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 derivatives. Journal 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 derivatives. Economics Bulletin 3(50): 1-8, 2005.