Timothy Armstrong
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Timothy B Armstrong & Michal Kolesár, 2018.
"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
Mentioned in:
- A Simple Adjustment for Bandwidth Snooping (REStud 2018) in ReplicationWiki ()
Working papers
- Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020.
"Robust Empirical Bayes Confidence Intervals,"
Papers
2004.03448, arXiv.org, revised May 2022.
Cited by:
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018.
"Inference on winners,"
CeMMAP working papers
CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018. "Inference on winners," CeMMAP working papers CWP73/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2020. "Inference on winners," CeMMAP working papers CWP43/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference on Winners," NBER Working Papers 25456, National Bureau of Economic Research, Inc.
- Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.
- Evan T.R. Rosenman & Guillaume Basse & Art B. Owen & Mike Baiocchi, 2023. "Combining observational and experimental datasets using shrinkage estimators," Biometrics, The International Biometric Society, vol. 79(4), pages 2961-2973, December.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2018.
"Inference on winners,"
CeMMAP working papers
CWP31/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020.
"Bias-Aware Inference in Regularized Regression Models,"
Working Papers
2020-2, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
Cited by:
- Kaspar Wuthrich & Ying Zhu, 2019. "Omitted variable bias of Lasso-based inference methods: A finite sample analysis," Papers 1903.08704, arXiv.org, revised Sep 2021.
- Philipp Ketz & Adam Mccloskey, 2021.
"Short and Simple Confidence Intervals when the Directions of Some Effects are Known,"
Working Papers
hal-03388199, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Post-Print halshs-03957242, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," PSE-Ecole d'économie de Paris (Postprint) halshs-03957242, HAL.
- Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
- Timothy B. Armstrong & Michal Koles'ar, 2018.
"Sensitivity Analysis using Approximate Moment Condition Models,"
Papers
1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2020. "Sensitivity Analysis using Approximate Moment Condition Models," Working Papers 2020-28, Princeton University. Economics Department..
Cited by:
- Stefano Della & Jörg Heining & Johannes F Schmieder & Simon Trenkle, 2023.
"Evidence on Job Search Models from a Survey of Unemployed Workers in Germany,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(2), pages 1181-1232.
- DellaVigna, Stefano & Heining, Jörg & Schmieder, Johannes F. & Trenkle, Simon, 2020. "Evidence on job search models from a survey of unemployed workers in Germany," IAB-Discussion Paper 202013, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- DellaVigna, Stefano & Heining, Jörg & Schmieder, Johannes F. & Trenkle, Simon, 2020. "Evidence on Job Search Models from a Survey of Unemployed Workers in Germany," IZA Discussion Papers 13189, Institute of Labor Economics (IZA).
- Stefano DellaVigna & Jörg Heining & Johannes F. Schmieder & Simon Trenkle, 2020. "Evidence on Job Search Models from a Survey of Unemployed Workers in Germany," NBER Working Papers 27037, National Bureau of Economic Research, Inc.
- Keisuke Hirano & Jack R. Porter, 2023. "Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits," Papers 2302.03117, arXiv.org.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019.
"A Doubly Corrected Robust Variance Estimator for Linear GMM,"
Papers
1908.07821, arXiv.org, revised May 2020.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Working Papers 274731767, Lancaster University Management School, Economics Department.
- Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022. "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, vol. 229(2), pages 276-298.
- Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Discussion Papers 2019-08, School of Economics, The University of New South Wales.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2018.
"On the Informativeness of Descriptive Statistics for Structural Estimates,"
NBER Working Papers
25217, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "On the Informativeness of Descriptive Statistics for Structural Estimates," Econometrica, Econometric Society, vol. 88(6), pages 2231-2258, November.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "On the Informativeness of Descriptive Statistics for Structural Estimates," Working Papers 2020-06, Brown University, Department of Economics.
- Timothy B. Armstrong & Michal Kolesár, 2020.
"Sensitivity Analysis using Approximate Moment Condition Models,"
Working Papers
2020-28, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
- de Paula, Aureo, 2020.
"The Informativeness of Estimation Moments,"
CEPR Discussion Papers
14298, C.E.P.R. Discussion Papers.
- Bo E. Honore & Thomas H. Jørgensen & Aureo de Paula, 2020. "The Informativeness of Estimation Moments," Working Papers 2020-70, Princeton University. Economics Department..
- Bo Honore & Thomas Jorgensen & Aureo de Paula, 2019. "The Informativeness of Estimation Moments," Papers 1907.02101, arXiv.org, revised Jan 2020.
- Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2020. "The Informativeness of Estimation Moments," CeMMAP working papers CWP3/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bo Honoré & Thomas Jørgensen & Áureo de Paula, 2020. "The informativeness of estimation moments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 797-813, November.
- Philipp Eisenhauer & Lena Janys & Christopher Walsh & Janós Gabler, 2023. "Structural Models for Policy-Making," CRC TR 224 Discussion Paper Series crctr224_2023_484, University of Bonn and University of Mannheim, Germany.
- Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
- Stéphane Bonhomme, 2020. "A Comment on: “On the Informativeness of Descriptive Statistics for Structural Estimates” by Isaiah Andrews, Matthew Gentzkow, and Jesse M. Shapiro," Econometrica, Econometric Society, vol. 88(6), pages 2259-2264, November.
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
- Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020.
"Bias-Aware Inference in Regularized Regression Models,"
Working Papers
2020-2, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
- Thomas H. Jørgensen, 2021.
"Sensitivity to Calibrated Parameters,"
CEBI working paper series
20-14, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Thomas Jorgensen, 2020. "Sensitivity to Calibrated Parameters," CeMMAP working papers CWP16/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Thomas H. J{o}rgensen, 2020. "Sensitivity to Calibrated Parameters," Papers 2004.12100, arXiv.org, revised Mar 2021.
- Thomas H. Jørgensen, 2023. "Sensitivity to Calibrated Parameters," The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 474-481, March.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020.
"Transparency in Structural Research,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(4), pages 711-722, October.
- Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2020. "Transparency in Structural Research," NBER Working Papers 26631, National Bureau of Economic Research, Inc.
- Hahn, Jinyong & Hausman, Jerry & Kim, Jeonghwan, 2021. "A small sigma approach to certain problems in errors-in-variables models," Economics Letters, Elsevier, vol. 208(C).
- Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Jul 2023.
- Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
- Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
- Roy Allen & John Rehbeck, 2020. "Counterfactual and Welfare Analysis with an Approximate Model," Papers 2009.03379, arXiv.org.
- Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.
- Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
- Timothy B. Armstrong, 2018.
"Adaptation Bounds for Confidence Bands under Self-Similarity,"
Cowles Foundation Discussion Papers
2146, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2018. "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers 2146R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
Cited by:
- Timothy B. Armstrong, 2018.
"Adaptation Bounds for Confidence Bands under Self-Similarity,"
Cowles Foundation Discussion Papers
2146, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2018. "Adaptation Bounds for Confidence Bands under Self-Similarity," Cowles Foundation Discussion Papers 2146R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
- Timothy B. Armstrong, 2017.
"On the Choice of Test Statistic for Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1960R2, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
- Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2014. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960, Cowles Foundation for Research in Economics, Yale University.
Cited by:
- Le-Yu Chen & Sokbae (Simon) Lee, 2015.
"Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models,"
CeMMAP working papers
CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 51/17, Institute for Fiscal Studies.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Timothy B. Armstrong & Hock Peng Chan, 2013.
"Multiscale Adaptive Inference on Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016. "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
- Evan K. Rose & Yotam Shem-Tov, 2021. "On Recoding Ordered Treatments as Binary Indicators," Papers 2111.12258, arXiv.org, revised Mar 2024.
- Timothy B. Armstrong & Michal Koles'ar, 2017.
"Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,"
Papers
1712.04594, arXiv.org, revised Jan 2021.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2018.
Cited by:
- Zichen Deng & Maarten Lindeboom, 2021. "Early-life Famine Exposure, Hunger Recall and Later-life Health," Tinbergen Institute Discussion Papers 21-054/V, Tinbergen Institute.
- Zichen Deng & Maarten Lindeboom, 2022. "Early‐life famine exposure, hunger recall, and later‐life health," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 771-787, June.
- Huiming Zhang & Haoyu Wei & Guang Cheng, 2023. "Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm," Papers 2303.07287, arXiv.org, revised Jan 2024.
- Timothy B. Armstrong & Michal Kolesár, 2020.
"Sensitivity Analysis using Approximate Moment Condition Models,"
Working Papers
2020-28, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
- Kohei Yata, 2021. "Optimal Decision Rules Under Partial Identification," Papers 2111.04926, arXiv.org, revised Aug 2023.
- Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
- Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020.
"Bias-Aware Inference in Regularized Regression Models,"
Working Papers
2020-2, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
- D’Amour, Alexander & Ding, Peng & Feller, Avi & Lei, Lihua & Sekhon, Jasjeet, 2021. "Overlap in observational studies with high-dimensional covariates," Journal of Econometrics, Elsevier, vol. 221(2), pages 644-654.
- Susan Athey & Stefan Wager, 2021.
"Policy Learning With Observational Data,"
Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
- Susan Athey & Stefan Wager, 2017. "Policy Learning with Observational Data," Papers 1702.02896, arXiv.org, revised Sep 2020.
- Sokbae Lee & Martin Weidner, 2021. "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers 2111.05243, arXiv.org, revised Dec 2023.
- Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022. "Double Robust Bayesian Inference on Average Treatment Effects," Papers 2211.16298, arXiv.org, revised Feb 2024.
- Zhexiao Lin & Peng Ding & Fang Han, 2023. "Estimation Based on Nearest Neighbor Matching: From Density Ratio to Average Treatment Effect," Econometrica, Econometric Society, vol. 91(6), pages 2187-2217, November.
- Cl'ement de Chaisemartin, 2021. "Trading-off Bias and Variance in Stratified Experiments and in Matching Studies, Under a Boundedness Condition on the Magnitude of the Treatment Effect," Papers 2105.08766, arXiv.org, revised Jan 2024.
- Deng, Zichen & Lindeboom, Maarten, 2021. "Early-Life Famine Exposure, Hunger Recall and Later-Life Health," IZA Discussion Papers 14487, Institute of Labor Economics (IZA).
- Ferman, Bruno, 2017.
"Matching Estimators with Few Treated and Many Control Observations,"
MPRA Paper
78940, University Library of Munich, Germany.
- Ferman, Bruno, 2021. "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, vol. 225(2), pages 295-307.
- Bruno Ferman, 2019. "Matching Estimators with Few Treated and Many Control Observations," Papers 1909.05093, arXiv.org, revised Mar 2021.
- Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
- Laurent Davezies & Xavier D'Haultfoeuille & Louise Laage, 2021. "Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models," Papers 2105.00879, arXiv.org, revised Oct 2022.
- Dmitry Arkhangelsky & David Hirshberg, 2023. "Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables," Papers 2311.13575, arXiv.org, revised Dec 2023.
- Max Cytrynbaum, 2021. "Optimal Stratification of Survey Experiments," Papers 2111.08157, arXiv.org, revised Aug 2023.
- Timothy B. Armstrong & Michal Koles�r, 2016.
"Simple and Honest Confidence Intervals in Nonparametric Regression,"
Cowles Foundation Discussion Papers
2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
- Timothy B. Armstrong & Michal Kolesár, 2020. "Simple and honest confidence intervals in nonparametric regression," Quantitative Economics, Econometric Society, vol. 11(1), pages 1-39, January.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R3, Cowles Foundation for Research in Economics, Yale University, revised Aug 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
Cited by:
- Matias D. Cattaneo & Rocio Titiunik, 2021.
"Regression Discontinuity Designs,"
Papers
2108.09400, arXiv.org, revised Feb 2022.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019. "The Regression Discontinuity Design," Papers 1906.04242, arXiv.org, revised Jun 2020.
- Matias D. Cattaneo & Rocío Titiunik, 2022. "Regression Discontinuity Designs," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 821-851, August.
- Pesola, Hanna Onerva & Sarvimäki, Matti, 2022. "Intergenerational Spillovers of Integration Policies: Evidence from Finland’s Integration Plans," IZA Discussion Papers 15310, Institute of Labor Economics (IZA).
- He, Yang & Bartalotti, Otávio, 2020.
"Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals,"
ISU General Staff Papers
202005010700001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
- Yang He & Otávio Bartalotti, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals [Using Maimonides’ rule to estimate the effect of class size on scholastic achievemen," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 211-231.
