Selected Publications
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 […]
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Counterfactual distributions are important ingredients for policy analysis and decomposition analysis in empirical economics. In this […]
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We develop results for the use of LASSO and Post-LASSO methods to form first-stage predictions and […]
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In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model […]
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, […]
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This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and […]
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This paper gives identification and estimation results for quantile and average effects in nonseparable panel models, […]
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the […]
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In this paper we examine the implications of the statistical large sample theory for the computational […]