Working papers
"Local Polynomial Estimation of Time-varying Parameters in Non-linear Models" (with Young Jun Lee), submitted for publication (last revised: August 2023).
"Closed-form Approximations of Moments and Densities of Continuous-time Markov Models" (with Young Jun Lee and Antonio Mele), submitted for publication (last revised: August 2023).
"Individual Counterfactuals with Multidimensional Unobserved Heterogeneity" (with R. Blundell & R. Matzkin) (last revised: December 2017).
"Indirect Likelihood Inference" (with M. Creel), (last revised: June, 2013).