Publications

"Conditional Inference with Functional Nuisance Parameter"

with Isaiah Andrews*Econometrica,* 2016, 84(4), pp. 1571-1612

Supplementary Appendix

"A Geometric Approach to Nonlinear Econometric Models"

with Isaiah Andrews*Econometrica, *2016, 84(3), pp. 1249-1264

Supplementary Appendix

Previously circulated version "A Geometric Approach to Weakly Identified Econometric Models"

"Maximum Likelihood Inference in Weakly Identified DSGE Models"

with Isaiah Andrews*Quantitative Economics*, 2015, 6, pp. 123-152

Supplementary Appendix

''Second Order Expansion of the t-statistic in AR(1) Models''*Econometric Theory,* 2015, 31, pp. 426-448

"Weak Identification in Maximum Likelihood: A Question of Information"

with Isaiah Andrews*American Economic Reviews: Papers and Proceedings*, 2014, 104(5), pp.195-199

"Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties"

with Yuriy Gorodnichenko and Serena Ng*Econometric Theory*, 2012, 28(5), pp. 1003-1036

"One-dimensional inference in autoregressive models with the potential presence of a unit root"*Econometrica*, 2012, 80(1), pp. 173-212

Supplementary Appendix

"Robust Confidence Sets in the Presence of Weak Instruments"*Journal of Econometrics*, 2010, 157, pp. 236-247

Comment on invited paper by Kleibergen and Mavroeidis "Weak Instrument
Robust Tests in GMM and the New Keynesian Phillips Curve"*Journal of Business and Economic Statistics*, 2009, 27(3), pp. 293-311

"Uniform Inference in Autoregressive Models"*Econometrica,* 2007, 75(5), pp. 1411-1452

Supplementary Appendix

"Tests and Confidence Sets with Correct Size in the Simultaneous Equations Model with Potentially Weak Instruments"

with Brian Poi*The Stata Journal*, 2006, 6(3), pp. 335-347.

"Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models"*Applied Econometrics*, 2013, 29(1), pp. 116-131

"Estimation of Dynamic Stochastic General Equillibrium Models"*Quantile*, 2014, 12, pp.1-21 (in Russian)