Selected Publications
In this paper we consider the problem of inference on a class of sets describing a […]
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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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We derive a central limit theorem for the maximum of a sum of high dimensional random […]
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This paper provides inference methods for best linear approximations to functions which are known to lie […]
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We develop a new direct approach to approximating suprema of general empirical processes by a sequence […]
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In parametric models a sufficient condition for local identification is that the vector of moment is […]
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We develop a practical and novel method for inference on intersection bounds, namely bounds defined by […]
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We propose robust methods for inference on the effect of a treatment variable on a scalar […]
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We develop inference procedures for policy analysis based on regression methods. We consider policy interventions that […]
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In this paper we introduce various set inference problems as they appear in finance and propose […]