- IV Quantile Regression for Group-Level Treatments
with an Application to the Distributional Effects of Trade
Econometrica, 2016, 84(2), 809-833.
with Denis Chetverikov and Brad Larsen
Online Appendix | Download Code and Data (1.4 MB .zip file) | Slides
- Finite Sample Bias Corrected IV Estimation for Weak and Many Instruments
Advances in Econometrics, 2016, 34, 245-273.
with Matt Harding and Jerry Hausman
- Housing Market Spillovers: Evidence from the End of Rent Control in Cambridge, Massachusetts
Journal of Political Economy, 2014, 122(3), 661-717.
with David Autor and Parag Pathak
Online Appendix | Download Data (42 MB .zip file)
- Heteroskedasticity-Robust Inference in Finite Samples
Economics Letters, 2012, 116(2), 232-235.
with Jerry Hausman
Estimator Stata Code | Pre-publication version
Work in Progress
- Real Effects of Search Frictions in Consumer Credit Marketswith Bronson Argyle and Taylor Nadauld
- The Amenity Value of Crime Reductions: Evidence from Rent Deregulationwith David Autor and Parag Pathak
- Creating Moves to Opportunitywith Raj Chetty, Stefanie DeLuca, Nathaniel Hendren, and Lawrence Katz
Selected Discussion Slides
- "Fintech, Regulatory Arbitrage, and the Rise of Shadow Banks" by Buchak, Matvos, Piskorski, and Seru (Kellogg New Developments in Consumer Finance 2017)
- "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market" by Adelino, Gerardi, and Hartman-Glaser (AFA 2017)
- "Stimulating Housing Markets" by Berger, Turner, and Zwick (NBER Summer Institute 2016)
- "Deep Learning for Mortgage Risk" by Giesecke, Sirignano, and Sadhwani (Macro Financial Modeling 2016)
- "The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles" by Benmelech, Meisenzahl, and Ramcharan (Red Rock Finance Conference 2016)
- "Adverse Selection on Maturity: Evidence from Online Consumer Credit" by Hertzberg, Liberman, and Paravisini (Berkeley Crowdfunding Symposium 2015)