Research

Working papers

Spectral and post-spectral estimators for grouped panel data models (with Denis Chetverikov). 2022. R&R Restud
• Working paper

Adversarial Method of Moments (with Ignacio Cigliutti). 2022.
• Working paper

Data-driven nests in discrete choice models (with Milena Almagro and Kenneth Lai). 2023.
• Slides

Estimating the structure of social interactions using panel data 2013.
• Working paper

Work in Progress

A Users’ Guide to Uncovering Worker and Firm Effects Using Matched Employer-Employee Data (with Stephane Bonhomme and Thibaut Lamadon)

Adversarial BLP (with Chris Conlon, Ian Kim, and Shangwen Li)

Estimating Weights Using Generative Adversarial Networks (with Jinglin Wang)

Publications and Accepted Papers

Health Inequality and Health Types (with Margherita Borella, Francisco Bullano, Mariacristina De Nardi, and Benjamin Krueger).
Forthcoming at The Econometrics Journal, 2025.
• Slides • Working Paper

An adversarial approach to structural estimation (with Tetsuya Kaji Guillaume Pouliot).
Econometrica 91(6), 2023, 2041-2063
• Published version

How Much Should We Trust Estimates of Firm Effects and Worker Sorting? (with Stéphane Bonhomme Kerstin Holzheu Thibaut Lamadon Magne Mogstad Bradley Setzler).
Journal of Labor Economics 41(2), 2023, 291-322.
• Published version

Empirical evaluation of overspecified asset pricing models (with Francisco Peñaranda, Enrique Sentana).
Journal of Financial Economics 147(2), 2023, 338-351.
• Published version

Discretizing unobserved heterogeneity (with Stéphane Bonhomme Thibaut Lamadon).
Econometrica 90(2), 2022, 625-643
• Published version

Adversarial Inference Is Efficient (with Tetsuya Kaji Guillaume A Pouliot).
AEA Papers and Proceedings 111, 2021, 621-625
• Published version

A distributional framework for matched employer employee data (with Stéphane Bonhomme Thibaut Lamadon).
Econometrica 87(3), 2019, 699-739
• Published version

Grouped patterns of heterogeneity in panel data (with Stéphane Bonhomme)
Econometrica 83(3), 2015, 1147-1184
• Published version