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12/07/2022
Neighborhood Adaptive Estimators for Causal Inference under Network Interference
Estimating causal effects has become an integral part of most applied fi...
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12/04/2019
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
We propose a generalization of the linear panel quantile regression mode...
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09/08/2018
A high dimensional Central Limit Theorem for martingales, with applications to context tree models
We establish a central limit theorem for (a sequence of) multivariate ma...
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08/14/2018
Latent Agents in Networks: Estimation and Pricing
We focus on a setting where agents in a social network consume a product...
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06/29/2018
Subvector Inference in Partially Identified Models with Many Moment Inequalities
This paper considers inference for a function of a parameter vector in a...
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06/05/2018
High-Dimensional Econometrics and Regularized GMM
This chapter presents key concepts and theoretical results for analyzing...
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06/05/2018
High-Dimensional Econometrics and Generalized GMM
This chapter presents key concepts and theoretical results for analyzing...
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12/22/2014
An {l_1,l_2,l_∞}-Regularization Approach to High-Dimensional Errors-in-variables Models
Several new estimation methods have been recently proposed for the linea...
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11/11/2013
