# Research

My research is in econometric theory and its applications.

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## Publications

Asymptotic Inference for the Constrained Quantile Regression Process, accepted at *Journal of Econometrics* (example code).

Finite Sample Distributions of the Wald, Likelihood Ratio and Lagrange Multiplier Test Statistics in the Classical Linear Model, *Communications in Statistics — Theory and Methods* 46 (2017), 5195-5202.

Semiparametric Efficiency for Partially Linear Single-Index Regression Models (with Tao Chen), *Journal of Multivariate Analysis* 130 (2014), 376-386.

A Comparison of Alternative Approaches to Sup-Norm Goodness of Fit Tests With Estimated Parameters, *Econometric Theory* 29 (2013), 969-1008.

## Working Papers

Uniform bounds for the distribution and quantile functions of treatment effects in randomized experiments, with Antonio Galvao

Asymptotic Uniform Inference for Stochastic Dominance

Welfare-based ordering of treatments, with Sergio Firpo, Antonio Galvao, Martyna Kobus and Pedro Rosa-Dias

Endogeneity in Panel Fixed Effects Quantile Regression Models: A Control Function Approach, with Antonio Galvao, Alexandre Poirier and Suyong Song