Published articles

An empirical model of dyadic link formation in a network with unobserved heterogeneity
Review of Economics and Statistics (2018), forthcoming
I study a dyadic linking model in which agents form directed links that exhibit homophily and reciprocity. A fixed effect approach accounts for unobserved sources of degree heterogeneity. I consider specification testing and inference with respect to the homophily and reciprocity parameters. The specification test compares observed transitivity to predicted transitivity. All test statistics account for the presence of an incidental parameter by using formulas based on an asymptotic approximation. In an application to favor networks in Indian villages, the specification test detects that the dyadic linking model underestimates the true transitivity of the network.
Recent working papers

Confidence set for group membership
with Ryo Okui
Working paper (v2, March 2018)
We develop new procedures to quantify the statistical uncertainty from sorting units in panel data into groups using datadriven clustering algorithms. In our setting, each unit belongs to one of a finite number of latent groups and its regression curve is determined by which group it belongs to. Our main contribution is a new joint confidence set for group membership. Each element of the joint confidence set is a vector of possible group assignments for all units. The vector of true group memberships is contained in the confidence set with a prespecified probability. The confidence set inverts a test for group membership. This test exploits a characterization of the true group memberships by a system of moment inequalities. Our procedure solves a highdimensional onesided testing problem and tests group membership simultaneously for all units. We also propose a procedure for identifying units for which group membership is obviously determined. These units can be ignored when computing critical values. We justify the joint confidence set under asymptotics where we allow to be much smaller than . Our arguments rely on the theory of selfnormalized sums and highdimensional central limit theorems. We contribute new theoretical results for testing problems with a large number of moment inequalities, including an anticoncentration inequality for the quasilikelihood ratio (QLR) statistic. Monte Carlo results indicate that our confidence set has adequate coverage and is informative. We illustrate the practical relevance of our confidence set in two applications.