Selected Publications
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 […]
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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 give semiparametric identification and estimation results for econometric models with a regressor that is endogenous, […]
In this paper we develop procedures for performing inference in regression models about how potential policy […]