Selected Publications
This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by […]
We present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target […]
Previous version
We consider the problem of inference on a class of sets describing a collection of admissible […]
Previous version
We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
Previous version
In econometric applications it is common that the exact form of a conditional expectation is unknown […]
Previous version
Slepian and Sudakov–Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]
Previous version
In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its […]
Previous version
We consider estimation of and inference about coefficients on endogenous variables in a linear instrumental variables […]
Previous version
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]
Previous version
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]