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07/27/2023
One-step nonparametric instrumental regression using smoothing splines
We extend nonparametric regression smoothing splines to a context where ...
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07/25/2023
Tuning-free testing of factor regression against factor-augmented sparse alternatives
This study introduces a bootstrap test of the validity of factor regress...
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09/03/2022
Instrumental variable quantile regression under random right censoring
This paper studies a semiparametric quantile regression model with endog...
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08/10/2022
Testing for error invariance in separable instrumental variable models
The hypothesis of error invariance is central to the instrumental variab...
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08/08/2022
A Gaussian model for survival data subject to dependent censoring and confounding
This paper considers the problem of inferring the causal effect of a var...
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04/12/2022
High-dimensional nonconvex lasso-type M-estimators
This paper proposes a theory for â„“_1-norm penalized high-dimensional M-e...
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01/26/2022
Instrumental variable estimation of dynamic treatment effects on a survival outcome
This paper considers identification and estimation of the causal effect ...
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10/11/2021
Two-stage least squares with a randomly right censored outcome
This note develops a simple two-stage least squares (2SLS) procedure to ...
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10/05/2021
Robust censored regression with l1-norm regularization
This paper considers inference in a linear regression model with random ...
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05/03/2021
A nonparametric instrumental approach to endogeneity in competing risks models
This paper discusses endogenous treatment models with duration outcomes,...
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12/28/2020
High-dimensional inference robust to outliers with l1-norm penalization
This paper studies inference in the high-dimensional linear regression m...
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11/20/2020
Nonparametric instrumental regression with right censored duration outcomes
This paper analyzes the effect of a discrete treatment Z on a duration T...
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10/05/2020
Factor and factor loading augmented estimators for panel regression
This paper considers linear panel data models where the dependence of th...
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06/04/2019
Inference robust to outliers with l1-norm penalization
This paper considers the problem of inference in a linear regression mod...
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04/19/2019
