I am on sabbatical leave during the 24/25 academic year.

Collider bias in strategy and management research

with J. Frake, J. Uribe

Strategic Management Journal 45(7) (2024), pp. 1393-1419

[.pdf]  [SSRN]  [published paper (gated)]

Estimates of effects of women in leadership positions on other women at the same organization can have incorrect signs and sizes because of endogenous selection bias. Similar effects can be produced for any underrepresented group.

Inference on quantile processes with a finite number of clusters

June 2023, Journal of Econometrics, forthcoming

[.pdf]  [arXiv]  [published paper (gated)]

Randomization methods can be used for inference on entire quantile processes and related objects even if there are finitely many heterogeneous clusters. This includes processes arising from distributional difference-in-differences estimation.

Inference with a single treated cluster

July 2024, revise and resubmit at the Review of Economic Studies (2nd round)

[.pdf]  [arXiv]  [R and Stata code]

A mild restriction on some but not all of the heterogeneity allows inference about a scalar parameter in research designs with a finite number of heterogeneous clusters where only a single cluster received treatment.

Reaching for gold: Frequent-flyer status incentives and moral hazard

with Y. Orhun (lead author), T. Guo

Marketing Science 41(3) (2022), pp. 548-574

[.pdf]  [published paper (gated)]  [INFORMS press release]

Using data from a large airline, we document systematic changes in the behavior of frequent flyers as they progress towards elite status. The behavior is more pronounced for business travelers and if the home airport is a hub of the airline.

Permutation inference with a finite number of heterogeneous clusters

July 2022, Review of Economics and Statistics, forthcoming

[.pdf]  [arXiv]  [published paper (gated)]  [R code]

Permutation inference can be adjusted to test conventional (non-sharp) hypotheses about the effect of a binary treatment even if you have finitely many arbitrarily heterogeneous clusters.

Placebo inference on treatment effects when the number of clusters is small

Journal of Econometrics 213(1) (2019), pp. 190-209

[.pdf]  [arXiv]  [published paper (gated)]

The intuitive notion of generating null distributions by assigning placebo treatments to untreated clusters can be formalized to conduct nearly exact inference about the lack of effect of a binary treatment.

Cluster-robust bootstrap inference in quantile regression models

Journal of the American Statistical Association 112(517) (2017), pp. 446-456

[.pdf]  [arXiv]  [published paper (gated)]

I provide a computationally convenient wild bootstrap for cluster-robust inference on the entire quantile regression process. This method is implemented as the cluster option in the quantreg package in R.

The effect of college education on mortality

with K. Buckles, O. Malamud, M. Morrill, A. Wozniak

Journal of Health Economics 50 (2016), pp. 99-114

[.pdf]  [NBER (gated)]  [published paper (gated)]

We exploit exogenous variation in college completion induced by draft-avoidance behavior during the Vietnam War to examine the impact of college completion on adult mortality.

Stochastic equicontinuity in nonlinear time series models

Econometrics Journal 17(1) (2014), pp.188-196

[.pdf]  [arXiv]  [published paper (gated)]

Simple and easily verifiable conditions imply a strong form of stochastic equicontinuity in a wide variety of modern time series models. No mixing conditions are needed.

A simple test for regression specification with non-nested alternatives

Journal of Econometrics 166(2) (2012), pp. 247-254

[.pdf]  [published paper (gated)]

The classical J test for non-nested regression models can be modified to test for the presence of the data-generating process among several non-nested alternatives.

Robust spectral analysis

January 2013

[.pdf]  [arXiv]

Quantiles can capture systematic changes in the impact of cycles on the distribution of a time series and allow robust spectral estimation and inference when the dependence structure is not captured by the auto-covariance function.

Work in progress

Randomization inference with waitlists

with S. Heller

October 2019