Selected Publications
We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. […]
Previous version
The goal of many empirical papers in economics is to provide an estimate of the causal […]
Latest version
We consider estimation of policy relevant treatment effects in a data-rich environment where there may be […]
Latest version
In this article, we review quantile models with endogeneity. We focus on models that achieve indentification […]
Previous version
We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov […]
Latest version
We propose robust methods for inference on the effect of a treatment variable on a scalar […]
Previous version
We develop uniformly valid confidence regions for a regression coefficient in a high-dimensional sparse LAD (least […]
Latest version
In this article, we review quantile models with endogeneity. We focus on models that achieve identification […]
Latest version
Counterfactual distributions are important ingredients for policy analysis and de-composition analysis in empirical economics. In this […]
Latest version
Previous version
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]