José Luis Montiel Olea

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The distributionally robust prediction error of the \(\sqrt{\mathrm{LASSO}}\) and related estimators The Annals of Statistics	2026-04-08	Paper
Double robustness of local projections and some unpleasant varithmetic Econometrica	2026-01-01	Paper
A Robust Test for Weak Instruments Journal of Business and Economic Statistics	2025-01-20	Paper
Robust machine learning algorithms for text analysis Quantitative Economics	2024-11-29	Paper
The A/B testing problem with Gaussian priors Journal of Economic Theory	2023-07-06	Paper
Competing Models The Quarterly Journal of Economics	2022-11-16	Paper
Local projection inference is simpler and more robust than you think Econometrica	2022-01-06	Paper
Inference in structural vector autoregressions identified with an external instrument Journal of Econometrics	2021-10-26	Paper
(Machine) learning parameter regions Journal of Econometrics	2021-05-04	Paper
Posterior distribution of nondifferentiable functions Journal of Econometrics	2020-06-18	Paper
Admissible, similar tests: a characterization Econometric Theory	2020-03-25	Paper
Marginal tax rates and income: new time series evidence The Quarterly Journal of Economics	2019-01-15	Paper
Axiomatization and Measurement of Quasi-Hyperbolic Discounting * The Quarterly Journal of Economics	2018-11-06	Paper
Delta-method inference for a class of set-identified SVARs Journal of Econometrics	2018-03-22	Paper

Research outcomes over time

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