
David M. Kaplan
Associate Professor, Economics
University of Missouri
kaplandm@missouri.edu
Office #227 Professional Bldg
Google Scholar profile
Slides from Some Talks
Email me for slides from unlisted talks.
Chicago 2020 | BU 2020 | Yale 2019 | MEG 2018 | UCONN 2018 poster .pdf .tex .sty | Duke 2018 | ES NASM 2017 | MEG 2016 | KSU 2015 | ICDM 2007
In-page Links to Paper Details
Inference on Consensus Ranking of Distributions
sivqr: Smoothed IV quantile regression in Stata
Comparing Latent Inequality with Ordinal Data
Assessing Policy Effects with Unconditional Quantile Regression
High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles
Unbiased Estimation as a Public Good
Frequentist properties of Bayesian inequality tests (JoE)
Comparing distributions by multiple testing (JoE)
distcomp: Comparing distributions (Stata Journal)
Smoothed estimating equations for IV quantile regression (ET)
Smoothed GMM for quantile models (JoE)
Inference on (conditional) quantile differences and interquantile ranges (EctJ)
Fractional order statistic quantile inference (JoE)
Quantile inference by fixed-smoothing asymptotics and Edgeworth expansion (JoE)
A computational approach to style in American poetry (Int'l Conf Data Mining)
Working Papers
Inference on Consensus Ranking of Distributions
2020, submitted
paper | code/TeX/etc. | more examples | .bib
Learn from data about the set of utility functions for which one distribution is preferred over another (higher expected utility). More informative than all-or-nothing test of unanimous agreement (stochastic dominance); different economic interpretation than CDF-based restricted stochastic dominance.
sivqr: Smoothed IV quantile regression (in Stata)
2020, submitted
paper | code/TeX/etc. | .bib
New Stata command; implements Kaplan and Sun (2017)
In Stata: issue command
net from http://faculty.missouri.edu/kaplandm
and follow instructions for installation (and email me if you have problems)
Comparing Latent Inequality with Ordinal Data
2020, submitted
(with Longhao Zhuo)
paper | code/TeX/etc. | .bib
New methods to compare two latent distributions (better? more dispersed?) when only ordinal data are available, without unrealistic assumptions.
Assessing Policy Effects with Unconditional Quantile Regression
2020, submitted
When does unconditional quantile regression estimate policy effects? Some conditions using conditional independence.
High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles
2020, submitted
(with Lonnie Hofmann)
paper | replication | .bib
Motivating further study in other settings, some results for continuity-corrected Bayesian bootstrap (Banks, 1988) confidence intervals for population quantiles:
(very) high-order accurate · exact in special cases · no smoothing parameter required
Unbiased Estimation as a Public Good
2019, submitted
An estimator's bias is relatively more important (compared to its variance) when contributing to the public body of scientific knowledge than for a single estimate.
Publications
Frequentist properties of Bayesian inequality tests
Forthcoming, Journal of Econometrics
(with Longhao Zhuo)
published | accepted | WP | 2015 WP | code | .bib
Characterizes Bayesian and frequentist differences on general inequality hypotheses, even when credible/confidence sets coincide.
distcomp: Comparing distributions
2019, Stata Journal
In Stata: issue command
net from http://faculty.missouri.edu/kaplandm
and follow instructions for installation (and email me if you have problems)
Smoothed GMM for quantile models
2019, Journal of Econometrics
(with Luciano de Castro, Antonio Galvao, and Xin Liu)
published | accepted | code | .bib
Extends smoothed IVQR estimation (Kaplan and Sun, 2017) to non-iid data, nonlinear and over-identified models. Quantile Euler equation empirical example.
Comparing distributions by multiple testing across quantiles or CDF values
2018, Journal of Econometrics
(with Matt Goldman)
published | accepted | supplement | 2016 WP | code | replication | .bib
Where do two distributions differ?
A new method to strongly control FWER while distributing power more evenly than the KS.
One-sample and two-sample; stepdown and pre-test refinements.
Extension to conditional distributions and regression discontinuity.
In Stata: issue command
net from http://faculty.missouri.edu/kaplandm
and follow instructions for installation (and email me if you have problems)
Stata Journal draft
Nonparametric inference on (conditional) quantile differences and linear combinations, using L-statistics
2018, Econometrics Journal
(with Matt Goldman)
2018 Denis Sargan Econometrics Prize
Selected for virtual issue on The Econometrics of Treatment Effects)
published | free/view-only | accepted | supplement | replication | code:unconditional | code:conditional | .bib | dissertation video
Nonparametric, high-order accurate CIs for: quantile differences between two populations (which are QTEs under certain assumptions); interquantile ranges; more general linear combinations of quantiles (and differences thereof); and conditional (on X) versions of each.
Fractional order statistic approximation for nonparametric conditional quantile inference
2017, Journal of Econometrics
(with Matt Goldman)
published | accepted | 2016 WP | supplement | code:unconditional | code:conditional | simulations | more sims | examples | .bib | dissertation video
Nonparametric CIs for quantiles and conditional quantiles, with high-order accuracy.
Smoothed estimating equations for instrumental variables quantile regression
2017, Econometric Theory
(with Yixiao Sun)
published | accepted | Matlab:estimator | R:estimator | replication | .bib
IV quantile regression: smoothing improves computation and high-order properties.
See also sivqr Stata command/paper
Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
2015, Journal of Econometrics
published | accepted | appendix 1 | appendix 2 | simulations | empirical | R code | R examples | MATLAB code | MATLAB examples | .bib
Studentized sample quantile: fixed-smoothing asymptotics is more accurate and suggests an "inference-optimal" bandwidth to maximize accuracy; practical advantage biggest near tails.
A computational approach to style in American poetry
2007, International Conference on Data Mining (ICDM)
(with David Blei)
published | longer draft | slides | code/app | .bib
Analyzing poetic texts: extracting orthographic, syntactic, and phonemic features. Visualizing and comparing poems in the corresponding vector space of features. ("One of the most thorough and sophisticated computing analysis of poems to date" rave Wang and Yang, 2015.)
Resting and Superseded Projects
2019, Optimal Smoothing in Divide-and-Conquer for Big Data
paper
| code
| .bib
2014, Nonparametric inference on quantile marginal effects
paper
| code
| simulations
| example
| .bib
2013, IDEAL inference on conditional quantiles: superseded by above papers "Fractional order statistic approximation for nonparametric conditional quantile inference" and "Nonparametric inference on conditional quantile treatment effects using L-statistics"
2013, IDEAL quantile inference via interpolated duals of exact analytic L-statistics: superseded by above papers "Fractional order statistic approximation for nonparametric conditional quantile inference" and "Nonparametric inference on conditional quantile treatment effects using L-statistics"
2011, Fixed-smoothing asymptotics and accurate F approximation using vector autoregressive variance matrix estimator (with Yixiao Sun)
paper
| .bib
Experiencing technical difficulties (error in proofs).
For curious grad students:
projects from my 2nd year in grad school
2010, Natural disasters and differential household effects: evidence from the May 2006 Java earthquake
paper
| slides
| .bib
Were poorer households hurt more? Examining direct and indirect mechanisms.
2009, summer research report examining data-dependent methods for sieve size selection in nonparametric IV estimation.