Published and Accepted Papers
``Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities,"with Z. Psaradakis and M. Sola. Econometrica. Volume 90(4), July 2022, pages 1681-1710. (link)
``Asymptotic Behavior of Bayesian Learners with Misspecified Models," with I. Esponda and Y. Yamamoto. Journal of Economic Theory. Volume 195, July 2021. (link)
Corrigendum to ``Asymptotic Behavior of Bayesian Learners with Misspecified Models" can be found here
``Optimal taxation with endogenous default under incomplete markets,'' with I. Presno. Accepted at American Economic Journal: Macroeconomics. (link)
``Equilibrium in Misspecified Markov Decision Processes," with I. Esponda. Theoretical Economics. Volumen 16(2) 2021, pages 717–757. (link)
``Investor Experiences and International Capital Flows," with U. Malmendier and V. Vanasco. Journal of International Economics. Volume 124, May 2020. (link)
``Investor Experiences and Financial Market Dynamics," with U. Malmendier and V. Vanasco. The Journal of Financial Economics. Volume 136, Issue 3, June 2020, pages 597-622. (link)
``The Industry Supply Function and the Long-Run Competitive Equilibrium with Heterogeneous Firms," with I. Esponda. Journal of Economic Theory. Volume 184, November 2019. (link)
``Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions,'' with X. Chen and J. Powell. Journal of Econometrics.}Volume 213, Issue 1, November 2019, pages 30-53. (link)
``Retrospective Voting and Party Polarization,'' with I. Esponda. International Economics Review. Volume 60, Issue 1, February 2019, pages 157-186. (link)
``Conditional Retrospective Voting in Large Elections,'' with I. Esponda. American Economic Journal: Microeconomics. Volume 9, No 2, May 2017, pp 54-75. (link)
``Sovereign Default Risk and Uncertainty Premia,'' with I. Presno. American Economic Journal: Macroeconomics. Volume 8, No. 3, July 2016, pages 230-66. (link)
``Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models,'' with I. Esponda. Econometrica. Volume 84, No. 3, May 2016, pages 1093-1130.
``Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension,'' Electronic Journal of Statistics. Volume 9, No. 2, 2015, Pages 3046-3097. (link)
``Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models,'' with X. Chen. Econometrica. Volume 83, No. 3, May 2015, pages 1013-1079. (link)
``Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments,'' with X. Chen. Econometrica. Volume 80, No. 1, January 2012, pages 277-322. (link)
``Estimation and model selection of semiparametric copula-based multivariate survival functions under general censorship,'' with X. Chen, Y. Fan and Z. Ying. Journal of Econometrics. Volume 157, Issue 1, July 2010, pages 129-142. (link)
``Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals,'' with X. Chen. Journal of Econometrics. Volume 152, Issue 1, September 2009, pages 46-60. (link)
``On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing,'' with X. Chen. Science in China Series A: Mathematics}, Volume 52, No 6, June 2009, pages 1157-1168. (link)
``Asymptotic Behavior of Bayesian Learners with Misspecified Models," with I. Esponda and Y. Yamamoto. Journal of Economic Theory. Volume 195, July 2021. (link)
Corrigendum to ``Asymptotic Behavior of Bayesian Learners with Misspecified Models" can be found here
``Optimal taxation with endogenous default under incomplete markets,'' with I. Presno. Accepted at American Economic Journal: Macroeconomics. (link)
``Equilibrium in Misspecified Markov Decision Processes," with I. Esponda. Theoretical Economics. Volumen 16(2) 2021, pages 717–757. (link)
``Investor Experiences and International Capital Flows," with U. Malmendier and V. Vanasco. Journal of International Economics. Volume 124, May 2020. (link)
``Investor Experiences and Financial Market Dynamics," with U. Malmendier and V. Vanasco. The Journal of Financial Economics. Volume 136, Issue 3, June 2020, pages 597-622. (link)
``The Industry Supply Function and the Long-Run Competitive Equilibrium with Heterogeneous Firms," with I. Esponda. Journal of Economic Theory. Volume 184, November 2019. (link)
``Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions,'' with X. Chen and J. Powell. Journal of Econometrics.}Volume 213, Issue 1, November 2019, pages 30-53. (link)
``Retrospective Voting and Party Polarization,'' with I. Esponda. International Economics Review. Volume 60, Issue 1, February 2019, pages 157-186. (link)
``Conditional Retrospective Voting in Large Elections,'' with I. Esponda. American Economic Journal: Microeconomics. Volume 9, No 2, May 2017, pp 54-75. (link)
``Sovereign Default Risk and Uncertainty Premia,'' with I. Presno. American Economic Journal: Macroeconomics. Volume 8, No. 3, July 2016, pages 230-66. (link)
``Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models,'' with I. Esponda. Econometrica. Volume 84, No. 3, May 2016, pages 1093-1130.
``Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension,'' Electronic Journal of Statistics. Volume 9, No. 2, 2015, Pages 3046-3097. (link)
``Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models,'' with X. Chen. Econometrica. Volume 83, No. 3, May 2015, pages 1013-1079. (link)
``Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments,'' with X. Chen. Econometrica. Volume 80, No. 1, January 2012, pages 277-322. (link)
``Estimation and model selection of semiparametric copula-based multivariate survival functions under general censorship,'' with X. Chen, Y. Fan and Z. Ying. Journal of Econometrics. Volume 157, Issue 1, July 2010, pages 129-142. (link)
``Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals,'' with X. Chen. Journal of Econometrics. Volume 152, Issue 1, September 2009, pages 46-60. (link)
``On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing,'' with X. Chen. Science in China Series A: Mathematics}, Volume 52, No 6, June 2009, pages 1157-1168. (link)