This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are… Continue reading.
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression… Continue reading.
In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ… Continue reading.
In a randomized control trial, the precision of an average treatment effect estimator and the power… Continue reading.
Economic theory often provides shape restrictions on functions of interest in applications, such as monotonicity, convexity,… Continue reading.
In a randomized control trial, the precision of an average treatment e ffect estimator can be… Continue reading.
We consider a high dimensional regression model with a possible change point due to a covariate… Continue reading.
In this paper, we propose a doubly robust method to present the heterogeneity of the average… Continue reading.