| Publication | Date of Publication | Type |
|---|
Functional sequential treatment allocation with covariates
Econometric Theory | 2025-01-20 | Paper |
A Ridge-Regularized Jackknifed Anderson-Rubin Test
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
Statistics & Probability Letters | 2024-07-29 | Paper |
Treatment recommendation with distributional targets
Journal of Econometrics | 2023-06-09 | Paper |
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
Bernoulli | 2023-06-02 | Paper |
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
Bernoulli | 2023-06-02 | Paper |
Functional Sequential Treatment Allocation
Journal of the American Statistical Association | 2023-03-09 | Paper |
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Econometric Reviews | 2022-06-07 | Paper |
Lassoing the determinants of retirement
Econometric Reviews | 2022-06-07 | Paper |
Oracle inequalities for convex loss functions with nonlinear targets
Econometric Reviews | 2022-06-07 | Paper |
Oracle inequalities for convex loss functions with nonlinear targets
Econometric Reviews | 2022-06-07 | Paper |
| Superconsistency of Tests in High Dimensions | 2021-06-07 | Paper |
Inference in partially identified models with many moment inequalities using Lasso
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Power in high-dimensional testing problems
Econometrica | 2019-07-19 | Paper |
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Econometric Theory | 2019-05-31 | Paper |
| High Dimensional Linear GMM | 2018-11-21 | Paper |
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Journal of Econometrics | 2018-03-22 | Paper |
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Journal of Econometrics | 2018-03-22 | Paper |
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Journal of Econometrics | 2016-09-13 | Paper |
Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions
Econometric Theory | 2016-02-23 | Paper |
Oracle inequalities for high dimensional vector autoregressions
Journal of Econometrics | 2015-08-31 | Paper |
Forecasting with universal approximators and a learning algorithm
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Oracle efficient variable selection in random and fixed effects panel data models
Econometric Theory | 2013-04-29 | Paper |
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
(available as arXiv preprint) | N/A | Paper |
