# 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 Frank 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

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

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** **Stata code

**Working Papers:**

Conditional Quantile Processes based on Series or Many Regressors *

(with Alexandre Belloni and Victor Chernozhukov)

May 2006 (updated June 2011)

Program Evaluation with High Dimensional Data *

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

April 2013 (updated November 2013)

Supplementary Appendix

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

October 2010 (updated April 2015)

Nonparametric Identification in Panels Using Quantiles *

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

December 2013

Nonlinear Panel Models with Interactive Effects

(with Mingli Chen and Martin Weidner)

December 2014

**Software:**

probitfe and logitfe: Bias Corrections for Fixed Effects Estimators of Probit and Logit Panel Models with Individual and Time Effects *

(with Mario Cruz-Gonzalez and Martin Weidner)

ado and help files for probitfe and logitfe

April 2015

* This material is based upon work supported by the National Science Foundation under Grants No. SES 0752266 and SES-1060809. 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).