Selected Publications
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]
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We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
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We derive strong approximations to the supremum of the non-centered empirical process indexed by a possibly […]
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In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
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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 […]
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In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment […]
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Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
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We propose new concepts of statistical depth, multivariate quantiles, vector quantiles and ranks, ranks, and signs, […]
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We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]