“Adaptive testing on a regression function at a point,” Annals of Statistics, 2015, 43(5), 2086–2101, working paper version here “Multiscale adaptive inference on conditional moment inequalities,” with Hock Peng Chan, Journal of Econometrics, 2016, 194(1), 24-43, working paper version here Previous drafts: Aug 2015 (with supplementary appendix), Aug 2014 (with supplementary appendix), Jul 2013 (with supplementary appendix), Feb 2012 “Large market asymptotics for differentiated product demand estimators with economic models of supply,” Econometrica, 2016, 84(5), 1961-1980. “Unbiased instrumental variables estimation under known first‐stage sign,” with Isaiah Andrews, Quantitative Economics, 2017, 8(2), 479–503, working paper version here, with supplementary appendix “A simple adjustment for bandwidth snooping”, with Michal Kolesár, Review of Economic Studies, 2018, 85(2), 732–65, R package, working paper version here, with supplementary appendix “On the choice of test statistic for conditional moment inequalities,” Journal of Econometrics, 2018, 203(2): 241–55, working paper version here, with supplementary appendix “Optimal Inference in a Class of Regression Models,” with Michal Kolesár, Econometrica, 2018, 86(2), 655–683, R package, Stata package, working paper version here, with supplementary appendix “Simple and Honest Confidence Intervals in Nonparametric Regression,” with Michal Kolesár, Quantitative Economics, 2020, 11(1), 1–39, R package, Stata package, working paper version here, with supplementary appendix “Sensitivity Analysis using Approximate Moment Condition Models,” with Michal Kolesár, Quantitative Economics, 2021, 12(1), 77–108, R package, working paper version here, with supplementary appendix “Adaptation Bounds for Confidence Bands under Self-Similarity,” Bernoulli, 2021, 27(2), 1348–1370, working paper version here “Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,”, with Michal Kolesár, Econometrica, 2021, 89(3), 1141–1177, R package, working paper version here R package, Matlab code, Stata package, working paper version here, with supplementary appendix. “Robust Empirical Bayes Confidence Intervals,” with Michal Kolesár and Mikkel Plagborg-Møller, Econometrica, 90, no.
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