- Stéphane Bonhomme & Martin Weidner, 2020. "Minimizing Sensitivity to Model Misspecification," CeMMAP working papers CWP37/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
- Matti Sarvimäki & Hanna Pesola, 2022. "Intergenerational Spillovers of Integration Policies: Evidence from Finland’s Integration Plans," RF Berlin - CReAM Discussion Paper Series 2212, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
- Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
- Guastavino, Carlos & Miranda, Alvaro & Montero, Rodrigo, 2021. "Rank effect in bureaucrat recruitment," European Journal of Political Economy, Elsevier, vol. 68(C).
- Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
- Bugni, Federico A. & Canay, Ivan A., 2021.
"Testing continuity of a density via g-order statistics in the regression discontinuity design,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 138-159.
- Federico A. Bugni & Ivan A. Canay, 2018. "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers 1803.07951, arXiv.org, revised Feb 2020.
- Federico A. Bugni & Ivan A. Canay, 2018. "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers CWP20/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- David N. Figlio & Krzysztof Karbownik & Umut Özek, 2023.
"Sibling Spillovers May Enhance the Efficacy of Targeted School Policies,"
NBER Working Papers
31406, National Bureau of Economic Research, Inc.
- Figlio, David N. & Karbownik, Krzysztof & Özek, Umut, 2023. "Sibling Spillovers May Enhance the Efficacy of Targeted School Policies," IZA Discussion Papers 16250, Institute of Labor Economics (IZA).
- David Figlio & Krzysztof Karbownik & Umut Özek & David N. Figlio, 2023. "Sibling Spillovers May Enhance the Efficacy of Targeted School Policies," CESifo Working Paper Series 10526, CESifo.
- Federico Crippa, 2024. "Manipulation Test for Multidimensional RDD," Papers 2402.10836, arXiv.org.
- Yingying Dong & Michal Kolesár, 2023. "When can we ignore measurement error in the running variable?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 735-750, August.
- Mueller, Clemens, 2023. "Reacting to Early Failure in University: Evidence from a Regression Discontinuity Design," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277620, Verein für Socialpolitik / German Economic Association.
- Patrizia Ordine & Giuseppe Rose, 2019. "Early entry, age-at-test, and schooling attainment: evidence from Italian primary schools," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(3), pages 761-784, October.
- Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2019.
"Inference for first-price auctions with Guerre, Perrigne, and Vuong’s estimator,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
- Ma, Jun & Marmer, Vadim & Shneyerov, Artyom, 2016. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's estimator," Microeconomics.ca working papers vadim_marmer-2016-4, Vancouver School of Economics, revised 19 Jan 2019.
- Jun Ma & Vadim Marmer & Artyom Shneyerov, 2019. "Inference for First-Price Auctions with Guerre, Perrigne, and Vuong's Estimator," Papers 1903.06401, arXiv.org.
- Freyberger, Joachim & Rai, Yoshiyasu, 2018. "Uniform confidence bands: Characterization and optimality," Journal of Econometrics, Elsevier, vol. 204(1), pages 119-130.
- Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
- Giuseppe Rose & Desiré De Luca, 2024. "Health Concerns And Consumption Expectations During Covid-19: Evidence From A Fuzzy Regression Discontinuity Design," Working Papers 202401, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Tomasz Olma, 2021. "Nonparametric Estimation of Truncated Conditional Expectation Functions," Papers 2109.06150, arXiv.org.
- Samantha E. Clark & Ruth Etzioni & Jerry Radich & Zachary Marcum & Anirban Basu, 2023. "The price elasticity of Gleevec in patients with Chronic Myeloid Leukemia enrolled in Medicare Part D: Evidence from a regression discontinuity design," Papers 2305.06076, arXiv.org.
- Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
- Dean Eckles & Nikolaos Ignatiadis & Stefan Wager & Han Wu, 2020. "Noise-Induced Randomization in Regression Discontinuity Designs," Papers 2004.09458, arXiv.org, revised Nov 2023.
- Timothy B. Armstrong & Michal Koles�r, 2016.
"Optimal Inference in a Class of Regression Models,"
Cowles Foundation Discussion Papers
2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
- Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
Cited by:
- Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2020.
"Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments,"
CESifo Working Paper Series
8137, CESifo.
- Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2019. "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," NBER Working Papers 26562, National Bureau of Economic Research, Inc.
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022.
"Robust Empirical Bayes Confidence Intervals,"
Working Papers
2022-27, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Yi Zhang & Eli Ben-Michael & Kosuke Imai, 2022. "Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs," Papers 2208.13323, arXiv.org, revised Jul 2023.
- Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen, 2021.
"Visual Inference and Graphical Representation in Regression Discontinuity Designs,"
Papers
2112.03096, arXiv.org, revised Jan 2023.
- Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen, 2020. "Visual Inference and Graphical Representation in Regression Discontinuity Designs," Working Papers 638, Princeton University, Department of Economics, Industrial Relations Section..
- Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen, 2023. "Visual Inference and Graphical Representation in Regression Discontinuity Designs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(3), pages 1977-2019.
- Korting, Christina & Lieberman, Carl & Matsudaira, Jordan & Pei, Zhuan & Shen, Yi, 2021. "Visual Inference and Graphical Representation in Regression Discontinuity Designs," IZA Discussion Papers 14923, Institute of Labor Economics (IZA).
- Paul Goldsmith-Pinkham & Karen Jiang & Zirui Song & Jacob Wallace, 2022.
"Measuring Changes in Disparity Gaps: An Application to Health Insurance,"
Papers
2201.05672, arXiv.org.
- Paul Goldsmith-Pinkham & Karen Jiang & Zirui Song & Jacob Wallace, 2022. "Measuring Changes in Disparity Gaps: An Application to Health Insurance," AEA Papers and Proceedings, American Economic Association, vol. 112, pages 356-360, May.
- Chenchuan (Mark) Li & Ulrich K. Müller, 2021. "Linear regression with many controls of limited explanatory power," Quantitative Economics, Econometric Society, vol. 12(2), pages 405-442, May.
- Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022.
"Regression discontinuity design with potentially many covariates,"
STICERD - Econometrics Paper Series
626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Papers 2109.08351, arXiv.org, revised Feb 2024.
- Myung Hwan Seo & Yoichi Arai & Taisuke Otsu, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Working Paper Series no142, Institute of Economic Research, Seoul National University.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Xu, Ke-Li, 2020. "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 218(2), pages 532-560.
