Work in Progress
- How Much Wealth is Held in U.S. Trusts? – with Tim Dowd, Eric Heiser, Michael Love, and Jake Mortenson
- Trusts are a vehicle holding large amounts of US wealth
- Administrative data does not make it clear how much wealth is in trusts
- We attempt to estimate the magnitude of trust assets
Working Papers
- Inference in Sythetic Controls with Spillovers – with Jianfei Cao
- Synthetic Control designs rely on SUTVA for inference. In settings (like spread of covid), where one state’s actions affect outcomes in neighboring states, this may not be reasonable.
- Our paper allows valid inference under weaker assumptions that the spillovers are contained to a known group of states.
- Slides, Paper (and an older copy on arXiv)
- Code: R, Matlab
- A new ECDF Two-Sample Test Statistic
- Approximately the integral of variance weighted ECDF differences.
- High power in variety of settings. (See comparisons to maximal power (T-test and F-test) in the paper)
- paper here (and on arXiv)
Published
- Statistical Bias in Racial and Ethnic Disparity Estimates Using Bayesian Estimation – with Elena Derby and Jake Mortenson
- Constructing Confidence Intervals for BIFSG Disparity Estimates – with Elena Derby and Jake Mortenson
On Hiatus
- Partial Identification for Regression Discontinuity Donuts
- Conducting valid inference in an RD setting with (limited) manipulation.
- Leverage smoothness conditions to avoid functional form assumptions within region of donut.
- Paper here
- Slides
- High Dimensional F-tests – with Panos Toulis and Wenxuan Guo
- F-tests, based on the R-squared, lose validity and power in high-dimensional settings where R-squared = 1. We propose an alternative which is valid under standard conditions, is easily calculated, and has good power properties.
- Waiting for the Hot Hand – with Sam Hirshman and Prof. Nick Polson
- Using sequence wait-time metrics to find the anti-hot-hand in NBA shooting data.
- Credit Card Repayment Strategies
- Looking at strategies that minimize downside risks