Econometrica

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  Publication Venue For

  • Realized Semicovariances.  88:1515-1551. 2020
  • Dynamic Mixture-Averse Preferences.  86:1347-1382. 2018
  • Identification of Treatment Effects Under Conditional Partial Independence.  86:317-351. 2018
  • Risk Preferences and the Macroeconomic Announcement Premium.  86:1383-1430. 2018
  • Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation.  85:1373-1432. 2017
  • Generalized Instrumental Variable Models.  85:959-989. 2017
  • Jump Regressions.  85:173-195. 2017
  • Program Evaluation and Causal Inference With High-Dimensional Data.  85:233-298. 2017
  • Farms, Families, and Markets: New Evidence on Completeness of Markets in Agricultural Settings..  84:1917-1960. 2016
  • Generalized Method of Integrated Moments for High-Frequency Data.  84:1613-1633. 2016
  • A Dynamic Model of Demand for Houses and Neighborhoods.  84:893-942. 2016
  • Consumption Dynamics During Recessions.  83:101-154. 2015
  • Dynamic Preference for Flexibility.  82:655-703. 2014
  • Robust estimation and inference for jumps in noisy high frequency data: A local-to-continuity theory for the pre-averaging method.  81:1673-1693. 2013
  • Demand fluctuations in the ready-mix concrete industry.  81:1003-1037. 2013
  • Intersection Bounds: Estimation and Inference.  81:667-737. 2013
  • Comment on "Commitment vs. Flexibility".  81:2113-2124. 2013
  • Preference for Flexibility and Random Choice.  81:341-361. 2013
  • Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain.  80:2369-2429. 2012
  • Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models.  80:1741-1768. 2012
  • The Realized Laplace Transform of Volatility.  80:1105-1127. 2012
  • Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity.  79:1823-1867. 2011
  • Estimation of jump tails.  79:1727-1783. 2011
  • A Unique costly contemplation representation.  78:1285-1339. 2010
  • Bootstrap inference in partially identified models defined by moment inequalities: Coverage of the identified set.  78:735-753. 2010
  • Anticipating regret: Why fewer options may be better.  76:263-305. 2008
  • Representing preferences with a unique subjective state space: A corrigendum.  75:591-600. 2007
  • Affirmative action in higher education: How do admission and financial aid rules affect future earnings?.  73:1477-1524. 2005
  • Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities.  73:279-296. 2005
  • Finite mixture distributions, sequential likelihood and the EM algorithm.  71:933-946. 2003
  • Isotone equilibrium in games of incomplete information.  71:1191-1214. 2003
  • Modeling and forecasting realized volatility.  71:579-625. 2003
  • Measuring the dynamic efficiency costs of regulators' preferences: Municipal water utilities in the Arid West.  70:603-629. 2002
  • Random serial dictatorship and the core from random endowments in house allocation problems.  66:689-701. 1998
  • Nonlinear Dynamic Structures.  61:871-871. 1993
  • Common Persistence in Conditional Variances.  61:167-167. 1993
  • Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications.  57:1091-1091. 1989
  • Intertemporal Preferences and Labor Supply.  56:335-335. 1988
  • An Empirical Analysis of Life Cycle Fertility and Female Labor Supply.  56:91-91. 1988
  • The Price Variability-Volume Relationship on Speculative Markets.  51:485-485. 1983
  • The exhaustion and depletion of natural resources..  47:1569-1571. 1979