, 2018.
Articles
Testing Sign Congruence Between Two Parameters, with Doug Miller and Joerg Stoye. Journal of Applied Econometrics, vol. 41, pp. 3–11, 2026.
Risk Preference Types, Limited Consideration, and Welfare, with Levon Barseghyan. Journal of Business & Economic Statistics, vol. 41, pp. 1011–1029, October 2023. Discussion paper with comments and rejoinder.
Tail and Center Rounding of Probabilistic Expectations in the Health and Retirement Study, with Pamela Giustinelli and Charles F. Manski. Journal of Econometrics, vol. 231, pp. 265–281, November 2022. Online appendix.
Constraint Qualifications in Partial Identification, with Hiroaki Kaido and Joerg Stoye. Econometric Theory, vol. 38, pp. 596–619, June 2022.
Precise or Imprecise Probabilities? Evidence from Survey Response Related to Late-Onset Dementia, with Pamela Giustinelli and Charles F. Manski. Journal of the European Economic Association, vol. 20, pp. 187–221, February 2022.
Heterogeneous Choice Sets and Preferences, with Levon Barseghyan, Maura Coughlin, and Joshua C. Teitelbaum. Econometrica, vol. 89, pp. 2015–2048, September 2021, lead article.
Discrete Choice Under Risk with Limited Consideration, with Levon Barseghyan and Matthew Thirkettle. American Economic Review, vol. 111, pp. 1972–2006, June 2021.
Local Regression Smoothers with Set-Valued Outcome Data, with Qiyu Li, Ilya Molchanov, and Sida Peng. International Journal of Approximate Reasoning, vol. 128, pp. 129–150, January 2021.
Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem, with Charles F. Manski. Journal of Econometrics, vol. 220, pp. 181–192, January 2021. Recipient of the 2022 Willard G. Manning Memorial Award for the Best Research in Health Econometrics.
Microeconometrics with Partial Identification. Handbook of Econometrics, vol. 7A, pp. 355–486, 2020.
The Cost of Legal Restrictions on Experience Rating, with Levon Barseghyan, Darcy Steeg Morris, and Joshua C. Teitelbaum. Journal of Empirical Legal Studies, vol. 17, issue 1, pp. 38–70, March 2020.
Confidence Intervals for Projections of Partially Identified Parameters, with Hiroaki Kaido and Joerg Stoye. Econometrica, vol. 87, pp. 1397–1432, July 2019.
Estimating Risk Preferences in the Field, with Levon Barseghyan, Ted O’Donoghue, and Joshua C. Teitelbaum. Journal of Economic Literature, vol. 56, pp. 501–564, July 2018.
Inference Under Stability of Risk Preferences, with Levon Barseghyan and Joshua C. Teitelbaum. Quantitative Economics, vol. 7, pp. 367–409, July 2016.
Applications of Random Set Theory in Econometrics, with Ilya Molchanov. Annual Review of Economics, vol. 6, pp. 229–251, August 2014.
The Nature of Risk Preferences: Evidence from Insurance Choice, with Levon Barseghyan, Ted O’Donoghue, and Joshua C. Teitelbaum. American Economic Review, vol. 103, no. 6, pp. 2499–2529, October 2013.
Distinguishing Probability Weighting from Risk Misperceptions in Field Data, with Levon Barseghyan, Ted O’Donoghue, and Joshua C. Teitelbaum. American Economic Review Papers and Proceedings, vol. 103, no. 3, pp. 580–585, 2013.
Partial Identification Using Random Set Theory, with Arie Beresteanu and Ilya Molchanov. Journal of Econometrics, vol. 166, issue 1, pp. 17–32, 2012. Errata.
Sharp Identification Regions in Models with Convex Moment Predictions, with Arie Beresteanu and Ilya Molchanov. Econometrica, vol. 79, issue 6, pp. 1785–1821, 2011. Online supplement.
Rounding Probabilistic Expectations in Surveys, with Charles F. Manski. Journal of Business & Economic Statistics, vol. 28, no. 2, pp. 219–231, 2010.
Missing Treatments. Journal of Business & Economic Statistics, vol. 28, no. 1, pp. 82–95, 2010.
The Identification Power of Equilibrium in Games: The Supermodular Case, with Adam Rosen. Journal of Business & Economic Statistics, vol. 26, no. 3, pp. 297–302, 2008. Invited discussion of Aradillas-López and Tamer (2008), prepared for the 2007 Joint Statistical Meetings.
Asymptotic Properties for a Class of Partially Identified Models, with Arie Beresteanu. Econometrica, vol. 76, issue 4, pp. 763–814, 2008.
Partial Identification of Probability Distributions with Misclassified Data. Journal of Econometrics, vol. 144, issue 1, pp. 81–117, 2008.
Skip Sequencing: A Decision Problem in Questionnaire Design, with Charles F. Manski. Annals of Applied Statistics, vol. 2, no. 1, pp. 264–285, 2008.
Spatial Correlation Robust Inference with Errors in Location and Distance, with Timothy G. Conley. Journal of Econometrics, vol. 140, issue 1, pp. 76–96, 2007. Technical appendix.
Generalization of a Result on “Regressions: Short and Long”, with Marcin Peski. Econometric Theory, vol. 22, issue 1, pp. 159–163, 2006.
This research was supported in part by the National Institute on Aging through grants from 2006–2008 and by the National Science Foundation through grants from 2006–2014 and 2018–present. Any opinions, findings, conclusions, or recommendations expressed in these materials are those of the authors and do not necessarily reflect the views of the National Institute on Aging or the National Science Foundation.