Quantile-regression inference with adaptive control of size, with Juan Carlos Escanciano. Working paper, July 2018 (forthcoming, Journal of the American Statistical Association). [Supplementary material] [R code]
Rate-optimal estimation of the intercept in a semiparametric sample-selection model. Working paper, January 2018 (submitted for publication, Quantitative Economics).
Diagnostics for density homogeneity in quantile regression using elemental matrices, with Keith Knight. Working paper, October 2015.
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.