| Publication | Date of Publication | Type |
|---|
| Inference in High-Dimensional Panel Models With an Application to Gun Control | 2025-01-20 | Paper |
| Post-Selection Inference for Generalized Linear Models With Many Controls | 2025-01-20 | Paper |
| Heterogeneity in the US gender wage gap | 2024-12-20 | Paper |
| Network and panel quantile effects via distribution regression | 2024-03-21 | Paper |
| Locally Robust Semiparametric Estimation | 2024-01-23 | Paper |
| Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence | 2023-11-16 | Paper |
| Inference for low-rank models | 2023-08-31 | Paper |
| Nearly optimal central limit theorem and bootstrap approximations in high dimensions | 2023-06-05 | Paper |
| An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls | 2023-03-14 | Paper |
| Uniform inference in high-dimensional Gaussian graphical models | 2023-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5053224 | 2022-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5054662 | 2022-11-29 | Paper |
| Inference on Causal and Structural Parameters using Many Moment Inequalities | 2022-11-09 | Paper |
| Posterior inference in curved exponential families under increasing dimensions | 2022-07-26 | Paper |
| Debiased machine learning of conditional average treatment effects and other causal functions | 2022-06-22 | Paper |
| Lasso-driven inference in time and space | 2021-09-28 | Paper |
| On cross-validated Lasso in high dimensions | 2021-09-28 | Paper |
| Semiparametric estimation of structural functions in nonseparable triangular models | 2021-06-03 | Paper |
| A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees | 2021-05-31 | Paper |
| Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S. | 2021-02-04 | Paper |
| Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes | 2020-08-03 | Paper |
| Conditional quantile processes based on series or many regressors | 2019-10-23 | Paper |
| Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models | 2019-08-27 | Paper |
| Nonseparable multinomial choice models in cross-section and panel data | 2019-07-01 | Paper |
| The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages | 2019-03-29 | Paper |
| Program Evaluation and Causal Inference With High-Dimensional Data | 2019-01-31 | Paper |
| Local Identification of Nonparametric and Semiparametric Models | 2019-01-29 | Paper |
| Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes | 2018-12-19 | Paper |
| Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework | 2018-10-25 | Paper |
| Inference on sets in finance | 2018-09-12 | Paper |
| Fragility of asymptotic agreement under Bayesian learning | 2018-09-11 | Paper |
| De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers | 2018-02-23 | Paper |
| Detailed proof of Nazarov's inequality | 2017-11-29 | Paper |
| Comment | 2017-10-13 | Paper |
| Central limit theorems and bootstrap in high dimensions | 2017-10-05 | Paper |
| Vector quantile regression beyond the specified case | 2017-09-18 | Paper |
| Monge-Kantorovich depth, quantiles, ranks and signs | 2017-05-02 | Paper |
| Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables | 2017-03-01 | Paper |
| Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings | 2016-11-02 | Paper |
| Instrumental quantile regression inference for structural and treatment effect models | 2016-06-10 | Paper |
| Vector quantile regression: an optimal transport approach | 2016-06-09 | Paper |
| Instrumental variable quantile regression: a robust inference approach | 2016-06-03 | Paper |
| Instrumental variable estimation of nonseparable models | 2016-05-09 | Paper |
| Constrained Conditional Moment Restriction Models | 2015-09-21 | Paper |
| Some new asymptotic theory for least squares series: pointwise and uniform results | 2015-08-31 | Paper |
| Nonparametric identification in panels using quantiles | 2015-08-13 | Paper |
| Comparison and anti-concentration bounds for maxima of Gaussian random vectors | 2015-06-19 | Paper |
| Quantile regression with censoring and endogeneity | 2015-05-29 | Paper |
| Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems | 2015-04-24 | Paper |
| Anti-concentration and honest, adaptive confidence bands | 2014-12-12 | Paper |
| Gaussian approximation of suprema of empirical processes | 2014-10-17 | Paper |
| Pivotal estimation via square-root lasso in nonparametric regression | 2014-07-03 | Paper |
| Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors | 2014-04-04 | Paper |
| Inference on Counterfactual Distributions | 2014-02-24 | Paper |
| Inference on causal and structural parameters using many moment inequalities | 2013-12-29 | Paper |
| Sparse models and methods for optimal instruments with an application to eminent domain | 2013-11-08 | Paper |
| Average and quantile effects in nonseparable panel models | 2013-11-04 | Paper |
| Intersection bounds: estimation and inference | 2013-11-04 | Paper |
| Least squares after model selection in high-dimensional sparse models | 2013-05-30 | Paper |
| Inference for best linear approximations to set identified functions | 2012-12-21 | Paper |
| Square-root lasso: pivotal recovery of sparse signals via conic programming | 2011-12-28 | Paper |
| Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks | 2011-06-30 | Paper |
| \(\ell_1\)-penalized quantile regression in high-dimensional sparse models | 2011-04-05 | Paper |
| Set identification and sensitivity analysis with Tobin regressors | 2011-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580540 | 2010-08-13 | Paper |
| Quantile and Probability Curves Without Crossing | 2010-08-03 | Paper |
| Rearranging Edgeworth-Cornish-Fisher expansions | 2010-02-19 | Paper |
| Improving point and interval estimators of monotone functions by rearrangement | 2009-09-29 | Paper |
| On the computational complexity of MCMC-based estimators in large samples | 2009-07-22 | Paper |
| Posterior Inference in Curved Exponential Families under Increasing Dimensions | 2009-04-20 | Paper |
| Estimation and Confidence Regions for Parameter Sets in Econometric Models | 2008-02-15 | Paper |
| Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure | 2006-09-25 | Paper |
| Likelihood Estimation and Inference in a Class of Nonregular Econometric Models | 2006-06-16 | Paper |
| Extremal quantile regression | 2005-09-12 | Paper |
| Three-Step Censored Quantile Regression and Extramarital Affairs | 2004-06-10 | Paper |
| An MCMC approach to classical estimation. | 2003-08-07 | Paper |
