| A quantile correlated random coefficients panel data model BS Graham, J Hahn, A Poirier, JL Powell Journal of Econometrics 206 (2), 305-335, 2018 | 114* | 2018 |
| Identification of treatment effects under conditional partial independence MA Masten, A Poirier Econometrica 86 (1), 317-351, 2018 | 81 | 2018 |
| Inference on breakdown frontiers MA Masten, A Poirier Quantitative Economics 11 (1), 41-111, 2020 | 68 | 2020 |
| Assessing omitted variable bias when the controls are endogenous P Diegert, MA Masten, A Poirier arXiv preprint arXiv:2206.02303, 2022 | 67 | 2022 |
| Salvaging falsified instrumental variable models MA Masten, A Poirier Econometrica 89 (3), 1449-1469, 2021 | 56 | 2021 |
| Assessing sensitivity to unconfoundedness: Estimation and inference MA Masten, A Poirier, L Zhang Journal of Business & Economic Statistics 42 (1), 1-13, 2024 | 30 | 2024 |
| GMM quantile regression S Firpo, AF Galvao, C Pinto, A Poirier, G Sanroman Journal of Econometrics 230 (2), 432-452, 2022 | 28 | 2022 |
| Quantile regression random effects AF Galvao, A Poirier Annals of Economics and Statistics, 109-148, 2019 | 21 | 2019 |
| The effect of omitted variables on the sign of regression coefficients MA Masten, A Poirier arXiv preprint arXiv:2208.00552, 2022 | 20 | 2022 |
| Identification and estimation of partial effects in nonlinear semiparametric panel models L Liu, A Poirier, JL Shiu Journal of Econometrics, 105860, 2024 | 17* | 2024 |
| Efficient estimation in models with independence restrictions A Poirier Journal of Econometrics 196 (1), 1-22, 2017 | 13 | 2017 |
| How should the graduate economics core be changed? JM Abito, K Borovickova, H Golden, J Goldin, MA Masten, M Morin, ... The Journal of Economic Education 42 (4), 414-417, 2011 | 12 | 2011 |
| Partial independence in nonseparable models M Masten, A Poirier Available at SSRN 2797364, 2016 | 9 | 2016 |
| Choosing exogeneity assumptions in potential outcome models MA Masten, A Poirier The Econometrics Journal 26 (3), 327-349, 2023 | 7* | 2023 |
| Estimation of models with multiple-valued explanatory variables A Poirier, NL Ziebarth Journal of Business & Economic Statistics 37 (4), 586-597, 2019 | 6 | 2019 |
| TESENSITIVITY: Stata module for assessing sensitivity to the unconfoundedness assumption L Zhang, P Diegert, M Masten, A Poirier Boston College Department of Economics, 2021 | 3* | 2021 |
| Regsensitivity: stata module for regression sensitivity analysis P Diegert, M Masten, A Poirier Boston College Department of Economics, 2022 | 2 | 2022 |
| Supplemental appendix to A quantile correlated random coefficients panel data model BS Graham, J Hahn, A Poirier, JL Powell Mimeo, 2016 | 2 | 2016 |
| Quantifying the Internal Validity of Weighted Estimands A Poirier, T Słoczyński arXiv preprint arXiv:2404.14603, 2024 | 1 | 2024 |
| Supplement to ‘Inference on breakdown frontiers’ MA Masten, A Poirier Quantitative Economics Supplemental Material 11, 2020 | 1 | 2020 |
Matthew A MastenDuke UniversityVerified email at duke.edu
