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
  • National Tax Journal, Forthcoming (Link, and the much longer SSRN)
  • Uses high quality data to estimate the statistical bias caused when using imputed race and ethnicity to estimate disparities
• Constructing Confidence Intervals for BIFSG Disparity Estimates – with Elena Derby and Jake Mortenson
  • AEA Papers and Proceedings, May 2024 (Link, SSRN)
  • Looks at sources of uncertainty when using imputed race and ethnicity to learn about disparities

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