Saved in:
| Main Authors: | Franguridi, Grigory, Gafarov, Bulat, Wuthrich, Kaspar |
|---|---|
| Format: | Preprint |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2011.03073 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Refined Cluster Robust Inference
by: Gafarov, Bulat, et al.
Published: (2026)
by: Gafarov, Bulat, et al.
Published: (2026)
IV regression with distribution-valued outcomes
by: Van Dijcke, David, et al.
Published: (2026)
by: Van Dijcke, David, et al.
Published: (2026)
Inference in partially identified moment models via regularized optimal transport
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by: Franguridi, Grigory, et al.
Published: (2019)
by: Franguridi, Grigory, et al.
Published: (2019)
Simple subvector inference on sharp identified set in affine models
by: Gafarov, Bulat
Published: (2019)
by: Gafarov, Bulat
Published: (2019)
Continuity of the Distribution Function of the argmax of a Gaussian Process
by: Cattaneo, Matias D., et al.
Published: (2025)
by: Cattaneo, Matias D., et al.
Published: (2025)
High-Dimensional Canonical Correlation Analysis
by: Bykhovskaya, Anna, et al.
Published: (2023)
by: Bykhovskaya, Anna, et al.
Published: (2023)
Estimating sample paths of Gauss-Markov processes from noisy data
by: Davies, Benjamin
Published: (2024)
by: Davies, Benjamin
Published: (2024)
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by: Kock, Anders Bredahl, et al.
Published: (2023)
by: Kock, Anders Bredahl, et al.
Published: (2023)
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
by: Meitz, Mika, et al.
Published: (2022)
by: Meitz, Mika, et al.
Published: (2022)
Bounds on the Distribution of a Sum of Two Random Variables: Revisiting a problem of Kolmogorov with application to Individual Treatment Effects
by: Zhang, Zhehao, et al.
Published: (2024)
by: Zhang, Zhehao, et al.
Published: (2024)
Decoupling and randomization for double-indexed permutation statistics
by: Zou, Mingxuan, et al.
Published: (2026)
by: Zou, Mingxuan, et al.
Published: (2026)
A Strict Gap Between Relaxed and Partition-Constrained Spectral Compression in a Six-State Lumpable Markov Chain
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Canonical Correlation Analysis: review
by: Bykhovskaya, Anna, et al.
Published: (2024)
by: Bykhovskaya, Anna, et al.
Published: (2024)
How weak are weak factors? Uniform inference for signal strength in signal plus noise models
by: Bykhovskaya, Anna, et al.
Published: (2025)
by: Bykhovskaya, Anna, et al.
Published: (2025)
Variable-Length Markov Chains on Finite Quivers: Boundary-Window Identifiability, Exact Depth, and Local Rank Comparison
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Entropy-Rate Selection for Partially Observed Processes
by: Kiriukhin, Oleg
Published: (2026)
by: Kiriukhin, Oleg
Published: (2026)
Closed-form estimation and inference for panels with attrition and refreshment samples
by: Franguridi, Grigory, et al.
Published: (2024)
by: Franguridi, Grigory, et al.
Published: (2024)
Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
by: Shi, Zhaoyang, et al.
Published: (2024)
by: Shi, Zhaoyang, et al.
Published: (2024)
Multi-period static hedging of European options
by: Banerjee, Purba, et al.
Published: (2023)
by: Banerjee, Purba, et al.
Published: (2023)
Bias correction for Chatterjee's graph-based correlation coefficient
by: Azadkia, Mona, et al.
Published: (2025)
by: Azadkia, Mona, et al.
Published: (2025)
Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)
by: Ishihara, Takuya, et al.
Published: (2025)
Fitting an Equation to Data Impartially
by: Tofallis, Chris
Published: (2024)
by: Tofallis, Chris
Published: (2024)
A Modern Gauss-Markov Theorem? Really?
by: Pötscher, Benedikt M., et al.
Published: (2022)
by: Pötscher, Benedikt M., et al.
Published: (2022)
Penalized estimation of GEV parameters for extreme quantile regression
by: Vidagbandji, Lucien M., et al.
Published: (2026)
by: Vidagbandji, Lucien M., et al.
Published: (2026)
Nonparametric inference on counterfactuals in first-price auctions
by: Andreyanov, Pasha, et al.
Published: (2021)
by: Andreyanov, Pasha, et al.
Published: (2021)
New robust inference for predictive regressions
by: Ibragimov, Rustam, et al.
Published: (2020)
by: Ibragimov, Rustam, et al.
Published: (2020)
Kotlarski's lemma for dyadic models
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
Generalized method of moments with partially missing data
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
Testing for sparse idiosyncratic components in factor-augmented regression models
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
by: Londschien, Malte
Published: (2025)
by: Londschien, Malte
Published: (2025)
Trading-off Bias and Variance When the Size of the Treatment Effect is Bounded
by: de Chaisemartin, Clément
Published: (2021)
by: de Chaisemartin, Clément
Published: (2021)
On the consistency of bootstrap for matching estimators
by: Lin, Ziming, et al.
Published: (2024)
by: Lin, Ziming, et al.
Published: (2024)
Raking for estimation and inference in panel models with nonignorable attrition and refreshment
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
Canonical correlation regression with noisy data
by: Meza, Isaac, et al.
Published: (2025)
by: Meza, Isaac, et al.
Published: (2025)
Unifying regression-based and design-based causal inference in time-series experiments
by: Lin, Zhexiao, et al.
Published: (2025)
by: Lin, Zhexiao, et al.
Published: (2025)
Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
by: Londschien, Malte, et al.
Published: (2024)
by: Londschien, Malte, et al.
Published: (2024)
Pairwise Valid Instruments
by: Sun, Zhenting, et al.
Published: (2022)
by: Sun, Zhenting, et al.
Published: (2022)
Projection Inference for set-identified SVARs
by: Gafarov, Bulat, et al.
Published: (2025)
by: Gafarov, Bulat, et al.
Published: (2025)
Similar Items
-
Refined Cluster Robust Inference
by: Gafarov, Bulat, et al.
Published: (2026) -
IV regression with distribution-valued outcomes
by: Van Dijcke, David, et al.
Published: (2026) -
Inference in partially identified moment models via regularized optimal transport
by: Franguridi, Grigory, et al.
Published: (2025) -
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by: Franguridi, Grigory, et al.
Published: (2019) -
Simple subvector inference on sharp identified set in affine models
by: Gafarov, Bulat
Published: (2019)