Working Papers:

On the asymptotic sizes of subset Anderson-Rubin and Lagrange Multipliers tests in linear instrumental variables regression, with Patrik Guggenberger, Sophocles Mavroeidis and Linchun Chen, Forthcoming in Econometrica, 2012

Improved accuracy of weak instrument robust GMM statistics through bootstrap and Edgeworth approximations, Brown University, 2011

Identification in linear dynamic panel data models, with Maurice Bun, University of Amsterdam, 2011

Inference on subsets of parameters in linear IV without assuming identification, with Sophocles Mavroeidis, Oxford University, 2011

Identification robust priors for Bayesian Analysis in DSGE models", with Sophocles Mavroeidis, Brown and Oxford University, 2010

Unexplained factors and their effects on second pass R-squared's and t-tests , with Zhaoguo Zhan. An earlier preliminary version circulated as "Reality checks for and of Factor Pricing"; Brown and Tsinghua University, 2013

Inference on subsets of parameters in GMM without assuming identification, with Sophocles Mavroeidis, Brown University, 2009

Subset statistics in the linear IV regression model, Brown University, 2008

Orthogonal Statistics and the density of the LIML Estimator, Brown University, 2003

The Bayesian Score Statistic, Tinbergen Institute Discussion Paper TI 00-035/4 (2000) (with R. Kleijn and R. Paap)

Bayesian Analysis of ARMA models, Tinbergen Institute Discussion Paper TI 00-027/4 (2000) (with H. Hoek)