David M. Kaplan
"Smoothed GMM for quantile models" (with Luciano de Castro, Antonio Galvao, and Xin Liu), Journal of Econometrics, accepted.
"Comparing distributions by multiple testing across quantiles or CDF values" (with Matt Goldman), Journal of Econometrics, 2018.
"Nonparametric inference on (conditional) quantile differences and interquantile ranges, using L-statistics" (with Matt Goldman), Econometrics Journal, 2018.
"Fractional order statistic approximation for nonparametric conditional quantile inference" (with Matt Goldman), Journal of Econometrics, 2017.
"Smoothed estimating equations for instrumental variables quantile regression" (with Yixiao Sun), Econometric Theory, 2017.
"Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion," Journal of Econometrics, 2015.