- Timothy B. Armstrong & Michal Kolesár, 2020.
"Sensitivity Analysis using Approximate Moment Condition Models,"
Working Papers
2020-28, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
- He, Yang & Bartalotti, Otávio, 2020.
"Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals,"
ISU General Staff Papers
202005010700001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals," ISU General Staff Papers 201903010800001071, Iowa State University, Department of Economics.
- He, Yang & Bartalotti, Otávio, 2019. "Wild Bootstrap for Fuzzy Regression Discontinuity Designs: Obtaining Robust Bias-Corrected Confidence Intervals," IZA Discussion Papers 12801, Institute of Labor Economics (IZA).
- Yang He & Otávio Bartalotti, 2020. "Wild bootstrap for fuzzy regression discontinuity designs: obtaining robust bias-corrected confidence intervals [Using Maimonides’ rule to estimate the effect of class size on scholastic achievemen," The Econometrics Journal, Royal Economic Society, vol. 23(2), pages 211-231.
- Marinho Bertanha & Marcelo J. Moreira, 2016.
"Impossible Inference in Econometrics: Theory and Applications,"
Papers
1612.02024, arXiv.org, revised Feb 2020.
- Bertanha, Marinho & Moreira, Marcelo J., 2020. "Impossible inference in econometrics: Theory and applications," Journal of Econometrics, Elsevier, vol. 218(2), pages 247-270.
- Marinho Bertanha & Marcelo Moreira, 2019. "Impossible inference in econometrics: theory and applications," CeMMAP working papers CWP02/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kohei Yata, 2021. "Optimal Decision Rules Under Partial Identification," Papers 2111.04926, arXiv.org, revised Aug 2023.
- José Luis Montiel Olea & Mikkel Plagborg‐Møller, 2021. "Local Projection Inference Is Simpler and More Robust Than You Think," Econometrica, Econometric Society, vol. 89(4), pages 1789-1823, July.
- Jonathan Roth & Pedro H. C. Sant'Anna & Alyssa Bilinski & John Poe, 2022.
"What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature,"
Papers
2201.01194, arXiv.org, revised Jan 2023.
- Roth, Jonathan & Sant’Anna, Pedro H.C. & Bilinski, Alyssa & Poe, John, 2023. "What’s trending in difference-in-differences? A synthesis of the recent econometrics literature," Journal of Econometrics, Elsevier, vol. 235(2), pages 2218-2244.
- Michael P. Leung, 2023. "Design of Cluster-Randomized Trials with Cross-Cluster Interference," Papers 2310.18836, arXiv.org, revised Nov 2023.
- Evan T.R. Rosenman & Guillaume Basse & Art B. Owen & Mike Baiocchi, 2023. "Combining observational and experimental datasets using shrinkage estimators," Biometrics, The International Biometric Society, vol. 79(4), pages 2961-2973, December.
- Yusuke Narita & Kohei Yata, 2021.
"Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules,"
Working Papers
2021-022, Human Capital and Economic Opportunity Working Group.
- Yusuke Narita & Kohei Yata, 2021. "Algorithm as Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Papers 2104.12909, arXiv.org, revised Dec 2023.
- NARITA Yusuke & YATA Kohei, 2021. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Discussion papers 21057, Research Institute of Economy, Trade and Industry (RIETI).
- Yusuke Narita & Kohei Yata, 2021. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Cowles Foundation Discussion Papers 2283, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020.
"Bias-Aware Inference in Regularized Regression Models,"
Working Papers
2020-2, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
- Bugni, Federico A. & Canay, Ivan A., 2021.
"Testing continuity of a density via g-order statistics in the regression discontinuity design,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 138-159.
- Federico A. Bugni & Ivan A. Canay, 2018. "Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design," Papers 1803.07951, arXiv.org, revised Feb 2020.
- Federico A. Bugni & Ivan A. Canay, 2018. "Testing continuity of a density via g -order statistics in the regression discontinuity design," CeMMAP working papers CWP20/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yiqi Liu & Yuan Qi, 2023. "Using Forests in Multivariate Regression Discontinuity Designs," Papers 2303.11721, arXiv.org.
- Narita, Yusuke & Yata, Kohei, 2022. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," CEI Working Paper Series 2021-05, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Susan Athey & Stefan Wager, 2021.
"Policy Learning With Observational Data,"
Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
- Susan Athey & Stefan Wager, 2017. "Policy Learning with Observational Data," Papers 1702.02896, arXiv.org, revised Sep 2020.
- Xiao Huang & Zhaoguo Zhan, 2020.
"Local Composite Quantile Regression for Regression Discontinuity,"
Papers
2009.03716, arXiv.org, revised Oct 2021.
- Xiao Huang & Zhaoguo Zhan, 2022. "Local Composite Quantile Regression for Regression Discontinuity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1863-1875, October.
- Huynh, Nhan, 2023. "Unemployment beta and the cross-section of stock returns: Evidence from Australia," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Yingying Dong & Michal Kolesár, 2023. "When can we ignore measurement error in the running variable?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 735-750, August.
- Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Jul 2023.
- Philipp Ketz & Adam Mccloskey, 2021.
"Short and Simple Confidence Intervals when the Directions of Some Effects are Known,"
Working Papers
hal-03388199, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Post-Print halshs-03957242, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," PSE-Ecole d'économie de Paris (Postprint) halshs-03957242, HAL.
- Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
- Alexander Kreiss & Christoph Rothe, 2023. "Inference in regression discontinuity designs with high-dimensional covariates," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 105-123.
- Chenchuan (Mark) Li & Ulrich K. Müller, 2020. "Linear Regression with Many Controls of Limited Explanatory Power," Working Papers 2020-57, Princeton University. Economics Department..
- Tuvaandorj, Purevdorj, 2020. "Regression discontinuity designs, white noise models, and minimax," Journal of Econometrics, Elsevier, vol. 218(2), pages 587-608.
- Feng, Jin & Song, Hong & Wang, Zhen, 2020. "The elderly's response to a patient cost-sharing policy in health insurance: Evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 189-207.
- Giuseppe Rose & Desiré De Luca, 2024. "Health Concerns And Consumption Expectations During Covid-19: Evidence From A Fuzzy Regression Discontinuity Design," Working Papers 202401, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
- Bai, Yuehao, 2023. "Why randomize? Minimax optimality under permutation invariance," Journal of Econometrics, Elsevier, vol. 232(2), pages 565-575.
- Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
- Narita, Yusuke & Yata, Kohei, 2022. "Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Discussion Paper Series 730, Institute of Economic Research, Hitotsubashi University.
- Walter Beckert & Daniel Kaliski, 2019. "Honest inference for discrete outcomes," CeMMAP working papers CWP67/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Timothy B. Armstrong, 2015.
"Unbiased Instrumental Variables Estimation under Known First-Stage Sign,"
Cowles Foundation Discussion Papers
1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
Cited by:
- Pablo Brassiolo & Ricardo Estrada & Gustavo Fajardo & Juan F. Vargas, 2020.
"Self-Selection into Corruption: Evidence from the Lab,"
Documentos de Trabajo
18182, The Latin American and Caribbean Economic Association (LACEA).
- Brassiolo, Pablo & Estrada, Ricardo & Fajardo, Gustavo & Vargas, Juan, 2020. "Self-Selection into Corruption: Evidence from the Lab," Research Department working papers 1567, CAF Development Bank Of Latinamerica.
- Brassiolo, Pablo & Estrada, Ricardo & Fajardo, Gustavo & Vargas, Juan, 2021. "Self-Selection into corruption: Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 799-812.
- Brassiolo, P & Estrada, R & Fajardo, G & Vargas, J. F, 2020. "Self-Selection into Corruption: Evidence from the Lab," Documentos de Trabajo 18179, Universidad del Rosario.
- Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
- Michael Keane & Timothy Neal, 2021. "A Practical Guide to Weak Instruments," Discussion Papers 2021-05b, School of Economics, The University of New South Wales.
- Tetsuya Kaji, 2021. "Theory of Weak Identification in Semiparametric Models," Econometrica, Econometric Society, vol. 89(2), pages 733-763, March.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- Timothy Derdenger & Vineet Kumar, 2019. "Estimating dynamic discrete choice models with aggregate data: Properties of the inclusive value approximation," Quantitative Marketing and Economics (QME), Springer, vol. 17(4), pages 359-384, December.
- Sebastián Amador, 2022. "Hysteresis, endogenous growth, and monetary policy," Working Papers 348, University of California, Davis, Department of Economics.
- Roach, Travis & Nath, Saheli, 2023. "Counties with More Vietnam Veterans Have Higher Suicide Rates," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 53(1), April.
- Callaway, Brantly & Karami, Sonia, 2023.
"Treatment effects in interactive fixed effects models with a small number of time periods,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 184-208.
- Brantly Callaway & Sonia Karami, 2020. "Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods," Papers 2006.15780, arXiv.org, revised Feb 2022.
- David M. Kaplan, 2019. "Unbiased Estimation as a Public Good," Working Papers 1911, Department of Economics, University of Missouri.
- Karthik Rajkumar, 2019. "Ridge regularization for Mean Squared Error Reduction in Regression with Weak Instruments," Papers 1904.08580, arXiv.org.
- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015. "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers CWP41/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bunkanwanicha, Pramuan & Di Giuli, Alberta & Salvade, Federica, 2022. "Bank CEO careers after bailouts: The effects of management turnover on bank risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015. "Finite sample bias corrected IV estimation for weak and many instruments," CeMMAP working papers 41/15, Institute for Fiscal Studies.
- Timothy B. Armstrong & Michal Kolesar, 2014.
"A Simple Adjustment for Bandwidth Snooping,"
Cowles Foundation Discussion Papers
1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B Armstrong & Michal Kolesár, 2018. "A Simple Adjustment for Bandwidth Snooping," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
Cited by:
- Susanne M. Schennach, 2015.
"A bias bound approach to nonparametric inference,"
CeMMAP working papers
71/15, Institute for Fiscal Studies.
- Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers CWP71/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
- Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
- Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
- Jun Ma & Zhengfei Yu, 2020. "Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs," Papers 2008.09263, arXiv.org, revised May 2022.
- Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
- Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
- Xu, Ke-Li, 2018. "A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes," Journal of Econometrics, Elsevier, vol. 206(1), pages 258-278.
- Chen, Heng & Fan, Yanqin, 2019. "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, vol. 212(2), pages 476-502.
- Timothy B. Armstrong, 2014.
"A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models,"
Cowles Foundation Discussion Papers
1975, Cowles Foundation for Research in Economics, Yale University.
Cited by:
- Timothy B. Armstrong, 2014.
"On the Choice of Test Statistic for Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1960, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
- Timothy B. Armstrong, 2014.
"On the Choice of Test Statistic for Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1960, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2014.
"Adaptive Testing on a Regression Function at a Point,"
Cowles Foundation Discussion Papers
1957, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong, 2014. "Adaptive Testing on a Regression Function at a Point," Cowles Foundation Discussion Papers 1957R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2015.
Cited by:
- Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021.
"Systemic Discrimination Among Large U.S. Employers,"
NBER Working Papers
29053, National Bureau of Economic Research, Inc.
- Patrick Kline & Evan K Rose & Christopher R Walters, 2023. "Systemic Discrimination Among Large U.S. Employers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(4), pages 1963-2036.
- Kline, Patrick & Rose, Evan K. & Walters, Christopher R., 2021. "Systemic Discrimination among Large U.S. Employers," IZA Discussion Papers 14634, Institute of Labor Economics (IZA).
- Xu, Ke-Li, 2020. "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 218(2), pages 532-560.
- Babii, Andrii & Kumar, Rohit, 2023.
"Isotonic regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 371-393.
- Andrii Babii & Rohit Kumar, 2019. "Isotonic Regression Discontinuity Designs," Papers 1908.05752, arXiv.org, revised Dec 2020.
- Susanne M. Schennach, 2015.
"A bias bound approach to nonparametric inference,"
CeMMAP working papers
71/15, Institute for Fiscal Studies.
- Susanne M. Schennach, 2015. "A bias bound approach to nonparametric inference," CeMMAP working papers CWP71/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
- Kline, Patrick & Walters, Christopher, 2019.
"Audits as Evidence: Experiments, Ensembles, and Enforcement,"
Institute for Research on Labor and Employment, Working Paper Series
qt3z72m9kn, Institute of Industrial Relations, UC Berkeley.
- Patrick Kline & Christopher Walters, 2019. "Audits as Evidence: Experiments, Ensembles, and Enforcement," Papers 1907.06622, arXiv.org, revised Jul 2019.
