Selected Publications
In this paper we introduce various set inference problems as they appear in finance and propose […]
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We propose methods for inference on the average effect of a treatment on a scalar outcome […]
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This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in […]
Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the […]
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We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]
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In this paper, we develop a new censored quantile instrumental variable (CQIV)estimator and describe its properties […]
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Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. […]
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In parametric models a sufficient condition for local identification is that the vector of moment conditions […]
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Quantile regression (QR) is an increasingly important empirical tool in economics and other sciences for analysing […]
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We consider median regression and, more generally, a possibly infinite collection of quantile regressions in high-dimensional […]