Counterfactual: An R Package for Counterfactual Analysis
with Victor Chernozhukov, Iván Fernández-Val, and Blaise Melly
The R Journal, Volume 9, Issue 1, June 2017, pp. 370-384


Estimation of Nonlinear Panel Models with Multiple Unobserved Effects 

*Co-Winner of LABOUR Prize, Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017)

*First mentioned by Professor William Greene, in class teaching here

*Chapter One of  My Thesis, Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2017

Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk  (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))

Nonlinear Panel Models with Interactive Effects (with Iván Fernández-Val (BU) and Martin Weidner (UCL) ),  [arXiv]

“Dating Structural Breaks using Lasso-Type Estimators” (with Pierre Perron (BU) ) 


“Consumer Payment Choice: Heterogeneity in Transaction-Level Data” (with Marc Rysman)
“Bayesian Inference for Nonlinear Panel Data Models with Interactive Fixed Effects”

Rearrangement: Rearrangement in R” (with Wesley Graybill, Victor Chernozhukov, Iván Fernández-Val and Alfred Galichon)
R package
March 2016

Counterfactual Analysis in R” (with Victor Chernozhukov, Iván Fernández-Val and Blaise Melly)
R package
September 2016

Journal of Econometrics (4), Journal of Business & Economic Statistics (5), Econometric Reviews, Econometric Theory (3), Statistica Sinica, Annals of Economics and Statistics, Economic Inquiry, Econometrics and Statistics, Biometrika, Journal of the American Statistical Association, Review of Economics and Statistics, Annal of Statistics