| Publication | Date of Publication | Type |
|---|
Inference in High-Dimensional Panel Models With an Application to Gun Control
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Post-Selection Inference for Generalized Linear Models With Many Controls
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Heterogeneity in the US gender wage gap
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
Network and panel quantile effects via distribution regression
Journal of Econometrics | 2024-03-21 | Paper |
Locally Robust Semiparametric Estimation
Econometrica | 2024-01-23 | Paper |
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
Quantitative Economics | 2023-11-16 | Paper |
Inference for low-rank models
The Annals of Statistics | 2023-08-31 | Paper |
Nearly optimal central limit theorem and bootstrap approximations in high dimensions
The Annals of Applied Probability | 2023-06-05 | Paper |
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
Journal of the American Statistical Association | 2023-03-14 | Paper |
Uniform inference in high-dimensional Gaussian graphical models
Biometrika | 2023-03-01 | Paper |
scientific article; zbMATH DE number 7626735 (Why is no real title available?)
| 2022-12-06 | Paper |
scientific article; zbMATH DE number 7625206 (Why is no real title available?)
| 2022-11-29 | Paper |
Inference on Causal and Structural Parameters using Many Moment Inequalities
Review of Economic Studies | 2022-11-09 | Paper |
Posterior inference in curved exponential families under increasing dimensions
Econometrics Journal | 2022-07-26 | Paper |
Debiased machine learning of conditional average treatment effects and other causal functions
Econometrics Journal | 2022-06-22 | Paper |
Lasso-driven inference in time and space
The Annals of Statistics | 2021-09-28 | Paper |
On cross-validated Lasso in high dimensions
The Annals of Statistics | 2021-09-28 | Paper |
Semiparametric estimation of structural functions in nonseparable triangular models
Quantitative Economics | 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.
Journal of Econometrics | 2021-02-04 | Paper |
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Journal of the American Statistical Association | 2020-08-03 | Paper |
Conditional quantile processes based on series or many regressors
Journal of Econometrics | 2019-10-23 | Paper |
Valid post-selection inference in high-dimensional approximately sparse quantile regression models
Journal of the American Statistical Association | 2019-08-27 | Paper |
Nonseparable multinomial choice models in cross-section and panel data
Journal of Econometrics | 2019-07-01 | Paper |
The sorted effects method: discovering heterogeneous effects beyond their averages
Econometrica | 2019-03-29 | Paper |
Program evaluation and causal inference with high-dimensional data
Econometrica | 2019-01-31 | Paper |
Local identification of nonparametric and semiparametric models
Econometrica | 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
The Annals of Statistics | 2018-10-25 | Paper |
Inference on sets in finance
Quantitative Economics | 2018-09-12 | Paper |
Fragility of asymptotic agreement under Bayesian learning
Theoretical Economics | 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
Journal of the American Statistical Association | 2017-10-13 | Paper |
Central limit theorems and bootstrap in high dimensions
The Annals of Probability | 2017-10-05 | Paper |
Vector quantile regression beyond the specified case
Journal of Multivariate Analysis | 2017-09-18 | Paper |
Monge-Kantorovich depth, quantiles, ranks and signs
The Annals of Statistics | 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
Stochastic Processes and their Applications | 2016-11-02 | Paper |
Instrumental quantile regression inference for structural and treatment effect models
Journal of Econometrics | 2016-06-10 | Paper |
Vector quantile regression: an optimal transport approach
The Annals of Statistics | 2016-06-09 | Paper |
Instrumental variable quantile regression: a robust inference approach
Journal of Econometrics | 2016-06-03 | Paper |
Instrumental variable estimation of nonseparable models
Journal of Econometrics | 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
Journal of Econometrics | 2015-08-31 | Paper |
Nonparametric identification in panels using quantiles
Journal of Econometrics | 2015-08-13 | Paper |
Comparison and anti-concentration bounds for maxima of Gaussian random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2015-06-19 | Paper |
Quantile regression with censoring and endogeneity
Journal of Econometrics | 2015-05-29 | Paper |
Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
Biometrika | 2015-04-24 | Paper |
Anti-concentration and honest, adaptive confidence bands
The Annals of Statistics | 2014-12-12 | Paper |
Gaussian approximation of suprema of empirical processes
The Annals of Statistics | 2014-10-17 | Paper |
Pivotal estimation via square-root lasso in nonparametric regression
The Annals of Statistics | 2014-07-03 | Paper |
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
The Annals of Statistics | 2014-04-04 | Paper |
Inference on counterfactual distributions
Econometrica | 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
Econometrica | 2013-11-08 | Paper |
Average and quantile effects in nonseparable panel models
Econometrica | 2013-11-04 | Paper |
Intersection bounds: estimation and inference
Econometrica | 2013-11-04 | Paper |
Least squares after model selection in high-dimensional sparse models
Bernoulli | 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
Biometrika | 2011-12-28 | Paper |
Inference for extremal conditional quantile models, with an application to market and birthweight risks
Review of Economic Studies | 2011-06-30 | Paper |
\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
The Annals of Statistics | 2011-04-05 | Paper |
Set identification and sensitivity analysis with Tobin regressors
Quantitative Economics | 2011-02-04 | Paper |
scientific article; zbMATH DE number 5769855 (Why is no real title available?)
| 2010-08-13 | Paper |
Quantile and probability curves without crossing
Econometrica | 2010-08-03 | Paper |
Rearranging Edgeworth-Cornish-Fisher expansions
Economic Theory | 2010-02-19 | Paper |
Improving point and interval estimators of monotone functions by rearrangement
Biometrika | 2009-09-29 | Paper |
On the computational complexity of MCMC-based estimators in large samples
The Annals of Statistics | 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
Econometrica | 2008-02-15 | Paper |
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
Econometrica | 2006-09-25 | Paper |
Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
Econometrica | 2006-06-16 | Paper |
Extremal quantile regression
The Annals of Statistics | 2005-09-12 | Paper |
Three-Step Censored Quantile Regression and Extramarital Affairs
Journal of the American Statistical Association | 2004-06-10 | Paper |
An MCMC approach to classical estimation.
Journal of Econometrics | 2003-08-07 | Paper |
