Isaiah Andrews, 2021 John Bates Clark Medalist
with Jesse M. Shapiro
Journal of Economic Perspectives, 2022, vol. 36(1), pp. 177-90

Inference with Many Weak Instruments
with Liyang Sun
Review of Economic Studies, 2021, forthcoming
Supplementary Appendix

Optimal Decision Rules for Weak GMM
with Isaiah Andrews
Econometrica, 2022, Vol 90(2), pp. 715-48

Factor model with many assets: strong factors, weak factors and two-pass procedure
with Stanislav Anatolyev
Journal of Econometrics, 2020, forthcoming
Supplemental Appendix

Limit Theorems for Factor Models
with Stanislav Anatolyev
Econometric Theory, 2021, 37(5), pp. 1034-74

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

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

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