Nonparametric identification and estimation of stochastic block models from many small networks. Journal of Econometrics, forthcoming.

Bootstrap inference for fixed-effect models. Econometrica 92, 411-427. (with Ayden Higgins) [supplement, examples, replication files]

Inference on a distribution from noisy draws. Econometric Theory 40, 61-97. (with Martin Weidner)

Modified-likelihood estimation of fixed-effect models for dyadic data. SERIEs - Journal of the Spanish Economic Association 14, 417-433. Special issue in honor of Manuel Arellano

Identification of mixtures of dynamic discrete choices. Journal of Econometrics 237, 105462. (with Ayden Higgins)

Peer effects and endogenous social interactions. Journal of Econometrics 235,1203-1214. [replication files, Stata implementation, dgp.do for Stata help file]

Testing random assignment to peer groups. Journal of Applied Econometrics 38, 321-333. [supplement, Stata implementation and replication files]

Instrumental-variable estimation of exponential regression models with two-way fixed effects, with an application to gravity equations. Journal of Applied Econometrics 37, 1121–1137. (with Vincenzo Verardi) [Stata implementation]

Heteroskedasticity-robust inference in linear regression models with many covariates. Journal of the American Statistical Association 117, 887–896. [supplement, replication files]

Bias in instrumental-variable estimators of fixed-effect models for count data. Economics Letters 212, 110318.

A portmanteau test for correlation in short panels. Econometric Theory 36, 1159–1166.

Testing for correlation in error-component models. Journal of Applied Econometrics 35, 860–878. [supplement, replication files, Stata implementation]

twexp and twgravity: Fitting exponential regression models with two-way fixed effects. Stata Journal 20, 468–480. (with Vincenzo Verardi) [Stata modules]

xtserialpm: A portmanteau test for serial correlation in a linear panel model. Stata Journal 20, 149–161. (with Vincenzo Verardi) [Stata modules]

Fixed-effect regressions on network data. Econometrica 87, 1543–1560. (with Martin Weidner) [supplement]

Likelihood corrections for two-way models. Annals of Economics and Statistics 134, 227–242. Special issue on panel data (with Taisuke Otsu)

Semiparametric analysis of network formation. Journal of Business & Economic Statistics 36, 705–713. [replication files]

Nonparametric estimation of non-exchangeable latent-variable models. Journal of Econometrics 201, 237–248. (with Stéphane Bonhomme and Jean-Marc Robin)

A note on sufficiency in binary panel models. Econometrics Journal 20, 259–269. (with Thierry Magnac)

Two-way models for gravity. Review of Economics and Statistics 99, 478–485. [supplement, Matlab implementation, Stata implementation]

Inference on two-component mixtures under tail restrictions. Econometric Theory 33, 610–635. (with Marc Henry and Bernard Salanié) [replication files, older version with additional simulation results]

Likelihood inference in an autoregression with fixed effects. Econometric Theory 32, 1178–1215. (with Geert Dhaene) [supplement, replication files]

Bias-corrected estimation of panel vector autoregressions. Economics Letters 145, 98–103. (with Geert Dhaene)

Estimating multivariate latent-structure models. Annals of Statistics 44, 540–563. (with Stéphane Bonhomme and Jean-Marc Robin) [supplement, replication files]

Nonparametric estimation of finite mixtures from repeated measurements. Journal of the Royal Statistical Society - Series B 78, 211–229. (with Stéphane Bonhomme and Jean-Marc Robin) [supplement, replication files]

Split-panel jackknife estimation of fixed-effect models. Review of Economic Studies 82, 991–1030. (with Geert Dhaene) [supplement, replication files, Stata implementation]

Multiplicative-error models with sample selection. Journal of Econometrics 184, 315–327. [replication files]

First-differencing in panel data models with incidental functions. Econometrics Journal 17, 373–382.

Pairwise-comparison estimation with nonparametric controls. Econometrics Journal 16, 340–372.

The variance of a rank estimator of transformation models. Economics Letters 117, 168–169.