PUBLICATION:

 

• Asymptotic F and t Tests in an Efficient GMM Setting (with Yixiao Sun)  [pdf]

       – Journal of Econometrics 198, no. 2 (2017): 277-295

 

• Simple, Robust, and Accurate F and t Tests in Cointegrated Systems (with Yixiao Sun)  [pdf]

      – Accepted : Econometric Theory

 

WORKING PAPERS:

• Should We Go One Step Further? – An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework (with Yixiao Sun)  [pdf]

       – Revise and Resubmit at Journal of Econometrics

 

 

• Simple and Trustworthy Cluster-Robust GMM Inference [paper, supplemental appendix]

 

 

• Religiosity: Identifying the Effect of Pluralism, Working papers 2017-01, University of Connecticut, Department of Economics (with Metin M. Cosgel & Chihwa Kao & Thomas J. Miceli )