Selected Publications
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional […]
Latest version
In this article the package High-dimensional Metrics (hdm) is introduced. It is a collection of statistical […]
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
Latest version
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]
Latest version
We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
Previous version
We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
Previous version
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
Previous version
The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as […]
This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel […]
Previous version
In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]