- Timothy B. Armstrong & Michal Koles�r, 2016.
"Optimal Inference in a Class of Regression Models,"
Cowles Foundation Discussion Papers
2043, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
- Koohyun Kwon & Soonwoo Kwon, 2020. "Inference in Regression Discontinuity Designs under Monotonicity," Papers 2011.14216, arXiv.org.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2023.
"Constrained Conditional Moment Restriction Models,"
Econometrica, Econometric Society, vol. 91(2), pages 709-736, March.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers 59/15, Institute for Fiscal Studies.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs," Papers 2102.06586, arXiv.org.
- Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
- Timothy B. Armstrong & Michal Kolesar, 2014.
"A Simple Adjustment for Bandwidth Snooping,"
Cowles Foundation Discussion Papers
1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B Armstrong & Michal Kolesár, 2018. "A Simple Adjustment for Bandwidth Snooping," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Philipp Ketz & Adam Mccloskey, 2021.
"Short and Simple Confidence Intervals when the Directions of Some Effects are Known,"
Working Papers
hal-03388199, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Post-Print halshs-03957242, HAL.
- Philipp Ketz & Adam Mccloskey, 2022. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," PSE-Ecole d'économie de Paris (Postprint) halshs-03957242, HAL.
- Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
- Koohyun Kwon & Soonwoo Kwon, 2020. "Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity," Papers 2011.14219, arXiv.org.
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- Timothy B. Armstrong & Shu Shen, 2013.
"Inference on Optimal Treatment Assignments,"
Cowles Foundation Discussion Papers
1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
- Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927RR, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
Cited by:
- Toru Kitagawa & Aleksey Tetenov, 2018.
"Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice,"
Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
- Toru Kitagawa & Aleksey Tetenov, 2017. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers CWP24/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa & Aleksey Tetenov, 2015. "Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Carlo Alberto Notebooks 402, Collegio Carlo Alberto.
- Toru Kitagawa & Aleksey Tetenov, 2015. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers CWP10/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Juliano Assunção & Robert McMillan & Joshua Murphy & Eduardo Souza-Rodrigues, 2019. "Optimal Environmental Targeting in the Amazon Rainforest," NBER Working Papers 25636, National Bureau of Economic Research, Inc.
- Eric Mbakop & Max Tabord‐Meehan, 2021.
"Model Selection for Treatment Choice: Penalized Welfare Maximization,"
Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
- Eric Mbakop & Max Tabord-Meehan, 2016. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Papers 1609.03167, arXiv.org, revised Dec 2020.
- Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
- Toru Kitagawa & Aleksey Tetenov, 2015. "Who should be treated? Empirical welfare maximization methods for treatment choice," CeMMAP working papers 10/15, Institute for Fiscal Studies.
- Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
- Susan Athey & Stefan Wager, 2021.
"Policy Learning With Observational Data,"
Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
- Susan Athey & Stefan Wager, 2017. "Policy Learning with Observational Data," Papers 1702.02896, arXiv.org, revised Sep 2020.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2018.
"Multiple Testing and the Distributional Effects of Accountability Incentives in Education,"
MPRA Paper
89532, University Library of Munich, Germany.
- Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2022. "Multiple Testing and the Distributional Effects of Accountability Incentives in Education," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1552-1568, October.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2019. "Multiple testing and the distributional effects of accountability incentives in education," Ruhr Economic Papers 799, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.
- Shosei Sakaguchi, 2021. "Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints," Papers 2106.05031, arXiv.org, revised Apr 2024.
- Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
- Davide Viviano & Jess Rudder, 2020. "Policy design in experiments with unknown interference," Papers 2011.08174, arXiv.org, revised Dec 2023.
- Juliano Assuncao & Robert McMillan & Joshua Murphy & Eduardo Souza-Rodrigues, 2019. "Optimal Environmental Targeting in the Amazon Rainforest," Working Papers tecipa-631, University of Toronto, Department of Economics.
- Timothy B. Armstrong & Hock Peng Chan, 2013.
"Multiscale Adaptive Inference on Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016. "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
Cited by:
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021.
"Testing identifying assumptions in fuzzy regression discontinuity designs,"
CeMMAP working papers
CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018.
"The identification power of smoothness assumptions in models with counterfactual outcomes,"
Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
- Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers CWP17/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- João Madeira & Nuno Palma, 2018.
"Measuring Monetary Policy Deviations from the Taylor Rule,"
Economics Discussion Paper Series
1803, Economics, The University of Manchester.
- Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
- Palma, Nuno & Madeira, João, 2018. "Measuring monetary policy deviations from the Taylor rule," CEPR Discussion Papers 12553, C.E.P.R. Discussion Papers.
- Ivan A. Canay & Azeem M. Shaikh, 2016.
"Practical and theoretical advances in inference for partially identified models,"
CeMMAP working papers
CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers 05/16, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015.
"Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models,"
CeMMAP working papers
CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 51/17, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2019.
"Generalized Instrumental Variable Models, Methods, and Applications,"
CeMMAP working papers
CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
- Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers 23/18, Institute for Fiscal Studies.
- Francesca Molinari, 2020.
"Microeconometrics with Partial Identification,"
Papers
2004.11751, arXiv.org.
- Francesca Molinari, 2020. "Microeconometrics with Partial Identi?cation," CeMMAP working papers CWP15/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Timothy B. Armstrong & Michal Kolesár & Soonwoo Kwon, 2020.
"Bias-Aware Inference in Regularized Regression Models,"
Working Papers
2020-2, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Koles'ar & Soonwoo Kwon, 2020. "Bias-Aware Inference in Regularized Regression Models," Papers 2012.14823, arXiv.org, revised Aug 2023.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2014.
"Nonparametric inference based on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
- Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
- Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2013.
- Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840, Cowles Foundation for Research in Economics, Yale University.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2020.
"An Adaptive Test of Stochastic Monotonicity,"
CeMMAP working papers
CWP17/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2018. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP24/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2019. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP49/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Donald W.K. Andrews & Xiaoxia Shi, 2015.
"Inference Based on Many Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023.
"Inference for High-Dimensional Exchangeable Arrays,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2020. "Inference for high-dimensional exchangeable arrays," Papers 2009.05150, arXiv.org, revised Jul 2021.
- Timothy B. Armstrong & Michal Kolesar, 2014.
