# Research

**Publications:**

Household Labor Supply: Evidence for Spain

May 2003, *Investigaciones Económicas *27(2), pp. 239-275

Appendix I in Hahn, J., and W. Newey, Jackknife and Analytical Bias Reduction for Nonlinear Panel Models

July 2004, *Econometrica* 72(4), pp. 1295-1319

Subsampling Inference on Quantile Regression Processes** **(with Victor Chernozhukov)

May 2005,

*Sankhya*67, pp. 253-276.

**Data, code application, code Monte Carlo**

Quantile** **Regression under Misspecification, with an ** **Application to the U.S. Wage Structure

(with Joshua Angrist and Victor Chernozhukov)

March 2006, *Econometrica *74(2), pp. 539-563.

Online supplemental material

Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models

May 2009, *Journal of Econometrics* 150(1), pp. 71-85.** **Data1, data2, code application (exogenous), code application (predetermined), code application (dynamic)

Improving Point and Interval Estimators of Monotone Functions by Rearrangement *

(with Victor Chernozhukov and Alfred Galichon)

September 2009, *Biometrika *96(3), pp. 559-575.R Package (install with Packages + Install package(s) from local zip files …)

Rearranging Edgeworth-Cornish-Fisher Expansions *

(with Victor Chernozhukov and Alfred Galichon)

February 2010, *Economic Theory *42(2), pp. 419-435.

Quantile and Probability Curves without Crossing *

(with Victor Chernozhukov and Alfred Galichon)

May 2010, *Econometrica *78(3), pp. 559-575.

Online supplemental material

Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks *

(with Victor Chernozhukov)

April 2011, *Review of Economic Studies*, 78(2), pp. 559-589

Online supplemental material

Bias Corrections for Two-Step Fixed Effects Panel Data Estimators

(with Francis Vella)

August 2011, *Journal of Econometrics *163(2), pp. 144-162 ** **Code Monte Carlo (dynamic Tobit CMLE)

Panel Data Models with Nonadditive Unobserved Heterogeneity: Estimation and Inference *

(with Joonhwan Lee)

November 2013, *Quantitative Economics*, 4(3), pp. 453-481

Average and Quantile Effects in Nonseparable Panel Models *

(with Victor Chernozhukov, Jinyong Hahn and Whitney Newey)

March 2013, *Econometrica*, 81(2), pp. 535-580

Online supplemental material, Note on Sharpness of Bounds for Dynamic Nonseparable Panel Models

The Consequences of Teenage Childbearing: Consistent Estimates When Abortion Makes Miscarriage Nonrandom

(with Adam Ashcraft and Kevin Lang)

September 2013, *Economic Journal*, 123 (571), pp. 875-905

Online supplemental material

ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework

(with Josh Angrist)

2013 , Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress, Volume III: Econometrics. Econometric Society Monographs** **Data, Stata and R code

Inference on Counterfactual Distributions *

(with Victor Chernozhukov and Blaise Melly)

November 2013, *Econometrica*, 81(6), pp. 2205-2268

Online supplemental material

Stata code: counterfactual, cdeco, cdeco_jmp

(for documentation and updates, check Blaise Melly’s web site)

Quantile Regression with Censoring and Endogeneity *

(with Victor Chernozhukov and Amanda Kowalski)

This paper replaces Censored Quantile Instrumental Variable Estimation via Control Functions

May 2015**, ***Journal of Econometrics* 186, pp. 201-221** **the Stata ado file cqiv provided below implement the methods of the paper

Nonparametric Identification in Panels Using Quantiles *

(with Victor Chernozhukov, Stefan Hoderlein, Hajo Holzmann, and Whitney Newey)

October 2015, *Journal of Econometrics* 188, pp. 378-392

Individual and Time Effects in Nonlinear Panel Data Models with Large N, T *

(with Martin Weidner)

the Stata ado files probitfe and logitfe provided below implement the methods of the paper

May 2016, *Journal of Econometrics* 196, pp. 291-312

Program Evaluation and Causal Inference with High Dimensional Data *

(with Alexandre Belloni, Victor Chernozhukov, and Christian Hansen)

January 2017, *Econometrica*, 85(1), pp. 233-298

Online supplemental material

**Working Papers:**

Conditional Quantile Processes based on Series or Many Regressors *

(with Alexandre Belloni, Denis Chetverikov, and Victor Chernozhukov)

May 2006 (updated August 2016)

Nonlinear Panel Models with Interactive Effects

(with Mingli Chen and Martin Weidner)

December 2014

The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages *

(with Victor Chernozhukov and Ye Luo)

December 2015

Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes *

(with Victor Chernozhukov, Blaise Melly, and Kaspar Wuthrich)

August 2016Data and R code

Extremal Quantile Regression: An Overview

(with Victor Chernozhukov and Tetsuya Kaji)

December 2016, prepared for the *Handbook of Quantile Regression*Data and R code

Network and Panel Quantile Effects Via Distribution Regression *

(with Victor Chernozhukov and Martin Weidner)

March 2016

Nonseparable Multinomial Choice Models in Cross-Section and Panel Data *

(with Victor Chernozhukov and Whitney Newey)

June 2017

Fixed Effect Estimation of Large T Panel Data Models *

(with Martin Weidner)

September 2017, prepared for the *Annual Review of Economics*

Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models

(with Victor Chernozhukov, Whitney Newey, Sami Stouli and Francis Vella)

November 2017

Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments

(with Victor Chernozhukov, Mert Demirer and Esther Duflo)

December 2017

**Software:**

Rearrangement: Rearrangement in R *

(with Wesley Graybill, Mingli Chen and Victor Chernozhukov)

R package

March 2016

Inference on Counterfactual Distributions in Stata *

(with Victor Chernozhukov and Blaise Melly)

Stata code: counterfactual, cdeco, cdeco_jmp

(for documentation and updates, check Blaise Melly’s web site)

May 2010

Counterfactual Analysis in R *

(with Mingli Chen, Victor Chernozhukov and Blaise Melly)

R package

June 2017, *The R Journal *9/1, pp. 370-384

Quantreg.nonpar: Nonparametric Series Quantile Regression in R *

(with Michael Lipsitz, Alexandre Belloni and Victor Chernozhukov)

R package

December 2016, *The R Journal *8/2, pp. 370-381

CQIV: Stata Module to Perform Censored Quantile Instrumental Variables Regression *

(with Victor Chernozhukov, Sukjin Han and Amanda Kowalski)

ado and help files for cqiv

June 2012

probitfe and logitfe: Bias Corrections for Probit and Logit Panel Models with Two-Way Fixed Effects *

(with Mario Cruz-Gonzalez and Martin Weidner)

ado, help and data files for logitfe

ado, help and data files for probitfe

September 2017, *The Stata Journal 17(3)*, pp. 517-545

* This material is based upon work supported by the National Science Foundation under Grants No. SES 0752266, SES-1060809, and SES-1559504. Any opinions, findings and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation (NSF).