Selected Publications
We consider the problem of inference on a class of sets describing a collection of admissible […]
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We develop uniformly valid confidence regions for regression coefficients in a high-dimensional sparse median regression model […]
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In econometric applications it is common that the exact form of a conditional expectation is unknown […]
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Slepian and Sudakov–Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain […]
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In this paper we develop a new censored quantile instrumental variable (CQIV) estimator and describe its […]
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We consider estimation of and inference about coefficients on endogenous variables in a linear instrumental variables […]
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We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds […]
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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, ranks and signs, based on canonical transportation […]
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In this note, we offer an approach to estimating structural parameters in the presence of many […]