Rate-optimal estimation of the intercept in a semiparametric sample-selection model.  Working paper, September 2018 (submitted for publication, Econometric Theory).

Diagnostics for density homogeneity in quantile regression using elemental matrices, with Keith Knight.  Working paper, October 2015.

Quantile-regression inference with adaptive control of size, with Juan Carlos Escanciano.  Journal of the American Statistical Association, DOI: 10.1080/01621459.2018.1505624, 2018.  [Supplementary material] [R code]

Specification analysis of linear quantile models, with Juan Carlos Escanciano.  Journal of Econometrics 178(3): 495-507, 2014.

Design-adaptive nonparametric estimation of conditional quantile derivativesJournal of Nonparametric Statistics 24(3): 597—612, 2012[Supplementary material]

Nonstandard quantile-regression inference, with Keith Knight.  Econometric Theory 25(5): 1415-1432, 2009.

Simple Edgeworth approximations for semiparametric averaged derivativesEconomics Bulletin 3(50): 1-8, 2005.