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Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities

This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are… Continue reading.

Joel L. Horowitz, Sokbae (Simon) Lee
August | CWP33/21
Minimax semiparametric learning with approximate sparsity

This paper is about the ability and means to root-n consistently and efficiently estimate linear, mean-square… Continue reading.

Jelena Bradic, Victor Chernozhukov, Whitney K. Newey
July | CWP32/21
The influence function of semiparametric estimators

There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete… Continue reading.

Hidehiko Ichimura, Whitney K. Newey
July | CWP31/20
Identification of causal models with unobservables: a self-report approach

This paper presents a novel self-report approach to identify a general causal model with an unobserved… Continue reading.

Yingyao Hu
July | CWP30/21