headshot photo

David M. Kaplan

Assistant Professor, Economics

University of Missouri

kaplandm@missouri.edu

Office #227 Professional Bldg

Working Papers

2019, Comparing latent inequality with ordinal health data (with Longhao Zhuo; submitted)

[paper] | [code] | [.bib]
Goal: compare two latent health distributions (better? more dispersed?) when only ordinal data are available, without unrealistic assumptions, with statistical inference.

2019, Frequentist size of Bayesian inequality tests (with Longhao Zhuo; submitted)

[paper] | [2015 WP] | [code] | [.bib]
Goal: characterize Bayesian and frequentist differences on general inequality hypotheses, even when credible/confidence sets coincide.

Publications

Forthcoming, distcomp: Comparing distributions, Stata Journal

[accepted] | [.bib]
In Stata: issue command
net from http://faculty.missouri.edu/~kaplandm
and follow instructions for installation (and email me if you have problems)

Forthcoming, Smoothed GMM for quantile models (with Luciano de Castro, Antonio Galvao, and Xin Liu), Journal of Econometrics

[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.

2018, Comparing distributions by multiple testing across quantiles or CDF values (with Matt Goldman), Journal of Econometrics

[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]

2018, Nonparametric inference on (conditional) quantile differences and linear combinations, using L-statistics (with Matt Goldman), Econometrics Journal

[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.

2017, Fractional order statistic approximation for nonparametric conditional quantile inference (with Matt Goldman), Journal of Econometrics

[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.

2017, Smoothed estimating equations for instrumental variables quantile regression (with Yixiao Sun), Econometric Theory

[published] | [accepted] | [Matlab:estimator] | [R:estimator] | [replication] | [.bib]
IV quantile regression: smoothing improves computation and high-order properties.

2015, Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion, 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.

2007, A computational approach to style in American poetry (with David Blei), ICDM 2007.

[IEEE page] | [paper] | [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] | [.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.