"A Simple Adjustment for Bandwidth Snooping,"
Cowles Foundation Discussion Papers
1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B Armstrong & Michal Kolesár, 2018. "A Simple Adjustment for Bandwidth Snooping," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Timothy B. Armstrong, 2014.
"On the Choice of Test Statistic for Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1960, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
- Vogt, Michael & Linton, Oliver, 2020.
"Multiscale clustering of nonparametric regression curves,"
Journal of Econometrics, Elsevier, vol. 216(1), pages 305-325.
- Michael Vogt & Oliver Linton, 2018. "Multiscale clustering of nonparametric regression curves," CeMMAP working papers CWP08/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers CWP53/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
- Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015.
"Implementing intersection bounds in Stata,"
Stata Journal, StataCorp LP, vol. 15(1), pages 21-44, March.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers CWP38/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers CWP25/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2013. "Implementing intersection bounds in Stata," CeMMAP working papers 38/13, Institute for Fiscal Studies.
- Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers 25/14, Institute for Fiscal Studies.
- Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
Articles
- Timothy B. Armstrong & Michal Kolesár, 2021.
"Finite‐Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness,"
Econometrica, Econometric Society, vol. 89(3), pages 1141-1177, May.
See citations under working paper version above.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
- Timothy B. Armstrong & Michal Koles'r, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Cowles Foundation Discussion Papers 2115R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2018.
- Timothy B. Armstrong & Michal Kolesár, 2021.
"Sensitivity analysis using approximate moment condition models,"
Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
See citations under working paper version above.
- Timothy B. Armstrong & Michal Koles'ar, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Papers 1808.07387, arXiv.org, revised Jul 2020.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2019.
- Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesár, 2020. "Sensitivity Analysis using Approximate Moment Condition Models," Working Papers 2020-28, Princeton University. Economics Department..
- Timothy B. Armstrong & Michal Kolesár, 2020.
"Simple and honest confidence intervals in nonparametric regression,"
Quantitative Economics, Econometric Society, vol. 11(1), pages 1-39, January.
See citations under working paper version above.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R3, Cowles Foundation for Research in Economics, Yale University, revised Aug 2018.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesár, 2018.
"Optimal Inference in a Class of Regression Models,"
Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
See citations under working paper version above.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R2, Cowles Foundation for Research in Economics, Yale University, revised Dec 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043R, Cowles Foundation for Research in Economics, Yale University, revised May 2017.
- Timothy B. Armstrong & Michal Koles�r, 2016. "Optimal Inference in a Class of Regression Models," Cowles Foundation Discussion Papers 2043, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B., 2018.
"On the choice of test statistic for conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
See citations under working paper version above.
- Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2014. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
- Timothy B Armstrong & Michal Kolesár, 2018.
"A Simple Adjustment for Bandwidth Snooping,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 732-765.
See citations under working paper version above.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R2, Cowles Foundation for Research in Economics, Yale University, revised Oct 2016.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2015.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Michal Kolesar, 2014. "A Simple Adjustment for Bandwidth Snooping," Cowles Foundation Discussion Papers 1961R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
- Isaiah Andrews & Timothy B. Armstrong, 2017.
"Unbiased instrumental variables estimation under known first‐stage sign,"
Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
See citations under working paper version above.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016.
"Multiscale adaptive inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
See citations under working paper version above.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
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NBER Working Papers
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PSE-Ecole d'économie de Paris (Postprint)
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Department of Economics Working Papers
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- Laura Grigolon, 2019. "Blurred Boundaries: A Flexible Approach for Segmentation Applied to the Car Market," CRC TR 224 Discussion Paper Series crctr224_2019_127, University of Bonn and University of Mannheim, Germany.
- Grigolon, Laura & ,, 2021. "Blurred boundaries: a flexible approach for segmentation applied to the car market," CEPR Discussion Papers 15630, C.E.P.R. Discussion Papers.
- Laura Grigolon, 2021. "Blurred boundaries: A flexible approach for segmentation applied to the car market," Quantitative Economics, Econometric Society, vol. 12(4), pages 1273-1305, November.
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- Bernard Salanié & Frank A. Wolak, 2019.
"Fast, "Robust", and Approximately Correct: Estimating Mixed Demand Systems,"
NBER Working Papers
25726, National Bureau of Economic Research, Inc.
- Bernard Salanie & Frank A. Wolak, 2018. "Fast, "robust", and approximately correct: estimating mixed demand systems," CeMMAP working papers CWP64/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
- Isaiah Andrews & Anna Mikusheva, 2022. "GMM is Inadmissible Under Weak Identification," Papers 2204.12462, arXiv.org, revised May 2023.
- Pál, László & Sándor, Zsolt, 2023. "Comparing procedures for estimating random coefficient logit demand models with a special focus on obtaining global optima," International Journal of Industrial Organization, Elsevier, vol. 88(C).
- Wang, Ao, 2020. "Identifying the Distribution of Random Coefficients in BLP Demand Models Using One Single Variation in Product Characteristics," The Warwick Economics Research Paper Series (TWERPS) 1304, University of Warwick, Department of Economics.
- Amit Gandhi & Jean-François Houde, 2019. "Measuring Substitution Patterns in Differentiated-Products Industries," NBER Working Papers 26375, National Bureau of Economic Research, Inc.
- Iaria, Alessandro & ,, 2020. "Identification and Estimation of Demand for Bundles," CEPR Discussion Papers 14363, C.E.P.R. Discussion Papers.
- Christopher Conlon & Jeff Gortmaker, 2020. "Best practices for differentiated products demand estimation with PyBLP," RAND Journal of Economics, RAND Corporation, vol. 51(4), pages 1108-1161, December.
- Christopher T. Conlon & Julie Holland Mortimer, 2018.
"Empirical Properties of Diversion Ratios,"
Working Papers
18-16, New York University, Leonard N. Stern School of Business, Department of Economics.
- Armstrong, Timothy B., 2015.
"Asymptotically exact inference in conditional moment inequality models,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
Cited by:
- João Madeira & Nuno Palma, 2018.
"Measuring Monetary Policy Deviations from the Taylor Rule,"
Economics Discussion Paper Series
1803, Economics, The University of Manchester.
- Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
- Palma, Nuno & Madeira, João, 2018. "Measuring monetary policy deviations from the Taylor rule," CEPR Discussion Papers 12553, C.E.P.R. Discussion Papers.
- Rui Wang, 2023. "Testing and Identifying Substitution and Complementarity Patterns," Papers 2304.00678, arXiv.org.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015.
"Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models,"
CeMMAP working papers
CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 51/17, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2019.
"Generalized Instrumental Variable Models, Methods, and Applications,"
CeMMAP working papers
CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Inference Based on Many Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
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"On the Choice of Test Statistic for Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1960, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2016. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R, Cowles Foundation for Research in Economics, Yale University.
- Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B., 2018. "On the choice of test statistic for conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 203(2), pages 241-255.
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"Set Identification, Moment Restrictions, and Inference,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 103-129, September.
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- Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
- João Madeira & Nuno Palma, 2018.
"Measuring Monetary Policy Deviations from the Taylor Rule,"
Economics Discussion Paper Series
1803, Economics, The University of Manchester.
- Armstrong, Timothy B., 2014.
"Weighted KS statistics for inference on conditional moment inequalities,"
Journal of Econometrics, Elsevier, vol. 181(2), pages 92-116.
Cited by:
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"Monte Carlo confidence sets for identified sets,"
CeMMAP working papers
CWP43/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2018. "Monte Carlo Confidence Sets for Identified Sets," Econometrica, Econometric Society, vol. 86(6), pages 1965-2018, November.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "Monte Carlo Confidence Sets for Identified Sets," Papers 1605.00499, arXiv.org, revised Sep 2017.
- Xiaohong Chen & Timothy M. Christensen & Keith O'Hara & Elie Tamer, 2016.
"MCMC confidence sets for identified sets,"
CeMMAP working papers
CWP28/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Timothy Christensen & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Timothy Christensen & Keith O’Hara & Elie Tamer, 2016. "MCMC Confidence sets for Identified Sets," Cowles Foundation Discussion Papers 2037R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2016.
- João Madeira & Nuno Palma, 2018.
"Measuring Monetary Policy Deviations from the Taylor Rule,"
Economics Discussion Paper Series
1803, Economics, The University of Manchester.
- Madeira, João & Palma, Nuno, 2018. "Measuring monetary policy deviations from the Taylor rule," Economics Letters, Elsevier, vol. 168(C), pages 25-27.
- Palma, Nuno & Madeira, João, 2018. "Measuring monetary policy deviations from the Taylor rule," CEPR Discussion Papers 12553, C.E.P.R. Discussion Papers.
- Andrew Chesher & Adam Rosen, 2016.
"Characterizations of identified sets delivered by structural econometric models,"
CeMMAP working papers
CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 44/16, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP63/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2015. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers 63/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015.
"Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models,"
CeMMAP working papers
CWP26/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers CWP51/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
- Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 51/17, Institute for Fiscal Studies.
- Aradillas-López, Andrés & Rosen, Adam M., 2022.
"Inference in ordered response games with complete information,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 451-476.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP37/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers CWP36/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers CWP33/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2014. "Inference in Ordered Response Games with Complete Information," CeMMAP working papers 36/14, Institute for Fiscal Studies.
- Andres Aradillas-Lopez & Adam Rosen, 2021. "Inference in ordered response games with complete information," CeMMAP working papers CWP25/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers 23/18, Institute for Fiscal Studies.
- Hiroaki Kaido & Yi Zhang, 2019.
"Robust likelihood ratio tests for incomplete economic models,"
CeMMAP working papers
CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hiroaki Kaido & Yi Zhang, 2019. "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers 1910.04610, arXiv.org, revised Dec 2019.
- Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
- Xiaohong Chen & Timothy M. Christensen & Elie Tamer, 2017. "Monte Carlo confidence sets for identified sets," CeMMAP working papers 43/17, Institute for Fiscal Studies.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-based inference with unconditional moment inequality restrictions," CeMMAP working papers CWP23/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
- Timothy B. Armstrong & Hock Peng Chan, 2013.
"Multiscale Adaptive Inference on Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
1885R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
- Armstrong, Timothy B. & Chan, Hock Peng, 2016. "Multiscale adaptive inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 194(1), pages 24-43.
- Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2015.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2020.
"An Adaptive Test of Stochastic Monotonicity,"
CeMMAP working papers
CWP17/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2018. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP24/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2019. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP49/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Donald W.K. Andrews & Xiaoxia Shi, 2015.
"Inference Based on Many Conditional Moment Inequalities,"
Cowles Foundation Discussion Papers
2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
- Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010, Cowles Foundation for Research in Economics, Yale University.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015.
"Inference for functions of partially identified parameters in moment inequality models,"
CeMMAP working papers
CWP54/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2015. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 54/15, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 05/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP22/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers 22/14, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023.
"Inference for High-Dimensional Exchangeable Arrays,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
- Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2020. "Inference for high-dimensional exchangeable arrays," Papers 2009.05150, arXiv.org, revised Jul 2021.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013.
"Specification tests for partially identified models defined by moment inequalities,"
CeMMAP working papers
CWP01/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2013. "Specification tests for partially identified models defined by moment inequalities," CeMMAP working papers 01/13, Institute for Fiscal Studies.
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CeMMAP working papers
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- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 45/16, Institute for Fiscal Studies.
- Kate Ho & Adam Rosen, 2016. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP45/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
- Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers CWP64/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Giovanni Compiani & Phil Haile & Marcelo Sant'Anna, 2018.
"Common values, unobserved heterogeneity, and endogenous entry in U.S. offshore oil lease auctions,"
CeMMAP working papers
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- Giovanni Compiani & Philip A. Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions," Cowles Foundation Discussion Papers 2137, Cowles Foundation for Research in Economics, Yale University.
- Giovanni Compiani & Philip Haile & Marcelo Sant'Anna, 2018. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auction," NBER Working Papers 24795, National Bureau of Economic Research, Inc.
- Giovanni Compiani & Philip Haile & Marcelo Sant’Anna, 2020. "Common Values, Unobserved Heterogeneity, and Endogenous Entry in US Offshore Oil Lease Auctions," Journal of Political Economy, University of Chicago Press, vol. 128(10), pages 3872-3912.
- Andrew Chesher & Adam Rosen, 2017.
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CeMMAP working papers
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- Andrew Chesher & Adam Rosen, 2015.
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- Andrew Chesher & Adam Rosen, 2015. "Identification of the distribution of valuations in an incomplete model of English auctions," CeMMAP working papers CWP30/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Software components
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